ETF Central » mysql http://etf-central.com Fast-paced market news, analysis, and discussion - Michael J. Bommarito II Mon, 14 Feb 2011 19:25:43 +0000 en hourly 1 http://wordpress.org/?v=3.3.1 Using Matlab’s Database Toolbox with MySQL Connector/J http://etf-central.com/2008/04/13/using-matlabs-database-toolbox-with-mysql-connectorj/ http://etf-central.com/2008/04/13/using-matlabs-database-toolbox-with-mysql-connectorj/#comments Sun, 13 Apr 2008 16:00:37 +0000 Michael Bommarito http://etf-central.com/?p=24 This post was originally published on April 13th, 2008.  It was imported from a previous version of the site.

I normally don’t delve too much into the programmatic details of my work, but I’ve seen enough interest in this topic that I figured I’d lend a helping hand to those fellow frustrated souls.

There are a few awkward, non-native MEX implementations of various database interfaces.  However, Matlab has its own database toolbox built around ODBC/JDBC, and when developing distributable software, one always hopes to minimize third-party library usage.  As a result, I’ve put a good deal of effort into integrating Matlab with both MySQL and SQLite.  In fact, the data for every post on this site is stored in a 2GB MySQL database server running on my laptop.

As you can see, this requires only that you distribute the platform-independent JAR.  No DLLs, no MEX compilation.

% Database Server
host = 'localhost';

% Database Username/Password
user = 'user'; password = 'password';
% Database Name
dbName = 'assets'; 
% JDBC Parameters jdbcString = sprintf('jdbc:mysql://%s/%s', host, dbName); jdbcDriver = 'com.mysql.jdbc.Driver';
% Set this to the path to your MySQL Connector/J JAR
javaaddpath('mysql-connector-java-5.1.6-bin.jar')
% Create the database connection object dbConn = database(dbName, user , password, jdbcDriver, jdbcString);
% Check to make sure that we successfully connected if isconnection(dbConn)     % Fetch the symbol, market cap, and last close for the 10 largest % market cap ETFs     result = get(fetch(exec(dbConn, 'SELECT info.symbol,info.marketcap,series.close FROM info, series WHERE info.type=''ETF'' AND info.id = series.symbolid AND series.date = ''2008-04-11'' ORDER BY marketcap DESC LIMIT 10')), 'Data');     disp(result);
% If the connection failed, print the error message else     disp(sprintf('Connection failed: %s', dbConn.Message)); end % Close the connection so we don't run out of MySQL threads close(dbConn);
Output:
    ‘SPY’     [8.2300e+010]    [133.3800]
    ‘EFA’     [4.5420e+010]    [ 72.6400]
    ‘EEM’     [2.3850e+010]    [139.3400]
    ‘GLD’     [1.9260e+010]    [ 91.3000]
    ‘QQQQ’    [1.7040e+010]    [ 44.2800]
    ‘IVV’     [1.6410e+010]    [133.5200]
    ‘IWF’     [1.2860e+010]    [ 55.2500]
    ‘DIA’     [1.0830e+010]    [123.3400]
    ‘IWM’     [1.0470e+010]    [ 68.7200]
    ‘VTI’     [9.7800e+009]    [132.2900]

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