[R-SIG-Finance] XTS Modification

Tyler Hammond thammond at millburncorp.com
Wed Oct 22 17:05:17 CEST 2008


You can also look into Rdbi and RdbiPgSQL from http://bioconductor.org.
For inserting large datasets, psql with \copy is much faster.


On 2008 Oct 22, at 10:53 AM, Jeff Ryan wrote:

> Take a look at:
>
> http://cran.r-project.org/web/packages/RPostgreSQL/index.html
>
> or as Wayne mentioned RODBC.
>
> I have used neither yet.
>
> You might find it faster to use the database's own bulk import
> mechanism with the csv files though.
>
> Jeff
>
> On Wed, Oct 22, 2008 at 9:46 AM, SMS CHAUHAn <sms.chauhan at mu- 
> sigma.com> wrote:
>> It would upload this data to a Postgresql server.
>>
>>
>>
>> Regards,
>>
>> SMS
>>
>>
>>
>> _____
>>
>> From: malcolm croucher [mailto:malcolm.croucher at gmail.com]
>> Sent: Wednesday, October 22, 2008 8:02 PM
>> To: Wayne.W.Jones at shell.com
>> Cc: sms.chauhan at mu-sigma.com; r-sig-finance at stat.math.ethz.ch
>> Subject: Re: [R-SIG-Finance] XTS Modification
>>
>>
>>
>> Would this package allow you to upload straight to a mysql or sql  
>> database ?
>>
>> Regards
>>
>> Malcolm
>>
>> On Wed, Oct 22, 2008 at 4:10 PM, <Wayne.W.Jones at shell.com> wrote:
>>
>>
>>
>> Another method would be to use the package RODBC.
>>
>> Wayne
>>
>>
>>
>>
>>
>> -----Original Message-----
>> From: r-sig-finance-bounces at stat.math.ethz.ch
>> [mailto:r-sig-finance-bounces at stat.math.ethz.ch]On Behalf Of SMS  
>> CHAUHAn
>> Sent: 22 October 2008 14:40
>> To: r-sig-finance at stat.math.ethz.ch
>> Subject: [R-SIG-Finance] XTS Modification
>>
>>
>> Hi,
>>
>> I am a newbie to R.
>>
>> I am trying to write some stock data to a csv file.
>>
>> Here is the code.
>>
>>
>>
>> <code>
>>
>> library(xts)
>>
>> library(Defaults)
>>
>> library(quantmod)
>>
>> library(TTR)
>>
>> getSymbols("IBM")
>>
>> write.csv(IBM, file="IBM.csv")
>>
>> </code>
>>
>>
>>
>> Later I would use this csv file to write data into an SQL database.  
>> Here is
>> where I face the problem. In the tool I will be using, column  
>> headers have
>> to be mapped between csv and SQL fields. In the CSV file I get, the  
>> date
>> column does not have any column header. There is a workaround to  
>> edit the
>> csv and add the column header. But can I dynamically add the date  
>> id field
>> as a regular field in the xts data above before I write it to the  
>> csv.
>>
>>
>>
>> Thanks,
>>
>> SMS Chauhan
>>
>>
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>> --
>> Malcolm A.B Croucher
>>
>>
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>
>
>
> -- 
> Jeffrey Ryan
> jeffrey.ryan at insightalgo.com
>
> ia: insight algorithmics
> www.insightalgo.com
>
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