On Thu, Aug 28, 2003 at 21:09:00 -0700, Ken Geis <[EMAIL PROTECTED]> wrote: > Bruno Wolff III wrote: > > I am positive! I can send a log if you want, but I won't post it to the > list.
Can you do a \d on the real table or is that too sensitive? It still doesn't make sense that you have a primary key that is a stock and its price. What happens when the stock has the same price on two different dates? And I doubt that you are looking for the minimum and maximum dates for which you have price data. So it is hard to believe that the index for your primary key is the one you need for your query. > The arity on the data is roughly 1500 price_dates per stock_id. Two index scans (one for min values and another for max values) should be better than one sequential scan under those conditions. I am calling it quits for tonight, but will check back tomorrow to see how things turned out. ---------------------------(end of broadcast)--------------------------- TIP 1: subscribe and unsubscribe commands go to [EMAIL PROTECTED]
