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.
The Interday queries are optimized to run with the Sybase RAP sample data in RAPStore.
The Interday queries for RAPStore all begin with a commit statement. which causes the data to refresh, so the query accesses the most recent data. When you write your own queries for RAPStore, precede the query with a commit statement.
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Script name |
Description |
|---|---|
|
interday_tick_qry1.sql |
Determines the volume-weighted price of a security considering only the ticks in a three-day interval. |
|
interday_tick_qry2.sql |
Determines the top 10 percentage losers for a specific date on the selected exchanges, sorted by percentage loss. The loss is calculated as a percentage of the last trade price of the previous day. |
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interday_tick_qry3.sql |
Finds the most active stocks in the “COMPUTER” industry for a specific three day range. |