Sample Queries

RAP - The Trading Edition includes sample queries for historical market and TAQ (Trades and Quotes) data.

These queries are packaged as SQL scripts and are located in the $RAP/RAPCache/data/scripts directory for the RAPCache and in the $RAP/RAPStore/data/scripts directory for the RAPStore. Queries are also available in the $RAP/Samples/queries directory. In this documentation, $RAP refers to the RAP installation directory.

The related topic SQL Scripts for Sample Queries contains the SQL scripts for the RAP sample TAQ, Interday, and Historical market data queries. The results returned by running the queries with the sample RAP data are also included in this appendix.

• Running the Sample Queries
  Run the sample queries using the Interactive SQL utility.
• TAQ Data Queries
  Trades and Quotes (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 across multiple trading days.
• Historical Market Data Queries
  Historical market data queries compare price histories for different instruments over time.
• Sample TAQ Data Sets
  The RAP Samples component includes two sets of sample data for the RAPCache and RAPStore databases.
• Clearing the Cache
  Clear the data from the RAPCache on a regular schedule.

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Created October 8, 2009. Send feedback on this help topic to Sybase Technical Publications: pubs@sybase.com