forked from vomindoraan/market-data-time-series
-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathticks.sql
More file actions
40 lines (36 loc) · 4.66 KB
/
ticks.sql
File metadata and controls
40 lines (36 loc) · 4.66 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
USE mdts
DELETE FROM ticks_1m
DELETE FROM ticks_5m
DELETE FROM ticks_15m
DELETE FROM ticks_30m
DELETE FROM ticks_1h
DELETE FROM ticks_4h
DELETE FROM ticks_1d
DELETE FROM ticks_1w
DELETE FROM ticks_4w
DROP CONTINUOUS QUERY ticks_1m ON mdts
DROP CONTINUOUS QUERY ticks_5m ON mdts
DROP CONTINUOUS QUERY ticks_15m ON mdts
DROP CONTINUOUS QUERY ticks_30m ON mdts
DROP CONTINUOUS QUERY ticks_1h ON mdts
DROP CONTINUOUS QUERY ticks_4h ON mdts
DROP CONTINUOUS QUERY ticks_1d ON mdts
DROP CONTINUOUS QUERY ticks_1w ON mdts
DROP CONTINUOUS QUERY ticks_4w ON mdts
CREATE CONTINUOUS QUERY ticks_1m ON mdts BEGIN SELECT first(symbol) AS symbol, first(open) AS open, max(high) AS high, min(low) AS low, last(close) AS close, sum(volume) AS volume, count(volume) AS tick_volume INTO ticks_1m FROM ticks GROUP BY time(1m), symbol END
CREATE CONTINUOUS QUERY ticks_5m ON mdts BEGIN SELECT first(symbol) AS symbol, first(open) AS open, max(high) AS high, min(low) AS low, last(close) AS close, sum(volume) AS volume, count(volume) AS tick_volume INTO ticks_5m FROM ticks GROUP BY time(5m), symbol END
CREATE CONTINUOUS QUERY ticks_15m ON mdts BEGIN SELECT first(symbol) AS symbol, first(open) AS open, max(high) AS high, min(low) AS low, last(close) AS close, sum(volume) AS volume, count(volume) AS tick_volume INTO ticks_15m FROM ticks GROUP BY time(15m), symbol END
CREATE CONTINUOUS QUERY ticks_30m ON mdts BEGIN SELECT first(symbol) AS symbol, first(open) AS open, max(high) AS high, min(low) AS low, last(close) AS close, sum(volume) AS volume, count(volume) AS tick_volume INTO ticks_30m FROM ticks GROUP BY time(30m), symbol END
CREATE CONTINUOUS QUERY ticks_1h ON mdts BEGIN SELECT first(symbol) AS symbol, first(open) AS open, max(high) AS high, min(low) AS low, last(close) AS close, sum(volume) AS volume, count(volume) AS tick_volume INTO ticks_1h FROM ticks GROUP BY time(1h), symbol END
CREATE CONTINUOUS QUERY ticks_4h ON mdts BEGIN SELECT first(symbol) AS symbol, first(open) AS open, max(high) AS high, min(low) AS low, last(close) AS close, sum(volume) AS volume, count(volume) AS tick_volume INTO ticks_4h FROM ticks GROUP BY time(4h), symbol END
CREATE CONTINUOUS QUERY ticks_1d ON mdts BEGIN SELECT first(symbol) AS symbol, first(open) AS open, max(high) AS high, min(low) AS low, last(close) AS close, sum(volume) AS volume, count(volume) AS tick_volume INTO ticks_1d FROM ticks GROUP BY time(1d), symbol END
CREATE CONTINUOUS QUERY ticks_1w ON mdts BEGIN SELECT first(symbol) AS symbol, first(open) AS open, max(high) AS high, min(low) AS low, last(close) AS close, sum(volume) AS volume, count(volume) AS tick_volume INTO ticks_1w FROM ticks GROUP BY time(1w), symbol END
CREATE CONTINUOUS QUERY ticks_4w ON mdts BEGIN SELECT first(symbol) AS symbol, first(open) AS open, max(high) AS high, min(low) AS low, last(close) AS close, sum(volume) AS volume, count(volume) AS tick_volume INTO ticks_4w FROM ticks GROUP BY time(4w), symbol END
-- SELECT first(symbol) as symbol, first(open) AS open, max(high) AS high, min(low) AS low, last(close) AS close, sum(volume) AS volume, sum(tick_volume) AS tick_volume INTO ticks_4w FROM ticks_1m GROUP BY time(4w), symbol
-- SELECT first(symbol) as symbol, first(open) AS open, max(high) AS high, min(low) AS low, last(close) AS close, sum(volume) AS volume, sum(tick_volume) AS tick_volume INTO ticks_1w FROM ticks_1m GROUP BY time(1w), symbol
-- SELECT first(symbol) as symbol, first(open) AS open, max(high) AS high, min(low) AS low, last(close) AS close, sum(volume) AS volume, sum(tick_volume) AS tick_volume INTO ticks_1d FROM ticks_1m GROUP BY time(1d), symbol
-- SELECT first(symbol) as symbol, first(open) AS open, max(high) AS high, min(low) AS low, last(close) AS close, sum(volume) AS volume, sum(tick_volume) AS tick_volume INTO ticks_4h FROM ticks_1m GROUP BY time(4h), symbol
-- SELECT first(symbol) as symbol, first(open) AS open, max(high) AS high, min(low) AS low, last(close) AS close, sum(volume) AS volume, sum(tick_volume) AS tick_volume INTO ticks_1h FROM ticks_1m GROUP BY time(1h), symbol
-- SELECT first(symbol) as symbol, first(open) AS open, max(high) AS high, min(low) AS low, last(close) AS close, sum(volume) AS volume, sum(tick_volume) AS tick_volume INTO ticks_30m FROM ticks_1m GROUP BY time(30m), symbol
-- SELECT first(symbol) as symbol, first(open) AS open, max(high) AS high, min(low) AS low, last(close) AS close, sum(volume) AS volume, sum(tick_volume) AS tick_volume INTO ticks_15m FROM ticks_1m GROUP BY time(15m), symbol
-- SELECT first(symbol) as symbol, first(open) AS open, max(high) AS high, min(low) AS low, last(close) AS close, sum(volume) AS volume, sum(tick_volume) AS tick_volume INTO ticks_5m FROM ticks_1m GROUP BY time(5m), symbol