The following script contains the SQL statements for this query.
-- Determine the volume weighted price of a security considering -- only the ticks in a specified three day interval. commit; SELECT TRADING_SYMBOL, SUM(TRADE_SIZE*TRADE_PRICE)/SUM(TRADE_SIZE) as VOLUME_WEIGHTED_PRICE FROM STOCK_TRADE WHERE TRADE_DATE BETWEEN '2005-11-10' AND '2005-11-14' AND TRADING_SYMBOL ='AAA' GROUP BY TRADING_SYMBOL;