Re: Solution to retrieve first and last row for each minute

Hi!

Do something like this

http://fimi.cvs.sourceforge.net/fimi/database/defaults/indicators/myinttick2bar.sql?revision=1.3&view=markup

and replace the max / min calculation with a count calculation.


Cheers
Chris


On Wed, August 22, 2007 9:25 am, roopa perumalraja wrote:
> Hi all,
>
> I have a table trans with the data
>
> price | volume | date | time

> :
> :
>
> I need to get the first and last price per every minute along with
> count, average, maximum, minumum of the price and sum of the volume .
> Right now I have my query which calculates count, maximum, minimum and
> average.
>
> select trnew.date, trnew.trunc_time, count(*) as count,
> avg(trnew.price) as avg_price,
> sum(trnew.price*trnew.volume)/sum(trnew.volume) as vwap,
> max(trnew.price) as high_price, min(trnew.price) as low_price,
> sum(trnew.volume) as sum_volume from (select tr.date,
> date_trunc('minute', tr.time) - interval '4 hour' as trunc_time,
> tr.price, tr.volume from trans tr
> where tr.time between '13:30:00.00' and '20:00:0.00' ) as trnew
> group by trnew.date, trnew.trunc_time order by trnew.date,
> trnew.trunc_time;
>
> How do I add first and last price for each minute to this query?
>
> Thanks a lot in advance.
>
> Cheers.
>
>
> ---------------------------------
> Fussy? Opinionated? Impossible to please? Perfect. Join Yahoo!'s user
> panel and lay it on us.

--
cu
Chris

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