Showing posts from August, 2019

Downloading And Storing Financial Data With Google Cloud Scheduler, Cloud Storage and BigQuery

Financial data from the stock market usually are available through APIs like Bloomberg API. Almost 12 years ago I worked for a company where they needed download and store historical data with the C SDK and also run a periodic cronjob to execute the same every day for that day's data (e.g. Day high, close, low, open prices and volumes). This was mostly run aftermarket when it was supposed to be available for that day. Ultimately data was stored in PostgreSQL and cater to many applications like Option Simulation (predicting the premium in upcoming days before option expiry using the volatility calculated by Black Scholes model ) and plotting bar charts (.NET or Adobe Flex desktop charts). The Simulation software was all written in PHP (in an object-oriented way) and some business users also used connectors from Microsoft Exel to fetch data from PostgreSQL directly.

While all these financial features were ahead of time, had all these done been done now, the obvious choice was proba…