On 03/02/10 09:40, Aaron Burt wrote: > On Tue, Mar 02, 2010 at 08:14:57AM -0800, D. Cooper Stevenson wrote: > >> I wrote, successfully, a "date/time" query based on the tick data some >> time ago. I suspected, through my reading of the documentation, that the >> "narrowing of the fields--" so to speak--would be more complex than a >> simple WHERE statement. >> > By "narrowing of the fields", do you mean a left or outer join between the > different stock tables?
I have to narrow the results between a start and end date. For example, I may only need 5 weekdays of intraday tick data. > I assume one of the big problems is the missing > samples, and possibly samples that don't fall on 0-second timestamps. > I have complete data. The trouble is that I only want the close prices from four of the tables that directly correspond to the date/time of the first table. For example, I want the close prices from msft, goog, aapl, and intc but these results must match up with msft's date and time stamp. To say this in English: "I want the close pricess for all four securities for 9:01:00 on 2009-01-02. Then I want the close prices for all four securities for 09:02:00 on 2009-01-02..." and so on. >> Thank for your effort. >> > I'm not seeing where you get your answer, did you give up on us? > No way did I give up on you guys! I'll post a solution once I've struck it. I'm seeing a lot of good feedback here--in fact I'm getting so much that I have much to go through, keep it up! Very Best, Cooper Stevenson -- ph: 541.971.0366 em: cooper at cooper dot stevenson dot name www: http://cooper.stevenson.name _______________________________________________ PLUG mailing list [email protected] http://lists.pdxlinux.org/mailman/listinfo/plug
