Is it possible to move the historical data from SQL to the RE DataStore?
I suspect a standalone app could be written to load the SQL data and save it to the data store but I don't know where to start.
Has anyone done this and be prepared to point me in the right direction or even better share their code?
I may very well be missing something here, but it seems very easy to me. This is after all what a Data Retrieval plugin does.
First make a data retrieval plugin that reads from your current SQL database. Quite easy to make and good examples shipped with the default installation.
Set the RE Data Store to the format you want to use going forward, probably Local Data Store.
Now update all your data. Just select everything in your Watchlists and click update.
Presto, your historical data now resides in your Local Data Store.
...or did I miss something here?