nasdaq-symbols

These Racket programs will download the NASDAQ symbol file from the NASDAQ FTP and insert the symbols into a PostgreSQL database. The intended usage is:

$ racket extract.rkt
$ racket transform-load.rkt

You will need to provide a database password for transform-load.rkt. The available parameters are:

$ racket transform-load.rkt -h
racket transform-load.rkt [ <option> ... ]
 where <option> is one of
  -d <date-str>, --file-date <date-str> : Nasdaq file date. Defaults to today
  -n <name>, --db-name <name> : Database name. Defaults to 'local'
  -p <password>, --db-pass <password> : Database password
  -u <user>, --db-user <user> : Database user name. Defaults to 'user'
  --help, -h : Show this help
  -- : Do not treat any remaining argument as a switch (at this level)
 Multiple single-letter switches can be combined after one `-`. For
  example: `-h-` is the same as `-h --`

The provided schema.sql file shows the expected schema within the target PostgreSQL instance. This process assumes you can write to a /var/tmp/nasdaq folder. This process also assumes that you are running transform-load.rkt sequentially starting from the beginning of your data. This should be done as the last_seen column just be overwritten with the date of the file and not try to figure out if the current value is greater than the file date value. This can probably be easily changed, but I am lazy. Pull requests are welcome.

Dependencies

It is recommended that you start with the standard Racket distribution. With that, you will need to install the following packages:

$ raco pkg install --skip-installed gregor threading