Interday Queries

Interday queries reflect price quotes and trade prices across 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 RAP sample data in the RAPStore. Use dbisql to run these scripts against the RAPStore. The output that appears for each query is derived using the large set of sample data provided in the RAP – The Trading Edition Samples component. See the Sybase IQ Utility Guide > Using Interactive SQL (dbisql) for more information.

Note:

All Interday queries for RAPStore 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.

Interday Query Script Files
The Interday query scripts are located in $RAP/RAPStore/data/scripts directory on the RAPStore server.
interday_tick_qry1.sql
Determines the volume-weighted price of a security considering only the ticks in a specific three-day interval.
interday_tick_qry2.sql
Determines the top 10 percentage losers for the specified date on the specified exchanges, sorted by percentage loss.
interday_tick_qry3.sql
Finds the most active stocks in the “COMPUTER” industry for a specific three day range.

Parent topic: Sample Queries