Store SPY in csv instead?

[twiecki]

Although hdf5 is certainly the better format it's an additional requirement. For this simple file we might want to just use csv instead.

[humdings]

Pandas doesn't support hdf5 natively? What's the additional requirement?

[twiecki]

pytables

[gusgordon]

We could also store in a zip, the file sizes may get large

[twiecki]

I'm not overly worried about that since it's only one ticker. I just remembered that we also have the fama french stuff in hdf5. That one might be a bit larger. Anyway, if size is indeed a concern we should probably stick to hdf5 and eat the dependency.

[twiecki]

Seems like csv is actually smaller, at least for the fama french factors.

-rw-rw-r-- 1 wiecki wiecki 1.4M Aug 14 11:00 factors.csv
-rw-rw-r-- 1 wiecki wiecki 2.3M Aug 14 10:20 factors.h5
-rw-rw-r-- 1 wiecki wiecki 264K Aug 14 10:43 spy.csv
-rw-rw-r-- 1 wiecki wiecki 138K Aug 14 10:20 spy.h5

[twiecki]

#119

[twiecki]

Closed with #119.