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Tuesday, July 24, 2012

Import IB Historical Data into MySQL

Here's the code to import the csv files you created using the IB Historical Data Downloader (assuming you put all the files into a folder called "csv", have the below python file one folder above, and are running your MySQL server at localhost, with user root and database "stocks". Make sure to change the password to whatever you're using.) Also, you need to have the MySQLdb module installed. Check out the last post to see an easy way to do that.
import MySQLdb
import os
db = MySQLdb.connect(host='localhost', user='root',passwd='*****', db='stocks')
cur = db.cursor()
path = 'csv/'
listing = os.listdir(path)
for infile in listing:
    cur.execute("load data local infile 'csv/" + infile + "' into table `stocks`.`stock_prices_minute` fields terminated by ',' lines terminated by '\n' (`symbol`,`date`,`open`,`high`,`low`,`close`,`volume`);")
    print "Symbol: " + infile

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