tick_qry1.sql

Gets all ticks for a specified set of 100 securities during a select 3-hour time period on a specified trade date.

Output

The first 25 rows returned by this query are:

TRADING_SYMBOL  TRADE_DATE  TRADE_TIME  TRADE_PRICE
AAO  2005-11-14   2005-11-14 09:00:02.000000   113.34
AAQ  2005-11-14   2005-11-14 09:00:03.000000   91.75
ABQ  2005-11-14   2005-11-14 09:00:10.000000   73.68
ACR  2005-11-14   2005-11-14 09:00:14.000000   109.62
ACE  2005-11-14   2005-11-14 09:00:17.000000   77.34
AAD  2005-11-14   2005-11-14 09:00:39.000000   106.18
ACI  2005-11-14   2005-11-14 09:00:49.000000   26.34
ABF  2005-11-14   2005-11-14 09:00:51.000000   78.68
ACQ  2005-11-14   2005-11-14 09:01:01.000000   78.28
ADF  2005-11-14   2005-11-14 09:01:25.000000   38.87
ABU  2005-11-14   2005-11-14 09:01:35.000000   113.75
AAR  2005-11-14   2005-11-14 09:01:43.000000   33.65
ACY  2005-11-14   2005-11-14 09:01:49.000000   76.71
ACD  2005-11-14   2005-11-14 09:01:55.000000   47.34
ACR  2005-11-14   2005-11-14 09:01:55.000000   109.62
ACR  2005-11-14   2005-11-14 09:01:57.000000   109.62
ACP  2005-11-14   2005-11-14 09:01:57.000000   101.28
ADS  2005-11-14   2005-11-14 09:02:02.000000   31.75
ADO  2005-11-14   2005-11-14 09:02:02.000000   95.21
AAC  2005-11-14   2005-11-14 09:02:19.000000   118.68
ACM  2005-11-14   2005-11-14 09:02:26.000000   80.25
ADL  2005-11-14   2005-11-14 09:02:29.000000   122
AAP  2005-11-14   2005-11-14 09:02:32.000000   53.28
AAQ  2005-11-14   2005-11-14 09:02:39.000000   91.75
ACK  2005-11-14   2005-11-14 09:02:53.000000   69.5
...

Historical Database Script

-- Get all ticks for a specified set of 100 securities for a specified
-- three hour time period on a specified trade date.
-- This query is optimized to run IQ.

commit;

SELECT TRADING_SYMBOL, TRADE_DATE, TRADE_TIME, TRADE_PRICE
FROM  STOCK_TRADE
WHERE TRADE_TIME BETWEEN '2005-11-14 9:00'
	AND '2005-11-14 12:00'
	AND TRADING_SYMBOL BETWEEN 'AAA' AND 'ADV'
	AND LENGTH(TRADING_SYMBOL) = 3
;

In-Memory Database Script

-- Get all ticks for a specified set of 100 securities for a specified
-- three hour time period on a specified trade date.

-- This query is optimized to run ASE.


SELECT TRADING_SYMBOL, TRADE_DATE, TRADE_TIME, TRADE_PRICE
FROM  STOCK_TRADE 
WHERE TRADE_TIME BETWEEN '2005-11-14 9:00:00'
	AND '2005-11-14 12:00:00'
	AND TRADING_SYMBOL BETWEEN 'AAA' AND 'ADV'
	AND LEN(TRADING_SYMBOL) = 3

go