SQL Scripts for Sample Queries

Use the SQL scripts for the Sybase RAP sample TAQ, Interday, and Historical market data queries to help you create your own queries.

The results returned by running the queries with the sample Sybase RAP data are included.

Script files are located in the $RAP/RAPCache/data/scripts directory for the RAPCache and in the $RAP/RAPStore/data/scripts directory for the RAPStore. Throughout the documentation, the environment variable $RAP refers to the Sybase RAP installation directory.

TAQ Data Queries
TAQ data tables include real-time price quotes and trade prices that are updated frequently during a trading day. Queries against these tables use intraday price and quote fluctuations.
Interday Queries
Interday queries reflect price quotes and trade prices during multiple trading days. These queries examine the tick data of the current day, plus historical data, and can alert statistical models to changes that occur during the trading day.
Historical Market Data Queries
Historical market data queries compare price histories for different instruments over time.

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