Here is a Youtube video on how to use R to access MYSQL through RMySQL R package
This might be one of those extra unneeded videos you can find on Youtube but surprise, there were none. After running my survey of which database (commercial, open source RDMS or NOSQL) R users run, it struck me that nearly half use MYSQL followed by PostgreSQL.
I always had concerns of MYSQL with scaling and redundancy for my large data I anticipate my models and simulations will need. I demoed everything from Cassandra, Hadoop, Redis, MongolDB, etc. I found many were good but I found Redis to be the best one that fit my needs. As a result, I though I was set until…
I came across an open source trading platform done in C++ called Trading Shim. This was a rare find as it met all my needs including Interactive Brokers but used MYSQL out of box. The database schema was big as well. I tried debugging and configuring which is still not complete but I am getting closer.
After seeing the results of my survey, I through why not stick with MYSQL for now as it can be fast enough. Hey, Yahoo Finance uses it for their backend so it cannot be that bad right. I just understand you would go through some heavy configuring to do something like sharding. This would not be as easy as in something like Redis. Anyhow, also MYSQL has proven to be the most popular database as well so it might be wise to get more comfortable with something that is widely used.
As for this Trading Shim, it makes my life so much easier without needing to recode anything so I just need to have my R algorithms access the MYSQL data. This was a much more sensible option at least this point to minimize the coding and debugging cycles.
So …enough typing, I have this video posted to show how easy it to have R access MYSQL. As said, this appears to only work in a Linux environment due to the RMySQL requires RCpp which only works with GCC, not Visual Studio for Windows. Sorry, I don’t make the rules. You could install MINGW for Windows and GCC but why would you want to go through the pain of that?
[youtube_sc url=”http://www.youtube.com/watch?v=LvCFaTln_3g” playlist=”how to have R access MYSQL through RMySQL R package”]