Re: Add calculated fields from one table to other table

Hi

 

I have two tables. Tick table has fields like ticker, time, price & volume and Timeseries table has fields like ticker, time, avg_price, avg_volume.

 

The time field in Timeseries table is different from time in tick table, its the timeseries for every minute. Now I want to calculate the average price & volume from tick table for each ticker and for every minute and add those fields to timeseries table. Can anyone please help me out with the sql query.

 

Note: The ticker in the tick table also has duplicate values, so i am not able to create relation between two tables.

    date_trunc('minute', time),
    ave(price),
    ave(volume)
from tick
group by
    ticker,
    date_trunc('minute', time)

You say you want to "add" these values to the Timeseries table?  You mean insert them?  If so do this:

insert into timeseries (
ticker, time, avg_price, avg_volume
)
select
    ticker,
    date_trunc('minute', time),
    ave(price),
    ave(volume)
from tick
group by
    ticker,
    date_trunc('minute', time)

Of course if you do this repeatedly, you will start gathering duplicates in the timeseries so you may want to do one insert and one update:

insert into timeseries (
ticker, time, avg_price, avg_volume
)
select
    tick.ticker,
    date_trunc('minute', tick.time),
    ave(tick.price),
    ave(tick.volume)
from tick
left outer join timeseries on (
    -- Not sure your join since you said time is not the same between ticke and timeseries
    date_trunc('minute', tick.time) = timeseries.tick
    and tick.ticker = timeseries.ticker
)
group by
    ticker,
    date_trunc('minute', time)