Security Trading Analytics

How to Populate a Trading Database with Refinitiv, Excel, and SQL Server—Update 2 Computer‑based trading analytics requires clean, reliable historical price data.  Whether you are evaluating trading models, comparing performance across securities, or projecting future price paths, the first prerequisite is a trustworthy method for downloading and preparing historical prices from a quality data vendor. This post is the third entry in a series on transferring historical price data from Excel’s STOCKHISTORY function into SQL Server for downstream analysis.  The earlier posts—“ How to Populate a Trading Database with Refinitiv, Excel, and SQL Server ” and “ How to Populate a Trading Database with Refinitiv, Excel, and SQL Server—Update 1 ”—introduced the workflow and addressed several formatting issues that arise when importing STOCKHISTORY output into SQL Server. Excel’s STOCKHISTORY function retrieves historical prices from the London Stock Exchange Group (LSEG), formerly Refini...

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 ...

  How to Populate a Trading Database with Refinitiv, Excel, and SQL Server Concocting trading strategies is an exciting and intellectually rewarding activity for many self‑directed traders and trading analysts.  But before you risk capital or recommend a strategy to others, it’s highly beneficial to test your ideas against reliable historical data.  A trading database or sometimes several, depending on your research goals, is the foundation for evaluating which strategies return consistent outcomes across one or several trading environments.  This post demonstrates a practical, hands‑on framework for building a trading database using Refinitiv data (now part of LSEG Data & Analytics), Excel, and SQL Server to populate a trading database. LSEG Data & Analytics is one of the largest global data providers. Their data is used by banks, hedge funds, asset managers, academic researchers and the STOCKHISTORY function in Excel.  Therefore, self-directed traders ...