http://www.mysql.com/doc/en/example-Maximum-column-group-row.html
might help you do what you're looking for. On Thu, 1 Jan 2004, Schulman, Michael wrote: > As far as I know min(price) and max(price) will return the lowest and higest > price, not the first and last in the group. Again I know first and last > break the paradaigm of SQL's bucket mentality but it is crucial to doing > timeseries analysis. And timeseries aggregation as the query I gave is > trying to do. > > Thanks again, > Mike > > -----Original Message----- > From: Fredrick Bartlett [mailto:[EMAIL PROTECTED] > Sent: Thursday, January 01, 2004 10:12 PM > To: Schulman, Michael; [EMAIL PROTECTED] > Subject: Re: Time series > > > Is Hour a DateTime? If so, will this work... > > SELECT ticker, DATE_FORMAT(Hour,'%H' ), min(price), max(price) > from pricedata > order by DATE_FORMAT(Hour,'%H' ) > group by DATE_FORMAT(Hour,'%H' ) > > > ----- Original Message ----- > From: "Schulman, Michael" <[EMAIL PROTECTED]> > To: "'Fredrick Bartlett'" <[EMAIL PROTECTED]>; > <[EMAIL PROTECTED]> > Sent: Thursday, January 01, 2004 6:59 PM > Subject: RE: Time series > > > > That only returns one number.. what we are really looking for is something > > like > > > > SELECT ticker, hour, first(price), last(price) from pricedata group by > hour > > > > Sorry for the confusion. > > > > Thanks, > > Mike > > > > -----Original Message----- > > From: Fredrick Bartlett [mailto:[EMAIL PROTECTED] > > Sent: Thursday, January 01, 2004 9:57 PM > > To: Schulman, Michael; [EMAIL PROTECTED] > > Subject: Re: Time series > > > > > > Hmmm... > > First: select * from table1 order by field1 asc limit 1 > > Last: select * from table1 order by field1 desc limit 1 > > > > > > ----- Original Message ----- > > From: "Schulman, Michael" <[EMAIL PROTECTED]> > > To: <[EMAIL PROTECTED]> > > Sent: Thursday, January 01, 2004 6:47 PM > > Subject: Time series > > > > > > > Hi, > > > > > > I work for a large financial instituition. We are currently evaluating > > > databases to store intraday stock data. These are large tables with 40 > > > million rows per day. We've done some initial testing with MySQL and > have > > > been extremely impressed with its speed and ease of use. I know that it > > > goes agains the SQL standard but adding a FIRST,LAST aggregate function > > > along with some other time series functions would allow mysql to compete > > > with just about any timeseries database, and open up mysql to a huge > > market > > > of financial firms. I know my firm would most likely purchase it. > Has > > > anyone developed anyhting like this as an add on? > > > > > > Thanks, > > > Mike > > > > > > > -------------------------------------------------------------------------- > > ---- > > > This message is intended only for the personal and confidential use of > the > > > designated recipient(s) named above. 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