tick_qry4.sql

Determines the top 10 most active stocks for a specified date, sorted by cumulative trade volume, by considering all trades.

Output

The rows returned by this query are:

TRADING_SYMBOL    TRADESIZE
AJC                 269100
AWO                 250900
ASZ                 249000
AHI                 230600
AKX                 225600
AKD                 222000
AZO                 221200
BED                 220300
AMW                 219400
AQD                 219100

SQL Statements

The following script contains the SQL statements for this query. Note that there are separate scripts optimized for RAPCache and RAPStore.

RAPStore Database Script

-- Determine the top 10 most active stocks for a specified date
-- sorted by cumulative trade volume by considering all trades.


-- This query is optimized to run on IQ.

commit
;

SELECT TOP 10 TRADING_SYMBOL, sum(TRADE_SIZE) as TRADESIZE, DENSE_RANK ()
OVER (ORDER BY sum(TRADE_SIZE) DESC) as RANKING
	FROM STOCK_TRADE
WHERE  	TRADE_DATE = '2005-11-14' 
	GROUP BY TRADING_SYMBOL
	order by sum(TRADE_SIZE) DESC
;

RAPCache Database Script

-- Determine the top 10 most active stocks for a specified date
-- sorted by cumulative trade volume by considering all trades.

-- This query will run on either the ASE or IQ platform.

set  rowcount 10
go

SELECT TRADING_SYMBOL, sum(TRADE_SIZE) as TRADESIZE
	FROM STOCK_TRADE
WHERE
TRADE_TIME between '2005-11-14 00:00:00'  and '2005-11-14 23:59:59'
GROUP BY TRADING_SYMBOL
order by sum(TRADE_SIZE) DESC
go
set rowcount 0
go