Re: Need some tips on query generating averages on time series data

The script for this data is  

DROP TABLE trades CASCADE CONSTRAINTS;

CREATE TABLE trades (

   time FLOAT NOT NULL,
   position VARCHAR2(8) NOT NULL,
   direction VARCHAR2(1) NOT NULL,
   quantity INTEGER NOT NULL
);  

INSERT INTO TRADES (TIME, POSITION, DIRECTION, QUANTITY) VALUES (12459.6,GOOG,'B',100);
INSERT INTO TRADES (TIME, POSITION, DIRECTION, QUANTITY) VALUES (12464.8,GOOG,'B',100);
INSERT INTO TRADES (TIME, POSITION, DIRECTION, QUANTITY) VALUES (12568.3,GOOG,'B',300);
INSERT INTO TRADES (TIME, POSITION, DIRECTION, QUANTITY) VALUES (12634,GOOG,'S',100);
INSERT INTO TRADES (TIME, POSITION, DIRECTION, QUANTITY) VALUES (12636.2,GOOG,'S',200);
INSERT INTO TRADES (TIME, POSITION, DIRECTION, QUANTITY) VALUES (12678,GOOG,'S',200);
 

Or to see this in a Google spreadsheet, see here  

https://docs.google.com/spreadsheet/ccc?key=0Aup9JP950FTzdEN4Qk9HN0hZNkdtOUFWekMtaW51UEE&usp=sharing Received on Thu Oct 24 2013 - 17:45:59 CEST