hist_qry3.sql

Finds the differences between the daily high and daily low on the day of each split event during a specified period for a specified list of 1000 stocks.

Output

The first 25 rows returned by this query are:

TRADING_SYMBOL      D_PRICE      TRADE_DATE
AAD                    3.71      2005-09-14
ABV                   25.64      2005-09-06
ABW                    7.17      2005-10-03
ACK                       1      2005-09-29
ACQ                   12.09      2005-08-25
ADI                   11.82      2005-09-28
ADR                    12.8      2005-09-27
AED                    3.34      2005-09-02
AEE                   12.08      2005-08-25
AEX                   23.85      2005-08-25
AFD                    5.66      2005-09-12
AFD                    4.56      2005-08-31
AFD                    9.14      2005-09-09
AFY                    22.5      2005-08-22
AGU                   16.09      2005-08-15
AGV                    3.03      2005-09-19
AGV                     2.6      2005-09-20
AGV                    3.12      2005-09-21
AGV                    2.76      2005-09-02
AIE                    2.37      2005-09-12
AIE                    1.11      2005-09-05
AIE                    2.51      2005-09-08
AIW                    24.4      2005-09-27
AJL                   23.24      2005-08-24
AJL                   15.72      2005-08-25
...

SQL Statements

-- For each stock in a specified list of 1000 stocks, find the differences
-- between the daily high and daily low on the day of each split event
-- during a specified period.

commit
;

SELECT sh.TRADING_SYMBOL, sh.HIGH_PRICE - sh.LOW_PRICE AS D_PRICE, sh.TRADE_DATE
FROM   STOCK_HISTORY AS sh 
inner join SPLIT_EVENT A
on sh.INSTRUMENT_ID = A.INSTRUMENT_ID 
AND sh.TRADE_DATE = A.EFFECTIVE_DATE
WHERE  sh.TRADING_SYMBOL BETWEEN 'AAA' AND 'BML'
AND LENGTH(sh.TRADING_SYMBOL) = 3
and sh.TRADE_DATE BETWEEN '2005-08-04'
and '2005-10-04'
ORDER  BY sh.TRADING_SYMBOL 
;