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How to Populate a Trading Database with Refinitiv, Excel, and SQL Server— Update 1 The Excel STOCKHISTORY function downloads historical market data—such as stock prices and index values—directly into Excel worksheets from LSEG Data & Analytics (formerly Refinitiv).  The “ How to Populate a Trading Database with Refinitiv, Excel, and SQL Server ” post summarizes and demonstrates a three-step process for building a data source inside SQL Server for historical stock  prices and/or indexes.  The three steps are as follows. Populate one worksheet tab per ticker with historical prices using Excel’s STOCKHISTORY function. Save each worksheet tab as a CSV file—one CSV per ticker. Bulk insert the CSV files into a tall SQL Server table indexed by ticker and date. While the three steps worked when properly executed, it was found that Excel formatting issues could lead to processing errors if not manually resolved.  Additionally, the T-SQL code in the third step required...
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  A Blog for Traders Who Like to Analyze Their Trades and Data Analysts Who Like to Trade The Security Trading Analytics blog focuses on practical, data‑driven analysis for traders.   You’ll find posts ranging from collecting historical stock prices to backtesting buy‑sell models across different strategies and asset classes.   Current posts cover single‑stock ETFs, leveraged and unleveraged index ETFs, bitcoin‑related stocks, semiconductor stocks as well as a host of other assets. Most examples use spreadsheets and T‑SQL programming, but you’ll also see PowerShell scripts and metrics such as compound annual growth rate, overall percentage change, and cumulative growth rate across trades. The blog is authored by Rick Dobson, who operated his own national seminar practice, worked on finance and healthcare development projects, and contributed regularly to MSSQLTips.com.  His work was recently recognized with the MSSQLTips.com Leadership Award .  He is also the...
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An Initial Evaluation of Buy on Proper Order and Sell on Dynamic Stop Loss Orders A well-constructed buy-sell strategy can help you buy securities when their prices are highly likely to continue rising until they don’t rise any more.  Self-directed security traders sometimes call this a “buy high, sell higher” strategy.  One way of implementing this kind of strategy is to buy a security when its price is rising, and sell the security through a sell order that protects accumulated returns from an imminent reversal or price gradually drifting lower from its entry for a position.  Another critical feature of the strategy is that sell order prices can be dynamic and rise in response to gains in the underlying security’s price. There are many ways to implement this kind of strategy.  This post implements the buy high element of the strategy based on the relationships between close prices and two or more exponential moving averages (EMAs) with different period lengths....
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