[tech-spec] Re: Yahoo! quotes

  • From: "Daniel Flam" <daniel@xxxxxxxxxx>
  • To: <tech-spec@xxxxxxxxxxxxx>
  • Date: Tue, 19 Oct 2004 18:32:54 -0400

I wrote a script in perl that imports the data directly into MySQL and that
makes life easy, because besides the regular data pull out, it allows me to
get synchronized data between series if i want to compare things like VIX vs
SPX or two stock arbitrage using a select. So i wrote a RODBC to quickly run
such as
select a.price as VIX, b.price as SPX from dailyprices as a, dailyprices as
b where a.date=b.date

this would be a mess to accomplish without SQL

----- Original Message ----- 
From: "BBands" <BBands@xxxxxxxxxxxxxxxxxx>
To: <tech-spec@xxxxxxxxxxxxx>
Sent: Tuesday, October 19, 2004 12:17 PM
Subject: [tech-spec] Re: Yahoo! quotes

> > As I should know better than to force any convinced Python
> > hacker to look at
> > Perl code, I include an example shell script below.
> I am not a total loss, I can read and write a bit of perl; have to to keep
> up the likes of you and the mighty Moe! ;-)
> > Given that R can
> > retrieve directly from read.csv() via url() as its file argument, this
> > should adapt easily. Could you report your snippets back?
> > Maybe this could
> > be something to contribute back as a little helper function?
> Absolutely. In fact I will report back an intergrated BB charting function
> for R based on the work we did in the Spring on Crusher.
> > So below is the
> > old-ish script 'examine_server.sh' which has some
> > documentation on which cgi
> > query symbol stands for which datum.
> <snip>
> That helped a lot. Results in a few days.
>     --jab

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