Interday queries reflect price quotes and trade prices during multiple trading days. These queries examine both 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 the RAP repository.
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 the RAP repository 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 the RAP repository, be
sure to precede the query with a commit statement.
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