Trades and Quotes (TAQ) data tables include real-time price quotes and trade prices that are updated frequently during a trading day. Queries against these tables use intraday price and quote fluctuations.
The tick queries are representative of the query workloads generated in pre-trade analysis and trade order generation. Although this is a partial list of possible queries, these queries constitute a reasonable sample test for use in performance and tuning analysis and also as a template to build a library of queries. The sample TAQ queries can also be modified to build a native T-SQL access layer to present data to computational applications.
The TAQ data queries are optimized to run on both the RAPCache database and the VLDBServer database.
The TAQ data 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 the query with a commit statement.
