Process used to manage workspace and large data files
We stored tick data as binary xts (not XTS, R is case sensitive) rda/RData objects on disk. This was more than fast enough, and far faster than MySQL. - Brian
On Fri, 2011-05-13 at 18:48 -0700, algotr8der wrote:
I think I have been working inefficiently with how I manage my workspace and large data files. I was working with daily stock price data so my inefficiencies were manageable but now I have moved to intraday data and need to optimize. As such, I installed mySQL db on the same machine I operate R to store the intraday data (minute frequency). However, I find that loading minute stock data using dbGetQuery is very slow. I have read several comments here on using RData files or getSymbols.mySQL but would greatly appreciate further insight. The structure of the table in mySQL that stores the minute data is as follows: date, time, open, high, low, close, volume Every time I load data into R I have to perform manipulations on the date and time column to get the data into the right format before I can generate an XTS object of the data. I'm wondering whether I need to combine the date and time columns in mySQL into one date column with the format as follows so that I can use getSymbols.mySQL: %m/%d/%Y %h:%i:%s %p It seems to me that getSymbols.mySQL would need the date to be in the aforementioned format as otherwise how else is it going to produce an XTS object if time is stored in a separate column. As a note - I am the only one who accesses the data. I would greatly appreciate it if you could share your experiences and possibly your data/workspace set up. -- View this message in context: http://r.789695.n4.nabble.com/Process-used-to-manage-workspace-and-large-data-files-tp3521586p3521586.html Sent from the Rmetrics mailing list archive at Nabble.com.
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Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock