Historical Quotes with MySQL

Discussion in 'Automated Trading' started by Paccc, Feb 8, 2006.

  1. Hello,

    I know that this thread might be little bit old but I hope I could still ask some related questions.

    I plan to store OHLCV data in Mysql database. In your opinion, besides the daily data, if you need weekly data, do you suggest to calculate them on the fly or store those weeekly/monthly OHLCV data along with daily data in the same time series table?

    My intital design is like:

    timeSeries table: symbol_id,date_time,o,h,l,c, v, timeframeID
    timeFrame table: timeframeID, descripiton

    If you do store those weekly/monthly data, do you mind sharing some database design idea regarding to how to store temporal data?

    Thanks a lot,
    Andrew
     
    #31     Apr 12, 2010