Risk Analytics Platform includes sample queries for historical market and TAQ data. These queries are packaged as SQL scripts and are located in subdirectories of the $RAP30/Scripts/ directory. Throughout this chapter, the environment variable $RAP30 refers to the RAP 3.0 installation directory.
Appendix A, “SQL Scripts for Sample Queries” contains the SQL scripts for the Risk Analytics Platform sample TAQ, Interday, and Historical market data queries. The results returned by running the queries with the sample RAP data are also included in this appendix.
If you intend to run the queries from a client machine,
your system administrator must copy the queries from the server
to a target directory on the machine where the appropriate client
tools are installed.
