Sample Queries

Sybase RAP includes SQL scripts and sample data that allow you to run sample queries. You can run the scripts against the sample data to evaluate the retrieval performance for historical or real-time (intraday) data.

The historical data sets are built using end-of-day trading data files from market data vendors; they represent several months or years of data. The real-time TAQ data is the tick-by-tick bid/ask quotes and trade prices for each trading day. The historical time series queries analyze securities trades over long time periods to identify trends. Real-time queries analyze the intraday dynamics of securities trading and seek to identify arbitrage opportunities and optimal trading strategies. The interday queries span both real-time and historical information and can provide an alert for a change to statistical models that occurs during the course of the trading day.


Created March 26, 2009. Send feedback on this help topic to Sybase Technical Publications: pubs@sybase.com