I have used quantmods getSymbols many times and would like to reduce the load on external data providers and reduce the time it takes to execute longer code loops due to network latency.
An ideal would be a function that takes a list of characters (e.g. getSymbols), loads them from a provider configured in 'setSymbolLookup', and stores them in a MySQL database for easy retrieval later using getSymbols.MySQL.
The main bonus would be if another function (or the same one) allowed to download only the difference since the last update.
Alternatively, the type of proxy where this symbol is loaded, if it does not already exist in the local MySQL database / cache, would also be good.
Has anyone developed something similar or stumbled upon any documentation on how to do this? I searched, but closest I can get some questions on how to use MySQL as input source.
Thanks in advance!
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