Moving data from Quandl into MySQL – http://www.zackburt.com/financialmarkets/index.php/2016/03/27/moving-quandl-data-into-mysql/

quandl.rb

require 'mysql2'
client = Mysql2::Client.new(:host => "localhost", :username => "*USERNAME*", :password => "*PASSWORD*", :database => "*DATABASENAME*", :local_infile => true)
puts 'Downloading EOD data'
system('curl -J -L -oeod https://www.quandl.com/api/v3/databases/EOD/data?auth_token=**AUTHTOKEN**')
puts 'UnZIPPING EOD Data'
system('unzip -p eod > eod2')
puts 'Filtering out EOD Data before 2014'
system('awk -F, \'$2 > "2014" {print}\' eod2 > eod_since_2014')
puts 'Dropping the EOD table'
client.query("DROP TABLE adj_eod")
puts 'Creating the EOD table'
client.query('CREATE TABLE `adj_eod` ( `id` int(11) NOT NULL AUTO_INCREMENT, `symbol` varchar(10) DEFAULT NULL, `date` date DEFAULT NULL, `open` decimal(35,20) DEFAULT NULL, `high` decimal(35,20) DEFAULT NULL, `low` decimal(35,20) DEFAULT NULL, `close` decimal(35,20) DEFAULT NULL, `volume` int(11) DEFAULT NULL, PRIMARY KEY (`id`), UNIQUE KEY `unique_index` (`symbol`,`date`), KEY `symbol` (`symbol`), KEY `date` (`date`) )')
puts "Cleaning up old tempfiles"
system("rm eod_tempfile.part.*")
puts "Splitting up eod data into chunks" 
system("split -d -l 100000 eod_since_2014 eod_tempfile.part.")
filenames = Dir.glob("/path/to/the/folder/that/contains/this/script/**/eod_tempfile.part.*")
filenames.each_with_index do |filename, idx|
	print "Loading #{filename}"
	client.query("LOAD DATA LOCAL INFILE '#{filename}' INTO TABLE adj_eod FIELDS TERMINATED BY ',' (symbol,date,@dummy,@dummy,@dummy,@dummy,@dummy,@dummy,@dummy,open,high,low,close,volume)")
end