xSQL Data Loaders Sample NYSE

This sample demonstrates NYSE data loaders implemented using different mechanisms. The NYSE trades and quotes data contained in the indicated subdirectories is from http://www.nyxdata.com/data-products/daily-taq (where data formats and full sample files are explained). The for data in following subdirectories is obtained from the indicated sources:

 
    daily_nbbo: EQY_US_ALL_NBBO_yyyymmdd.zip
    daily_quotes: EQY_US_ALL_BBO_yyyymmdd.zip
    daily_taq_master: EQY_US_ALL_REF_MASTER_yyyymmdd.zip
    daily_trades: EQY_US_ALL_TRADE_yyyymmdd.zip
     

The sudirectories contain examples demonstrating loading a small file of sample data into an eXtremeDB database. (If desired, the whole data files indicated in the list above can be downloaded from the NYSE site.)

The command file load.bat runs script load.sql to demonstrate importing into a table with the same structure as the source file. The command file load2.bat and script load2.sql demonstrate importing into a table with type conversion.

To run the samples

First navigate to the desired sample subdirectory, for example:

 
    cd daily_nbbo
     

Then run command file server.bat to start xSQL as the server in one console window:

 
    server.bat
     

To start the client in a second console window, run command file load.bat or load2.bat to load the data:

     
    load.bat