On 10/25/06, roopa perumalraja <[EMAIL PROTECTED]> wrote:
Hi I have two tables. Tick table has fields like ticker, time, price & volume and Timeseries table has fields like ticker, time, avg_price, avg_volume. The time field in Timeseries table is different from time in tick table, its the timeseries for every minute. Now I want to calculate the average price & volume from tick table for each ticker and for every minute and add those fields to timeseries table. Can anyone please help me out with the sql query.
Note: The ticker in the tick table also has duplicate values, so i am not able to create relation between two tables.Will this help:select ticker,
date_trunc('minute', time), ave(price), ave(volume)from tickgroup by ticker, date_trunc('minute', time)You say you want to "add" these values to the Timeseries table? You mean insert them? If so do this:
insert into timeseries (ticker, time, avg_price, avg_volume)select
ticker,
date_trunc('minute', time),
ave(price),
ave(volume)
from tick
group by
ticker,
date_trunc('minute', time)Of course if you do this repeatedly, you will start gathering duplicates in the timeseries so you may want to do one insert and one update:insert into timeseries (
ticker, time, avg_price, avg_volume
)
select
tick.ticker,
date_trunc('minute', tick.time),
ave(tick.price),
ave(tick.volume)
from tickleft outer join timeseries on ( -- Not sure your join since you said time is not the same between ticke and timeseries date_trunc('minute', tick.time) = timeseries.tick and tick.ticker =
timeseries.ticker)
group by
ticker,
date_trunc('minute', time)having timeseries.ticker is null... I will leave the update as an exercise ;)== Aaron Bono
Aranya Software Technologies, Inc. http://www.aranya.com http://codeelixir.com==
