Finds the differences between the daily high and daily low on the day of each split event during a specified period for a specified list of 1000 stocks.
The first 25 rows returned by this query are:
TRADING_SYMBOL D_PRICE TRADE_DATE AAD 3.71 2005-09-14 ABV 25.64 2005-09-06 ABW 7.17 2005-10-03 ACK 1 2005-09-29 ACQ 12.09 2005-08-25 ADI 11.82 2005-09-28 ADR 12.8 2005-09-27 AED 3.34 2005-09-02 AEE 12.08 2005-08-25 AEX 23.85 2005-08-25 AFD 5.66 2005-09-12 AFD 4.56 2005-08-31 AFD 9.14 2005-09-09 AFY 22.5 2005-08-22 AGU 16.09 2005-08-15 AGV 3.03 2005-09-19 AGV 2.6 2005-09-20 AGV 3.12 2005-09-21 AGV 2.76 2005-09-02 AIE 2.37 2005-09-12 AIE 1.11 2005-09-05 AIE 2.51 2005-09-08 AIW 24.4 2005-09-27 AJL 23.24 2005-08-24 AJL 15.72 2005-08-25 ...
The output displayed in this section is derived by running the query with the large set of sample data provided in the Sybase RAP Samples component.
The SQL statements for this query are.
-- For each stock in a specified list of 1000 stocks, find the differences -- between the daily high and daily low on the day of each split event -- during a specified period. commit ; SELECT sh.TRADING_SYMBOL, sh.HIGH_PRICE - sh.LOW_PRICE AS D_PRICE, sh.TRADE_DATE FROM STOCK_HISTORY AS sh inner join SPLIT_EVENT A on sh.INSTRUMENT_ID = A.INSTRUMENT_ID AND sh.TRADE_DATE = A.EFFECTIVE_DATE WHERE sh.TRADING_SYMBOL BETWEEN 'AAA' AND 'BML' AND LENGTH(sh.TRADING_SYMBOL) = 3 and sh.TRADE_DATE BETWEEN '2005-08-04' and '2005-10-04' ORDER BY sh.TRADING_SYMBOL ;