interday_tick_qry3.sql

Finds the most active stocks in the COMPUTER industry for a specific three day range.

Output

The first 25 rows returned by this query are:

INSTRUMENT_ID  TRADING_SYMBOL    TRADESIZE    RANKING
       289             ALD         554400         1
       493             ASZ         538700         2
       850             BGS         529400         3
       346             ANI         519300         4
       866             BHI         516700         5
       394             APE         504600         6
        44             ABS         502800         7
       400             APK         492000         8
       360             ANW         490500         9
       560             AVO         488800        10
       507             ATN         485800        11
       886             BIC         484600        12
       752             BCY         484400        13
       616             AXS         477500        14
       356             ANS         477200        15
       487             AST         477000        16
        80             ADC         475700        17
       230             AIW         474200        18
       980             BLS         466700        19
       810             BFE         464400        20
       588             AWQ         463400        21
       771             BDR         463000        22
       930             BJU         462800        23
       460             ARS         462300        24
       773             BDT         458400        25
       ...

SQL Statements

-- Find the most active stocks in the COMPUTER industry
-- for last three days.

commit; 

SELECT st.INSTRUMENT_ID, st.TRADING_SYMBOL, SUM(TRADE_SIZE) TRADESIZE, 
DENSE_RANK() OVER (ORDER by SUM(TRADE_SIZE) DESC) as RANKING
FROM STOCK_TRADE st 
inner join INSTRUMENT ii
on ii.INSTRUMENT_ID = st.INSTRUMENT_ID
inner join SCND_IDST_CLS sc
on ii.SCND_IDST_CLS_ID = sc.SCND_IDST_CLS_ID
and sc.SIC_NAME = 'COMPUTERS'
WHERE  st.TRADE_DATE BETWEEN '2005-11-10' AND '2005-11-14'
GROUP BY st.INSTRUMENT_ID
,st.TRADING_SYMBOL
;