Analyzing financial time series with BigQuery

Here we will run a time-series analysis on a public dataset called gbpusd which is a curated time series made publicly available with historical data on the exchange rate between the British Pound (GBP)  and the US Dollar (USD).

  1. Make a dataset called timeseries using following command on Cloud Shell
bq mk timeseries
  1. Load gbpusd dataset with following command:
bq load timeseries.gbpusd_0114 gs://solutions-public-assets/time-series-master/GBPUSD_2014_01.csv /                            venue:STRING,
currencies:STRING,
time:TIMESTAMP,
bid:FLOAT,
ask:FLOAT
  1. Now, run following query:
SELECT FORMAT_UTC_USEC(time) AS time, venue, currencies, time, bid, ask
FROM timeseries.gbpusd_0114
ORDER BY time ASC
LIMIT 1000;
  1. Download the query results as CSV file
  2. Open Google Sheets. Import the downloaded CSV file by clicking on File | Import
  3. When prompted, select Replace Current Sheet

 

  1. Select all of the cells and click on Insert | Chart and choose your appropriate chart type. You should get a result like following:
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