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.
The tick queries are representative of the query workloads generated in pre-trade analysis and trade order generation. Although this is a partial list of possible queries, these queries constitute a reasonable sample test for use in performance and tuning analysis and also as a template to build a library of queries. You can modify the sample queries to build a native Transact-SQL access layer to present data to computational applications.
TAQ data queries are optimized to run on both the RAPCache database and the RAPStore database.
The TAQ data 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.
If the RAPCache server stops running, all sample data is lost. Reload the sample data into the RAPCache by running: $RAP/RAPCache/datamodel/scripts/load_unix_cache_TAQ_tables.sh.
Reload the sample data into the RAPStore by running : $RAP/RAPStore/datamodel/scripts/ load_unix_store_TAQ_tables.sh.