Re: selecting min, max

[Rhino]

I've just spent the last couple of hours trying various queries to get the 
result you want. I'm afraid I didn't find an answer for you. I think I 
understand exactly what you want but I couldn't figure out how to write the 
query you need.

Unfortunately, I'm using 4.0.15 and I don't even have subquery support in 
that version. I might be able to solve the problem in DB2 SQL, which I know 
better, but that won't help you because MySQL doesn't appear to support the 
techniques I would use in DB2, like nested table expressions and common 
table expressions.

Therefore, I think you should look very carefully at the two suggestions 
that Peter Brawley gave you earlier in the day. They look promising and I 
think you might be able to solve the problem that way.

Sorry I couldn't help more.

--
Rhino

----- Original Message ----- 
From: "Octavian Rasnita" <[EMAIL PROTECTED]>
To: "Octavian Rasnita" <[EMAIL PROTECTED]>; "Rhino" <[EMAIL PROTECTED]>; 
<mysql@lists.mysql.com>
Sent: Monday, February 13, 2006 3:16 PM
Subject: Re: selecting min, max


PS, I have forgotten to tell that I am using MySQL 5.

Thank you.

Teddy

----- Original Message ----- 
From: "Octavian Rasnita" <[EMAIL PROTECTED]>
To: "Rhino" <[EMAIL PROTECTED]>; <mysql@lists.mysql.com>
Sent: Monday, February 13, 2006 10:00 PM
Subject: Re: selecting min, max


Hi,

From: "Rhino" <[EMAIL PROTECTED]>
...
> > I need to extract a list which the following values from this table,
for
> > each hour (in date_time field):
> >
> > - symbol
> > - min(price)
> > - max(price)
> > - price where date_time is the earliest for that certain hour.
> > - price where the date_time is the last from that hour.
> > - The sum of volume from that hour.
> >
> > I have tried to get the list of symbols, then get each hourly period
and
> > calculate those 6 values for each period, but there are many symbols
and
> > very many periods, and it takes very very much time.
> >
> > Is there a more intelligent way of getting those values in another 
> > way
> > than
> > symbol by symbol and period by period?
> >
> It's hard to answer your question since you haven't given us any
examples
of
> the SQL you've already tried. You haven't told us which version of 
> MySQL
you
> are using, either. That makes a big difference since newer versions
offer
> many more SQL capabilities like views and subqueries that could really
help
> you.
>
> You certainly shouldn't have to write separate queries for each
different
> symbol that you are using!
>

Here is the table definition. The table is simple, but what I want is
complicated:

CREATE TABLE `tickers` (
`symbol` varchar(20) NOT NULL,
`last_volume` bigint(20) unsigned default NULL,
`last_price` decimal(20,4) unsigned default NULL,
`last_update` datetime default NULL
) ENGINE=MyISAM DEFAULT CHARSET=latin1;

I want to get a list of values for more periods of time, 5 minutes, 15
minutes, and hourly.

I need to get:

symbol
date_format(last_update, '%Y-%m-%d') as date
date_format(last_update, '%H:%i:%s') as time
min(last_price) as low  (The min value of last_price for that period)
max(last_price) as high  (the max price from that period)
last_price as open  (where last_update=min(last_update) from that period)
last_price as close  (where last_update=max(last_update) from that 
period)

The result data should look something like:

Symbol,data,time,low,high,open,close
simb1,2006-02-08,10:15:00,1000,1200,1050,1150
simb1,2006-02-08,10:30:00,1100,1150,1150,1150
simb1,2006-02-08,10:45:00,1000,1200,1050,1150
simb1,2006-02-08,11:00:00,1050,1200,1050,1150
simb1,2006-02-08,11:15:00,1000,1200,1050,1150

... then here follow the rest of records for simb1 and for other symbols.

You may see that the first "time" is 10:15:00, the next time is 10:30:00,
the next is 10:45, so the period of time is 15 minutes.

The first "low" is the lowest price between 10:15:00 and 10:30:00 and the
"high" is the highest price in that period.
The first "open" value is the "last_price" of the first trade from that
period and the "close" price is the last_price of the latest trade from
that
period.

I don't know if MySQL can create a query that can get those values fast
enough.

Thank you very much.


Teddy


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