Dear all,
This is my first post to this mailing list, I hope it is a relevant
question.
I have a table with Forex (currency exchange) data with the following
schema:
CREATE TABLE eurusd (
date TEXT NOT NULL PRIMARY KEY,
open REAL NOT NULL,
high REAL NOT NULL,
low REAL NOT NULL,
close REAL NOT NULL
);
The granularity of the data is one minute, for example:
INSERT INTO eurusd (date, open, high, low, close) VALUES (
'2011-11-01 00:01:00', '1.1212', '1.2323', '1.3434', '1.4545'
);
For the analysis of the data it is important to aggreate table rows
using other timeframes. If I want to do analysis of data aggregated by
months I can use the following query:
SELECT MAX(high) AS High, MIN(low) as Low,
STRFTIME("%Y-%m-%d", date) as Date
FROM eurusd GROUP BY STRFTIME("%Y-%m-%d", date);
In the same way I can aggregate the data by days and hours.
The problem is that I have to aggregate and analyze the data with other
less conventional time frames, like 5 minutes, 15 minutes, or even 23
minutes.
Is is possible to do that with an SQLite Select? Could somebody send me
an example? If not, is it possible to solve the problem writting my own
aggretation function with SQLite C API?
Many thanks for your help
Rafael Garcia
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