Sample Queries

Review sample queries and run them with preloaded sample data, to see reporting examples for historical market and TAQ (trades and quotes) data.

These queries are packaged as SQL scripts and are located in $RAP/RAPCache/data/scripts and in $RAP/RAPStore/data/scripts. Queries are also available in $RAP/Samples/queries. $RAP is the RAP installation directory.

• 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. A smaller set of sample data is loaded during the RAP installation process. The installation process that loads RAPCache also loads the RAPStore database. A larger sample set that contains millions of additional rows of data for RAPStore is also available.
• Clearing the Cache
  Clear the data from RAPCache on a regular schedule, as the data is permanently stored in RAPStore and is redundant in the cache.