I have setup 2 databases. One with yahoo EOD and one with IB with live feed.
After I tried without success to add to the yahoo DB data from quandl.com.
I realised that I need a way to put yahoo and IB in the same DB at the end of the day.
So, I would like your comments on how to realised this:
Have a master hystorical mysql DB ( or anything more efficient for time series, suggestions are welcome ) that I can integrate multiples data source from time to time.
At the end of day/ from time to time I would:
- have a batch that update the daily, hourly, 30 and 15 minutes from yahoo, quandll and/or other etc.
- take all data from the Interactive broker DB and integrate it so I would have up to tick when IB provides it.
- update the master DB with other datasource that would be connected to.
I tried to open the amibroker data file in the database with a text file but it's not readable. Probably proprietary. Anybody found a way to read those data file from python or else? Is there a way to do it?
The goal is to be able to run screener from more than one platform with multiple time series from one database. Let say amibroker and python script.
Any comments or suggestions would be appreciated.