Interday queries reflect price quotes and trade prices across multiple trading days. These queries examine the tick data of the current day plus historical data and can provide an alert for changes to statistical models during the course of the trading day.
Interday queries are optimized for RAP, as these queries require data that spans several days and weeks. Use Interactive SQL Java (dbisql) to run these scripts against theVLDBServer.
For more information on running queries with Interactive SQL, see Chapter 2, “Using Interactive SQL (dbisql)” in the Sybase IQ Utility Guide.
The Interday queries for VLDBServer all begin with a commit statement. This commit statement
causes the data to refresh, so the query accesses the most recent
data. When you write your own queries for VLDBServer, be sure to precede
each query with a commit statement.
