Importing data to InfluxDB – Wyden

Wyden uses the time series database InfluxDB for the storage of historical data. InfluxDB is an open-source database written in Go specifically designed to handle time-series data with high availability and high performance requirements.

For detailed information on InfluxDB please have a look at the InfluxDB Documentation.

There are 3 ways of inserting historical data into Wyden InfluxDB:

1. From a CSV file, directly to Influx. It can be done by the following command:

'<path_to_WY_installation_folder>\influxdb\influx.exe' -import -path <path_to_file>

The file format for bar data should be as following:

# DML
# CONTEXT-DATABASE: algotrader

bar,securityId=25,connectorDescriptor=Interactive\ Brokers\ -\ Native,barSize=MIN_1 open=1.30319,high=1.30402,low=1.30319,close=1.30367,vol=0 1324245720000000000
bar,securityId=25,connectorDescriptor=Interactive\ Brokers\ -\ Native,barSize=MIN_1 open=1.30369,high=1.30369,low=1.30351,close=1.30352,vol=0 1324245780000000000
bar,securityId=25,connectorDescriptor=Interactive\ Brokers\ -\ Native,barSize=MIN_1 open=1.30353,high=1.30383,low=1.30353,close=1.30382,vol=0 1324245840000000000

Please be aware that influx expects Unix (LF) end of line in this file.

2. Using Historical Data Manager UI:

HDM is available after selecting the Hist Data button on the left side menu and clicking the Historical Data Import string.

AT supports multiple formats here, each of them after selecting CSV type is shown in format sample.

More details on HDM can be found in our documentation:

https://doc.wyden.io/docs/downloading_historical_data

3. Using script.

You can also easily connect to the influx e.g. using python. This allows you to write a mapping script that can adjust your current data to the format that AT expects and insert those data directly into Influx. More details on python-influx setup can be found here:

https://www.influxdata.com/blog/getting-started-python-influxdb/