Query description: hist_qry1 Get the closing price of a set of 10 stocks for a 10-year period and group into weekly, monthly and yearly aggregates. For each aggregate period determine the low, high and average closing price value. The output is sorted by id (INSTRUMENT_ID) and trade date.
INSTRUMENT_ID YEAR MON WEEK MAX_PRICE MIN_PRICE AVG_PRICE 1 2005 2 8 75.39 70.36 72.78800000000000000000000 1 2005 2 9 76.13 74.62 75.22600000000000000000000 1 2005 2 10 73.87 73.87 73.87000000000000000000000 1 2005 2 (NULL) 76.13 70.36 73.75000000000000000000000 1 2005 3 10 78.37 75.35 76.66750000000000000000000 1 2005 3 11 85.68 79.94 82.70200000000000000000000 1 2005 3 12 87.34 83.12 84.97000000000000000000000 1 2005 3 13 90.83 87.30 88.72200000000000000000000 1 2005 3 14 91.74 89.01 90.59750000000000000000000 1 2005 3 (NULL) 91.74 75.35 84.82739130434782608695652 1 2005 4 14 87.23 87.23 87.23000000000000000000000 1 2005 4 15 87.17 84.63 85.64000000000000000000000 1 2005 4 16 87.13 85.39 86.26200000000000000000000 1 2005 4 17 92.45 87.97 89.92800000000000000000000 1 2005 4 18 94.29 92.40 93.72000000000000000000000 1 2005 4 (NULL) 94.29 84.63 88.80857142857142857142857 1 2005 5 19 97.05 90.55 94.23000000000000000000000 1 2005 5 20 96.07 94.12 94.90600000000000000000000 1 2005 5 21 95.06 93.16 94.47400000000000000000000 1 2005 5 22 92.19 87.65 89.81200000000000000000000 1 2005 5 23 89.40 87.65 88.52500000000000000000000 1 2005 5 (NULL) 97.05 87.65 92.91636363636363636363636 1 2005 6 23 92.09 92.09 92.09000000000000000000000 ...
The hist_qry1 query uses the ROLLUP operator.
The NULL values for month and week are subtotals. A NULL value in
the week column is a subtotal for the month. A NULL value in the
month and week column is a subtotal for the year.
Query description: hist_qry4 Calculate the value of the S&P 500 and Russell 2000 index for a specified day using unadjusted prices and the index composition of the two indexes on the specified day.
INDEX_NAME AVERAGE_CLOSE_PRICE Russell 2000 49.47026052104208416833667 S&P 500 54.44644000000000000000000
Query description: hist_qry7 Determine the value of $100,000 now if 1 year ago it was invested equally in 10 specified stocks (that is, allocation for each stock is $10,000). The trading strategy is: When the 20-day moving average crosses over the 5-month moving average the complete allocation for that stock is invested and when the 20-day moving average crosses below the 5-month moving average the entire position is sold. The trades happen on the closing price of the trading day.
STOCK_VALUE 60299.133021
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