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 Sybase IQ. Use dbisql to run these scripts against Sybase IQ. The output that appears for each query is derived using the large set of sample data provided in the samples folder within the RAP enablement package. See the Sybase IQ 15.4 Utility Guide > dbisql Interactive SQL Utility for more information.

Note: All Interday queries for Sybase IQ 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 Sybase IQ, precede the query with a commit statement.

Interday Query Script Files
The Interday query scripts are located in the <RAP Enablement Installation Directory>/databases/iq/queries directory in the RAP enablement package.
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