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:

The documentation for each sample query—TAQ, interday, and historical market data—includes:

Running the Sample Queries
Run the sample queries using interactive SQL utilities.
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 samples folder in the RAP enablement package includes two sets of sample data for the in-memory and historical databases.