How do I build a bundle from two databases?

[peter.b.harrington]

I am trying to create a bundle for backtesting from data that resides in two databases. What is the best way to do this?

I have tried this:
create_bundle_from_db(BUNDLE_NAME, from_db=["sharadar-us-stk-1d", "sharadar-us-etf-1d"], calendar="NYSE", universes='only-usd-no-index', start_date="1998-1-1")
however it only ingests data from the first database.

The only viable way I can see is merging the data at the DB level. Is there another method?

[Brian]

Asked and answered here:

Joining Sharadar ETFs and Stocks Database

This isn't natively supported, but I think the easiest approach would be to copy the ETF database into the STK database and then ingest the STK database into Zipline. Combining the databases could be done like this: import glob import subprocess def combine_sharadar_dbs(stk_db, etf_db): shards = glob.glob(f"/var/lib/quantrocket/quantrocket.v2.history.{stk_db}.sqlite/year/*.sqlite") shards.sort() for stk_shard in shards: etf_shard = stk_shard.replace(stk_db, etf_db…