vkhaidanov
/
Knocks
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
Knocks/YB_Charts.sql

7584 lines
492 KiB
Transact-SQL
Raw Permalink Blame History

This file contains invisible Unicode characters

This file contains invisible Unicode characters that are indistinguishable to humans but may be processed differently by a computer. If you think that this is intentional, you can safely ignore this warning. Use the Escape button to reveal them.

USE [master]
GO
/****** Object: Database [YB_Charts] Script Date: 15/06/2017 15:02:35 ******/
CREATE DATABASE [YB_Charts]
-- CONTAINMENT = NONE
-- ON PRIMARY
--( NAME = N'YB_Charts', FILENAME = N'D:\MSSQL_Data\YB_Charts.mdf' , SIZE = 34546880KB , MAXSIZE = UNLIMITED, FILEGROWTH = 204800KB )
-- LOG ON
--( NAME = N'YB_Charts_log', FILENAME = N'L:\MSSQL_Logs\YB_Charts_log.ldf' , SIZE = 6948928KB , MAXSIZE = 2048GB , FILEGROWTH = 204800KB )
GO
ALTER DATABASE [YB_Charts] SET COMPATIBILITY_LEVEL = 120
GO
IF (1 = FULLTEXTSERVICEPROPERTY('IsFullTextInstalled'))
begin
EXEC [YB_Charts].[dbo].[sp_fulltext_database] @action = 'enable'
end
GO
ALTER DATABASE [YB_Charts] SET ANSI_NULL_DEFAULT OFF
GO
ALTER DATABASE [YB_Charts] SET ANSI_NULLS OFF
GO
ALTER DATABASE [YB_Charts] SET ANSI_PADDING OFF
GO
ALTER DATABASE [YB_Charts] SET ANSI_WARNINGS OFF
GO
ALTER DATABASE [YB_Charts] SET ARITHABORT OFF
GO
ALTER DATABASE [YB_Charts] SET AUTO_CLOSE OFF
GO
ALTER DATABASE [YB_Charts] SET AUTO_SHRINK OFF
GO
ALTER DATABASE [YB_Charts] SET AUTO_UPDATE_STATISTICS ON
GO
ALTER DATABASE [YB_Charts] SET CURSOR_CLOSE_ON_COMMIT OFF
GO
ALTER DATABASE [YB_Charts] SET CURSOR_DEFAULT GLOBAL
GO
ALTER DATABASE [YB_Charts] SET CONCAT_NULL_YIELDS_NULL OFF
GO
ALTER DATABASE [YB_Charts] SET NUMERIC_ROUNDABORT OFF
GO
ALTER DATABASE [YB_Charts] SET QUOTED_IDENTIFIER OFF
GO
ALTER DATABASE [YB_Charts] SET RECURSIVE_TRIGGERS OFF
GO
ALTER DATABASE [YB_Charts] SET DISABLE_BROKER
GO
ALTER DATABASE [YB_Charts] SET AUTO_UPDATE_STATISTICS_ASYNC OFF
GO
ALTER DATABASE [YB_Charts] SET DATE_CORRELATION_OPTIMIZATION OFF
GO
ALTER DATABASE [YB_Charts] SET TRUSTWORTHY OFF
GO
ALTER DATABASE [YB_Charts] SET ALLOW_SNAPSHOT_ISOLATION OFF
GO
ALTER DATABASE [YB_Charts] SET PARAMETERIZATION SIMPLE
GO
ALTER DATABASE [YB_Charts] SET READ_COMMITTED_SNAPSHOT OFF
GO
ALTER DATABASE [YB_Charts] SET HONOR_BROKER_PRIORITY OFF
GO
ALTER DATABASE [YB_Charts] SET RECOVERY FULL
GO
ALTER DATABASE [YB_Charts] SET MULTI_USER
GO
ALTER DATABASE [YB_Charts] SET PAGE_VERIFY CHECKSUM
GO
ALTER DATABASE [YB_Charts] SET DB_CHAINING OFF
GO
ALTER DATABASE [YB_Charts] SET FILESTREAM( NON_TRANSACTED_ACCESS = OFF )
GO
ALTER DATABASE [YB_Charts] SET TARGET_RECOVERY_TIME = 0 SECONDS
GO
ALTER DATABASE [YB_Charts] SET DELAYED_DURABILITY = DISABLED
GO
USE [YB_Charts]
GO
/****** Object: User [reut.b] Script Date: 15/06/2017 15:02:36 ******/
--CREATE USER [reut.b] FOR LOGIN [reut.b] WITH DEFAULT_SCHEMA=[dbo]
--GO
--/****** Object: User [redshiftro] Script Date: 15/06/2017 15:02:36 ******/
--CREATE USER [redshiftro] FOR LOGIN [redshiftro] WITH DEFAULT_SCHEMA=[dbo]
--GO
--/****** Object: User [qauser] Script Date: 15/06/2017 15:02:36 ******/
--CREATE USER [qauser] FOR LOGIN [qauser] WITH DEFAULT_SCHEMA=[dbo]
--GO
--/****** Object: User [PRODIDC\SEC_Prod_TP_DB_RO] Script Date: 15/06/2017 15:02:36 ******/
--CREATE USER [PRODIDC\SEC_Prod_TP_DB_RO] FOR LOGIN [PRODIDC\SEC_Prod_TP_DB_RO] WITH DEFAULT_SCHEMA=[dbo]
--GO
--/****** Object: User [PRODIDC\max.u] Script Date: 15/06/2017 15:02:36 ******/
--CREATE USER [PRODIDC\max.u] FOR LOGIN [PRODIDC\max.u] WITH DEFAULT_SCHEMA=[dbo]
--GO
--/****** Object: User [dbrou] Script Date: 15/06/2017 15:02:36 ******/
--CREATE USER [dbrou] FOR LOGIN [dbrou] WITH DEFAULT_SCHEMA=[dbo]
--GO
--ALTER ROLE [db_datareader] ADD MEMBER [reut.b]
--GO
--ALTER ROLE [db_datareader] ADD MEMBER [redshiftro]
--GO
--ALTER ROLE [db_datareader] ADD MEMBER [qauser]
--GO
--ALTER ROLE [db_datareader] ADD MEMBER [PRODIDC\SEC_Prod_TP_DB_RO]
--GO
--ALTER ROLE [db_datareader] ADD MEMBER [PRODIDC\max.u]
--GO
--ALTER ROLE [db_datareader] ADD MEMBER [dbrou]
GO
/****** Object: UserDefinedFunction [dbo].[fnc_CRT_EndIntervalDate] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
/*
--select [dbo].[fnc_CRT_EndIntervalDate] (GetDate(),@Year,@Month,@Week,@Day, @Hour, @Minute)
select [dbo].[fnc_CRT_EndIntervalDate] (GetDate(),NULL , Null, 2 , Null ,Null, Null)
*/
CREATE FUNCTION [dbo].[fnc_CRT_EndIntervalDate] (
@Date datetime,
@Year int,
@Month int,
@Week int,
@Day int,
@Hour int,
@Minute int) returns datetime
as
begin
declare @RoundedDate datetime
set @RoundedDate = dateadd(millisecond, -datepart(millisecond, @Date) -datepart(second, @Date)*1000, @Date)
if @Minute is not null
Begin
if @Minute > 0
set @RoundedDate = dateadd(minute, datepart(minute, @RoundedDate) / @Minute * @Minute - datepart(minute, @RoundedDate), @RoundedDate)
set @RoundedDate = dateadd(minute,@Minute,@RoundedDate)
End
Else Begin
set @Minute = 60
set @RoundedDate = dateadd(minute, datepart(minute, @RoundedDate) / @Minute * @Minute - datepart(minute, @RoundedDate), @RoundedDate)
End
--select @Minute, @Date, @RoundedDate
if @Hour is not null
Begin
set @RoundedDate = dateadd(hour, datepart(hour, @RoundedDate) / @Hour * @Hour - datepart(hour, @RoundedDate), @RoundedDate)
set @RoundedDate = dateadd(hour,@Hour,@RoundedDate)
End
--select @Hour, @Date, @RoundedDate
if @Day is not null
Begin
If @Day > 1
set @RoundedDate = @RoundedDate - @Day +1
set @RoundedDate = Cast(Convert(char(10),DateAdd(MINUTE,-DatePart(MINUTE,@RoundedDate), @RoundedDate),121) as datetime )
--set @RoundedDate = dateadd(day, datepart(day, @RoundedDate) / @Day * @Day - datepart(day, @RoundedDate), @RoundedDate)
IF DatePart(Year,@RoundedDate) < DatePart(Year,@Date)
Set @RoundedDate = Cast( Cast(DatePart(Year,@Date) as varchar(4))+ '-01-01 00:00:00.000' as datetime)
set @RoundedDate = dateadd(day,@Day,@RoundedDate)
End
--select @Day, @Date, @RoundedDate
if @Week Is Not Null
Begin
select @RoundedDate = cast(floor(cast(@RoundedDate as float)) as datetime)
IF datepart(weekday, @RoundedDate) > 1
set @RoundedDate = dateadd(day, -datepart(weekday, @RoundedDate)+1 , @RoundedDate)
IF @Week > 1
set @RoundedDate = dateadd(day, -7*(@Week-1) , @RoundedDate)
IF DatePart(Year,@RoundedDate) < DatePart(Year,@Date)
Set @RoundedDate = Cast( Cast(DatePart(Year,@Date) as varchar(4))+ '-01-01 00:00:00.000' as datetime)
IF DatePart(dw,@RoundedDate) <> 1
Set @RoundedDate = DateAdd(day,-DatePart(dw,@RoundedDate)+1,@RoundedDate )
--set @RoundedDate = dateadd(day,(7*(@Week+1)),@RoundedDate)
set @RoundedDate = dateadd(week,@Week,@RoundedDate)
End
if @Month Is Not Null
Begin
Select @RoundedDate = Cast(Convert(char(7),@RoundedDate, 121 ) + '-01 00:00:00.000' as datetime)
Set @RoundedDate = DateAdd(Month,-(@Month-1),@RoundedDate)
IF DatePart(Year,@RoundedDate) < DatePart(Year,@Date)
Set @RoundedDate = Cast( Cast(DatePart(Year,@Date) as varchar(4))+ '-01-01 00:00:00.000' as datetime)
set @RoundedDate = dateadd(Month,@Month,@RoundedDate)
End
if @Year Is Not Null
Begin
Set @RoundedDate = Cast( Cast(DatePart(Year,@Date) as varchar(4))+ '-01-01 00:00:00.000' as datetime)
Set @RoundedDate = DateAdd(Year,-(@Year-1),@RoundedDate)
set @RoundedDate = dateadd(Year,@Year,@RoundedDate)
End
set @RoundedDate = dateadd(second,-1,@RoundedDate)
set @RoundedDate = dateadd(millisecond,998,@RoundedDate)
return @RoundedDate
end
GO
/****** Object: UserDefinedFunction [dbo].[fnc_CRT_RoundDate] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
/*
--select [dbo].[fnc_CRT_RoundDate] (GetDate(),@Year,@Month,@Week,@Day,@Hour,@Minute)
select [dbo].[fnc_CRT_RoundDate] (GetDate(),NULL ,Null, 2 ,Null ,Null, Null)
*/
CREATE function [dbo].[fnc_CRT_RoundDate](@Date datetime,
@Year int,
@Month int,
@Week int,
@Day int,
@Hour int,
@Minute int) returns datetime
as
begin
declare @RoundedDate datetime
set @RoundedDate = dateadd(millisecond, -datepart(millisecond, @Date) -datepart(second, @Date)*1000, @Date)
if @Minute is not null
Begin
if @Minute > 0
set @RoundedDate = dateadd(minute, datepart(minute, @RoundedDate) / @Minute * @Minute - datepart(minute, @RoundedDate), @RoundedDate)
End
Else Begin
set @Minute = 60
set @RoundedDate = dateadd(minute, datepart(minute, @RoundedDate) / @Minute * @Minute - datepart(minute, @RoundedDate), @RoundedDate)
End
--select @Minute, @Date, @RoundedDate
if @Hour is not null
Begin
set @RoundedDate = dateadd(hour, datepart(hour, @RoundedDate) / @Hour * @Hour - datepart(hour, @RoundedDate), @RoundedDate)
End
--select @Hour, @Date, @RoundedDate
if @Day is not null
Begin
If @Day > 1
set @RoundedDate = @RoundedDate - @Day +1
set @RoundedDate = Cast(Convert(char(10),DateAdd(MINUTE,-DatePart(MINUTE,@RoundedDate), @RoundedDate),121) as datetime )
--set @RoundedDate = dateadd(day, datepart(day, @RoundedDate) / @Day * @Day - datepart(day, @RoundedDate), @RoundedDate)
IF DatePart(Year,@RoundedDate) < DatePart(Year,@Date)
Set @RoundedDate = Cast( Cast(DatePart(Year,@Date) as varchar(4))+ '-01-01 00:00:00.000' as datetime)
End
--select @Day, @Date, @RoundedDate
if @Week Is Not Null
Begin
select @RoundedDate = cast(floor(cast(@RoundedDate as float)) as datetime)
IF datepart(weekday, @RoundedDate) > 1
set @RoundedDate = dateadd(day, -datepart(weekday, @RoundedDate)+1 , @RoundedDate)
IF @Week > 1
set @RoundedDate = dateadd(day, -7*(@Week-1) , @RoundedDate)
IF DatePart(Year,@RoundedDate) < DatePart(Year,@Date)
Set @RoundedDate = Cast( Cast(DatePart(Year,@Date) as varchar(4))+ '-01-01 00:00:00.000' as datetime)
IF DatePart(dw,@RoundedDate) <> 1
Set @RoundedDate = DateAdd(day,-DatePart(dw,@RoundedDate)+1,@RoundedDate )
End
if @Month Is Not Null
Begin
Select @RoundedDate = Cast(Convert(char(7),@RoundedDate, 121 ) + '-01 00:00:00.000' as datetime)
Set @RoundedDate = DateAdd(Month,-(@Month-1),@RoundedDate)
IF DatePart(Year,@RoundedDate) < DatePart(Year,@Date)
Set @RoundedDate = Cast( Cast(DatePart(Year,@Date) as varchar(4))+ '-01-01 00:00:00.000' as datetime)
End
if @Year Is Not Null
Begin
Set @RoundedDate = Cast( Cast(DatePart(Year,@Date) as varchar(4))+ '-01-01 00:00:00.000' as datetime)
Set @RoundedDate = DateAdd(Year,-(@Year-1),@RoundedDate)
End
return @RoundedDate
end
GO
/****** Object: UserDefinedFunction [dbo].[fnc_CRT_StartIntervalDate] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE FUNCTION [dbo].[fnc_CRT_StartIntervalDate] (
@Date datetime,
@Year int=Null,
@Month int=Null,
@Week int=Null,
@Day int=Null,
@Hour int=Null,
@Minute int=Null) returns datetime
as
begin
declare @RoundedDate datetime
set @RoundedDate = dateadd(millisecond, -datepart(millisecond, @Date) -datepart(second, @Date)*1000, @Date)
if @Minute is not null
Begin
if @Minute > 0
set @RoundedDate = dateadd(minute, datepart(minute, @RoundedDate) / @Minute * @Minute - datepart(minute, @RoundedDate), @RoundedDate)
End
Else Begin
set @Minute = 60
set @RoundedDate = dateadd(minute, datepart(minute, @RoundedDate) / @Minute * @Minute - datepart(minute, @RoundedDate), @RoundedDate)
End
--select @Minute, @Date, @RoundedDate
if @Hour is not null
Begin
set @RoundedDate = dateadd(hour, datepart(hour, @RoundedDate) / @Hour * @Hour - datepart(hour, @RoundedDate), @RoundedDate)
End
--select @Hour, @Date, @RoundedDate
if @Day is not null
Begin
If @Day > 1
set @RoundedDate = @RoundedDate - @Day +1
set @RoundedDate = Cast(Convert(char(10),DateAdd(MINUTE,-DatePart(MINUTE,@RoundedDate), @RoundedDate),121) as datetime )
--set @RoundedDate = dateadd(day, datepart(day, @RoundedDate) / @Day * @Day - datepart(day, @RoundedDate), @RoundedDate)
IF DatePart(Year,@RoundedDate) < DatePart(Year,@Date)
Set @RoundedDate = Cast( Cast(DatePart(Year,@Date) as varchar(4))+ '-01-01 00:00:00.000' as datetime)
End
--select @Day, @Date, @RoundedDate
if @Week Is Not Null
Begin
select @RoundedDate = cast(floor(cast(@RoundedDate as float)) as datetime)
IF datepart(weekday, @RoundedDate) > 1
set @RoundedDate = dateadd(day, -datepart(weekday, @RoundedDate)+1 , @RoundedDate)
IF @Week > 1
set @RoundedDate = dateadd(day, -7*(@Week-1) , @RoundedDate)
IF DatePart(Year,@RoundedDate) < DatePart(Year,@Date)
Set @RoundedDate = Cast( Cast(DatePart(Year,@Date) as varchar(4))+ '-01-01 00:00:00.000' as datetime)
IF DatePart(dw,@RoundedDate) <> 1
Set @RoundedDate = DateAdd(day,-DatePart(dw,@RoundedDate)+1,@RoundedDate )
End
if @Month Is Not Null
Begin
Select @RoundedDate = Cast(Convert(char(7),@RoundedDate, 121 ) + '-01 00:00:00.000' as datetime)
Set @RoundedDate = DateAdd(Month,-(@Month-1),@RoundedDate)
IF DatePart(Year,@RoundedDate) < DatePart(Year,@Date)
Set @RoundedDate = Cast( Cast(DatePart(Year,@Date) as varchar(4))+ '-01-01 00:00:00.000' as datetime)
End
if @Year Is Not Null
Begin
Set @RoundedDate = Cast( Cast(DatePart(Year,@Date) as varchar(4))+ '-01-01 00:00:00.000' as datetime)
Set @RoundedDate = DateAdd(Year,-(@Year-1),@RoundedDate)
End
return @RoundedDate
end
GO
/****** Object: Table [dbo].[ChartsTemplate] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[ChartsTemplate](
[Id] [bigint] IDENTITY(1,1) NOT NULL,
[Client] [varchar](100) NOT NULL,
[User] [varchar](300) NOT NULL,
[ChartName] [varchar](300) NOT NULL,
[Symbol] [varchar](50) NOT NULL,
[Resolution] [varchar](10) NOT NULL,
[LastModified] [datetime] NOT NULL,
[Content] [text] NOT NULL,
[CreateDate] [datetime] NOT NULL DEFAULT (getutcdate()),
PRIMARY KEY CLUSTERED
(
[Id] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY] TEXTIMAGE_ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[CRT_Data_15Minutes] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[CRT_Data_15Minutes](
[CRTD_ID] [int] IDENTITY(1,1) NOT FOR REPLICATION NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL CONSTRAINT [DF_CRT_Data_15Minutes_CRTD_DateIn] DEFAULT (getdate()),
CONSTRAINT [PK_NC_dbo_CRT_Data_15Minutes_#CRTD_ID] PRIMARY KEY NONCLUSTERED
(
[CRTD_ID] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[CRT_Data_1Day] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[CRT_Data_1Day](
[CRTD_ID] [int] IDENTITY(1,1) NOT FOR REPLICATION NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL CONSTRAINT [DF_CRT_Data_1Day_CRTD_DateIn] DEFAULT (getdate()),
CONSTRAINT [PK_NC_dbo_CRT_Data_1Day_#CRTD_ID] PRIMARY KEY NONCLUSTERED
(
[CRTD_ID] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[CRT_Data_1Hour] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[CRT_Data_1Hour](
[CRTD_ID] [int] IDENTITY(1,1) NOT FOR REPLICATION NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL CONSTRAINT [DF_CRT_Data_1Hour_CRTD_DateIn] DEFAULT (getdate()),
CONSTRAINT [PK_NC_dbo_CRT_Data_1Hour_#CRTD_ID] PRIMARY KEY NONCLUSTERED
(
[CRTD_ID] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[CRT_Data_1Minute] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[CRT_Data_1Minute](
[CRTD_ID] [int] IDENTITY(1,1) NOT FOR REPLICATION NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL CONSTRAINT [DF_CRT_Data_1Minute_CRTD_DateIn] DEFAULT (getdate()),
[CRTD_Rows] [int] NULL,
CONSTRAINT [PK_NC_dbo_CRT_Data_1Minute_#CRTD_ID] PRIMARY KEY NONCLUSTERED
(
[CRTD_ID] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[CRT_Data_1Month] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[CRT_Data_1Month](
[CRTD_ID] [int] IDENTITY(1,1) NOT FOR REPLICATION NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL CONSTRAINT [DF_CRT_Data_1Month_CRTD_DateIn] DEFAULT (getdate()),
CONSTRAINT [PK_NC_dbo_CRT_Data_1Month_#CRTD_ID] PRIMARY KEY NONCLUSTERED
(
[CRTD_ID] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[CRT_Data_1Week] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[CRT_Data_1Week](
[CRTD_ID] [int] IDENTITY(1,1) NOT FOR REPLICATION NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL CONSTRAINT [DF_CRT_Data_1Week_CRTD_DateIn] DEFAULT (getdate()),
CONSTRAINT [PK_NC_dbo_CRT_Data_1Week_#CRTD_ID] PRIMARY KEY NONCLUSTERED
(
[CRTD_ID] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[CRT_Data_2Hours] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[CRT_Data_2Hours](
[CRTD_ID] [int] IDENTITY(1,1) NOT FOR REPLICATION NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL CONSTRAINT [DF_CRT_Data_2Hours_CRTD_DateIn] DEFAULT (getdate()),
CONSTRAINT [PK_NC_dbo_CRT_Data_2Hours_#CRTD_ID] PRIMARY KEY NONCLUSTERED
(
[CRTD_ID] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[CRT_Data_30Minutes] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[CRT_Data_30Minutes](
[CRTD_ID] [int] IDENTITY(1,1) NOT FOR REPLICATION NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL CONSTRAINT [DF_CRT_Data_30Minutes_CRTD_DateIn] DEFAULT (getdate()),
CONSTRAINT [PK_NC_dbo_CRT_Data_30Minutes_#CRTD_ID] PRIMARY KEY NONCLUSTERED
(
[CRTD_ID] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[CRT_Data_4Hours] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[CRT_Data_4Hours](
[CRTD_ID] [int] IDENTITY(1,1) NOT FOR REPLICATION NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL CONSTRAINT [DF_CRT_Data_4Hours_CRTD_DateIn] DEFAULT (getdate()),
CONSTRAINT [PK_NC_dbo_CRT_Data_4Hours_#CRTD_ID] PRIMARY KEY NONCLUSTERED
(
[CRTD_ID] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[CRT_Data_5Minutes] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[CRT_Data_5Minutes](
[CRTD_ID] [int] IDENTITY(1,1) NOT FOR REPLICATION NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL CONSTRAINT [DF_CRT_Data_5Minutes_CRTD_DateIn] DEFAULT (getdate()),
CONSTRAINT [PK_NC_dbo_CRT_Data_5Minutes_#CRTD_ID] PRIMARY KEY NONCLUSTERED
(
[CRTD_ID] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[CRT_Data_8Hours] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[CRT_Data_8Hours](
[CRTD_ID] [int] IDENTITY(1,1) NOT FOR REPLICATION NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL CONSTRAINT [DF_CRT_Data_8Hours_CRTD_DateIn] DEFAULT (getdate()),
CONSTRAINT [PK_NC_dbo_CRT_Data_8Hours_#CRTD_ID] PRIMARY KEY NONCLUSTERED
(
[CRTD_ID] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[CRT_Data_LiveChart] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[CRT_Data_LiveChart](
[CRTD_ID] [int] IDENTITY(1,1) NOT FOR REPLICATION NOT NULL,
[CRTD_TargetName] [varchar](50) NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateModified] [datetime] NOT NULL CONSTRAINT [DF_CRT_Data_LiveChart_CRTD_DateModified] DEFAULT (getdate()),
[CRTD_Rows] [int] NULL,
CONSTRAINT [PK_NC_CRT_Data_LiveChart_#CRTD_ID] PRIMARY KEY NONCLUSTERED
(
[CRTD_ID] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[CRT_LastQuote] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[CRT_LastQuote](
[TableName] [varchar](20) NULL,
[CRTD_PairSymbol] [varchar](50) NULL,
[LAST_CRTD_Period] [datetime] NULL,
[NEXT_CRTD_Period] [datetime] NULL,
[Next_End_period] [datetime] NULL,
[LastQuote] [datetime] NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[CRT_Tasks] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[CRT_Tasks](
[CRTT_ID] [int] IDENTITY(1,1) NOT FOR REPLICATION NOT NULL,
[CRTT_Name] [varchar](100) NOT NULL,
[CRTT_TableName] [sysname] NOT NULL,
[CRTT_Source_TableName] [sysname] NOT NULL,
[CRTT_UnitDefinition] [varchar](15) NOT NULL,
[CRTT_LastRun] [datetime] NULL,
[CRTT_IsActive] [bit] NOT NULL CONSTRAINT [DF_CRT_Tasks_CRTT_IsActive] DEFAULT ((1)),
[CRTT_LastRowCount] [int] NULL,
[CRTT_LastModifiedDate] [datetime] NULL,
CONSTRAINT [PK_CRT_Tasks] PRIMARY KEY CLUSTERED
(
[CRTT_ID] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[Eli_Daily_Nov16] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[Eli_Daily_Nov16](
[CRTD_Period] [varchar](50) NULL,
[CRTD_FirstQuote] [varchar](50) NULL,
[CRTD_LastQuote] [varchar](50) NULL,
[CRTD_PairSymbol] [varchar](50) NULL,
[CRTD_BidOpeningValue] [float] NULL,
[CRTD_BidClosingValue] [float] NULL,
[CRTD_BidLowValue] [float] NULL,
[CRTD_BidHighValue] [float] NULL,
[CRTD_MidOpeningValue] [float] NULL,
[CRTD_MidClosingValue] [float] NULL,
[CRTD_MidLowValue] [float] NULL,
[CRTD_MidHighValue] [float] NULL,
[CRTD_DateIn] [float] NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[Eli_Monthly_Nov16] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[Eli_Monthly_Nov16](
[Ticker] [varchar](50) NULL,
[CRTD_Period] [varchar](50) NULL,
[CRTD_FirstQuote] [varchar](50) NULL,
[CRTD_LastQuote] [varchar](50) NULL,
[CRTD_PairSymbol] [varchar](50) NULL,
[CRTD_BidOpeningValue] [float] NULL,
[CRTD_BidClosingValue] [float] NULL,
[CRTD_BidLowValue] [float] NULL,
[CRTD_BidHighValue] [float] NULL,
[CRTD_MidOpeningValue] [float] NULL,
[CRTD_MidClosingValue] [float] NULL,
[CRTD_MidLowValue] [float] NULL,
[CRTD_MidHighValue] [float] NULL,
[CRTD_DateIn] [float] NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[Eli_Weekly_Nov16] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[Eli_Weekly_Nov16](
[CRTD_Period] [varchar](50) NULL,
[CRTD_FirstQuote] [varchar](50) NULL,
[CRTD_LastQuote] [varchar](50) NULL,
[CRTD_PairSymbol] [varchar](50) NULL,
[CRTD_BidOpeningValue] [float] NULL,
[CRTD_BidClosingValue] [float] NULL,
[CRTD_BidLowValue] [float] NULL,
[CRTD_BidHighValue] [float] NULL,
[CRTD_MidOpeningValue] [float] NULL,
[CRTD_MidClosingValue] [float] NULL,
[CRTD_MidLowValue] [float] NULL,
[CRTD_MidHighValue] [float] NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[ETF-Daily-Nov16] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[ETF-Daily-Nov16](
[CRTD_Period] [varchar](50) NULL,
[CRTD_FirstQuote] [datetime] NULL,
[CRTD_LastQuote] [datetime] NULL,
[CRTD_PairSymbol] [varchar](50) NULL,
[CRTD_BidOpeningValue] [float] NULL,
[CRTD_BidClosingValue] [float] NULL,
[CRTD_BidLowValue] [float] NULL,
[CRTD_BidHighValue] [float] NULL,
[CRTD_MidOpeningValue] [float] NULL,
[CRTD_MidClosingValue] [float] NULL,
[CRTD_MidLowValue] [float] NULL,
[CRTD_MidHighValue] [float] NULL,
[CRTD_DateIn] [float] NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[HistData] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[HistData](
[HD_Date] [datetime] NULL,
[HD_Time] [varchar](10) NULL,
[HD_Open] [float] NULL,
[HD_High] [float] NULL,
[HD_Low] [float] NULL,
[HD_Close] [float] NULL,
[HD_Volume] [bigint] NULL,
[HD_Interval] [int] NULL,
[HD_StockName] [varchar](50) NULL,
[HD_InstrumentSymbol] [varchar](10) NULL,
[HD_FileName] [varchar](50) NULL,
[TargetTable] [varchar](100) NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[MinIds] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE TABLE [dbo].[MinIds](
[TableName] [sysname] NOT NULL,
[MinId] [bigint] NULL
) ON [PRIMARY]
GO
/****** Object: Table [dbo].[StudyTemplate] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[StudyTemplate](
[Id] [bigint] IDENTITY(1,1) NOT NULL,
[Client] [varchar](100) NOT NULL,
[User] [varchar](300) NOT NULL,
[TemplateName] [varchar](300) NOT NULL,
[Content] [text] NOT NULL,
[CreateDate] [datetime] NOT NULL DEFAULT (getutcdate()),
PRIMARY KEY CLUSTERED
(
[Id] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY] TEXTIMAGE_ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[TMP_CRT_Data_1Month] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[TMP_CRT_Data_1Month](
[CRTD_ID] [int] IDENTITY(1,1) NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[TMP_Data_15Minutes] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[TMP_Data_15Minutes](
[CRTD_ID] [int] IDENTITY(-101392,-1) NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[TMP_Data_1Day] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[TMP_Data_1Day](
[CRTD_ID] [int] IDENTITY(-185516,-1) NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[TMP_Data_1Hour] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[TMP_Data_1Hour](
[CRTD_ID] [int] IDENTITY(-80779,-1) NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[TMP_Data_1Minute] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[TMP_Data_1Minute](
[CRTD_ID] [int] IDENTITY(-66579,-1) NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[TMP_Data_1Month] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[TMP_Data_1Month](
[CRTD_ID] [int] IDENTITY(-34688,-1) NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[TMP_Data_1Week] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[TMP_Data_1Week](
[CRTD_ID] [int] IDENTITY(-95995,-1) NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[TMP_Data_30Minutes] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[TMP_Data_30Minutes](
[CRTD_ID] [int] IDENTITY(-86192,-1) NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[TMP_Data_4Hours] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[TMP_Data_4Hours](
[CRTD_ID] [int] IDENTITY(-115905,-1) NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[TMP_Data_5Minutes] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[TMP_Data_5Minutes](
[CRTD_ID] [int] IDENTITY(-172049,-1) NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[YP_CRT_Data_15Minutes] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[YP_CRT_Data_15Minutes](
[CRTD_ID] [int] NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[YP_CRT_Data_1Day] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[YP_CRT_Data_1Day](
[CRTD_ID] [int] NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[YP_CRT_Data_1Hour] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[YP_CRT_Data_1Hour](
[CRTD_ID] [int] NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[YP_CRT_Data_1Minute] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[YP_CRT_Data_1Minute](
[CRTD_ID] [int] NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[YP_CRT_Data_1Month] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[YP_CRT_Data_1Month](
[CRTD_ID] [int] NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[YP_CRT_Data_1Week] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[YP_CRT_Data_1Week](
[CRTD_ID] [int] NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[YP_CRT_Data_2Hours] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[YP_CRT_Data_2Hours](
[CRTD_ID] [int] NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[YP_CRT_Data_30Minutes] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[YP_CRT_Data_30Minutes](
[CRTD_ID] [int] NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[YP_CRT_Data_4Hours] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[YP_CRT_Data_4Hours](
[CRTD_ID] [int] NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[YP_CRT_Data_5Minutes] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[YP_CRT_Data_5Minutes](
[CRTD_ID] [int] NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
/****** Object: Table [dbo].[YP_CRT_Data_8Hours] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[YP_CRT_Data_8Hours](
[CRTD_ID] [int] NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
SET ANSI_PADDING ON
GO
/****** Object: Index [IX_ChartsTemplate_Client_User] Script Date: 15/06/2017 15:02:37 ******/
CREATE NONCLUSTERED INDEX [IX_ChartsTemplate_Client_User] ON [dbo].[ChartsTemplate]
(
[Client] ASC,
[User] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
GO
SET ANSI_PADDING ON
GO
/****** Object: Index [IX_CRT_Data_15Minutes_CRTD_PairSymbol_Period_INC] Script Date: 15/06/2017 15:02:37 ******/
CREATE NONCLUSTERED INDEX [IX_CRT_Data_15Minutes_CRTD_PairSymbol_Period_INC] ON [dbo].[CRT_Data_15Minutes]
(
[CRTD_PairSymbol] ASC,
[CRTD_Period] DESC
)
INCLUDE ( [CRTD_BidOpeningValue],
[CRTD_BidClosingValue],
[CRTD_BidLowValue],
[CRTD_BidHighValue],
[CRTD_MidOpeningValue],
[CRTD_MidClosingValue],
[CRTD_MidLowValue],
[CRTD_MidHighValue]) WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
GO
SET ANSI_PADDING ON
GO
/****** Object: Index [IX_CRT_Data_1Day_CRTD_PairSymbol_Period_INC] Script Date: 15/06/2017 15:02:37 ******/
CREATE NONCLUSTERED INDEX [IX_CRT_Data_1Day_CRTD_PairSymbol_Period_INC] ON [dbo].[CRT_Data_1Day]
(
[CRTD_PairSymbol] ASC,
[CRTD_Period] DESC
)
INCLUDE ( [CRTD_BidOpeningValue],
[CRTD_BidClosingValue],
[CRTD_BidLowValue],
[CRTD_BidHighValue],
[CRTD_MidOpeningValue],
[CRTD_MidClosingValue],
[CRTD_MidLowValue],
[CRTD_MidHighValue]) WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
GO
SET ANSI_PADDING ON
GO
/****** Object: Index [IX_CRT_Data_1Hour_CRTD_PairSymbol_Period_INC] Script Date: 15/06/2017 15:02:37 ******/
CREATE NONCLUSTERED INDEX [IX_CRT_Data_1Hour_CRTD_PairSymbol_Period_INC] ON [dbo].[CRT_Data_1Hour]
(
[CRTD_PairSymbol] ASC,
[CRTD_Period] DESC
)
INCLUDE ( [CRTD_BidOpeningValue],
[CRTD_BidClosingValue],
[CRTD_BidLowValue],
[CRTD_BidHighValue],
[CRTD_MidOpeningValue],
[CRTD_MidClosingValue],
[CRTD_MidLowValue],
[CRTD_MidHighValue]) WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
GO
SET ANSI_PADDING ON
GO
/****** Object: Index [IX_CRT_Data_1Minute_CRTD_PairSymbol_Period_INC] Script Date: 15/06/2017 15:02:37 ******/
CREATE NONCLUSTERED INDEX [IX_CRT_Data_1Minute_CRTD_PairSymbol_Period_INC] ON [dbo].[CRT_Data_1Minute]
(
[CRTD_PairSymbol] ASC,
[CRTD_Period] DESC
)
INCLUDE ( [CRTD_ID],
[CRTD_BidOpeningValue],
[CRTD_BidLowValue],
[CRTD_BidHighValue],
[CRTD_MidOpeningValue],
[CRTD_MidLowValue],
[CRTD_MidHighValue],
[CRTD_BidClosingValue],
[CRTD_MidClosingValue]) WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
GO
SET ANSI_PADDING ON
GO
/****** Object: Index [IX_CRTD_PairSymbol_CRTD_Period_INC] Script Date: 15/06/2017 15:02:37 ******/
CREATE NONCLUSTERED INDEX [IX_CRTD_PairSymbol_CRTD_Period_INC] ON [dbo].[CRT_Data_1Minute]
(
[CRTD_PairSymbol] ASC,
[CRTD_Period] ASC
)
INCLUDE ( [CRTD_FirstQuote],
[CRTD_LastQuote],
[CRTD_BidOpeningValue],
[CRTD_BidClosingValue],
[CRTD_BidLowValue],
[CRTD_BidHighValue],
[CRTD_MidOpeningValue],
[CRTD_MidClosingValue],
[CRTD_MidLowValue],
[CRTD_MidHighValue]) WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
GO
SET ANSI_PADDING ON
GO
/****** Object: Index [ix_CRTD_Period_INC] Script Date: 15/06/2017 15:02:37 ******/
CREATE NONCLUSTERED INDEX [ix_CRTD_Period_INC] ON [dbo].[CRT_Data_1Minute]
(
[CRTD_Period] ASC
)
INCLUDE ( [CRTD_LastQuote],
[CRTD_PairSymbol]) WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
GO
SET ANSI_PADDING ON
GO
/****** Object: Index [IX_CRT_Data_1Month_CRTD_PairSymbol_Period_INC] Script Date: 15/06/2017 15:02:37 ******/
CREATE NONCLUSTERED INDEX [IX_CRT_Data_1Month_CRTD_PairSymbol_Period_INC] ON [dbo].[CRT_Data_1Month]
(
[CRTD_PairSymbol] ASC,
[CRTD_Period] DESC
)
INCLUDE ( [CRTD_ID],
[CRTD_BidClosingValue],
[CRTD_MidClosingValue]) WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
GO
SET ANSI_PADDING ON
GO
/****** Object: Index [IX_CRT_Data_1Week_CRTD_PairSymbol_Period_INC] Script Date: 15/06/2017 15:02:37 ******/
CREATE NONCLUSTERED INDEX [IX_CRT_Data_1Week_CRTD_PairSymbol_Period_INC] ON [dbo].[CRT_Data_1Week]
(
[CRTD_PairSymbol] ASC,
[CRTD_Period] DESC
)
INCLUDE ( [CRTD_BidOpeningValue],
[CRTD_BidClosingValue],
[CRTD_BidLowValue],
[CRTD_BidHighValue],
[CRTD_MidOpeningValue],
[CRTD_MidClosingValue],
[CRTD_MidLowValue],
[CRTD_MidHighValue]) WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
GO
SET ANSI_PADDING ON
GO
/****** Object: Index [IX_CRT_Data_2Hours_CRTD_PairSymbol_Period_INC] Script Date: 15/06/2017 15:02:37 ******/
CREATE NONCLUSTERED INDEX [IX_CRT_Data_2Hours_CRTD_PairSymbol_Period_INC] ON [dbo].[CRT_Data_2Hours]
(
[CRTD_PairSymbol] ASC,
[CRTD_Period] DESC
)
INCLUDE ( [CRTD_BidOpeningValue],
[CRTD_BidClosingValue],
[CRTD_BidLowValue],
[CRTD_BidHighValue],
[CRTD_MidOpeningValue],
[CRTD_MidClosingValue],
[CRTD_MidLowValue],
[CRTD_MidHighValue]) WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
GO
SET ANSI_PADDING ON
GO
/****** Object: Index [IX_CRT_Data_30Minutes_CRTD_PairSymbol_Period_INC] Script Date: 15/06/2017 15:02:37 ******/
CREATE NONCLUSTERED INDEX [IX_CRT_Data_30Minutes_CRTD_PairSymbol_Period_INC] ON [dbo].[CRT_Data_30Minutes]
(
[CRTD_PairSymbol] ASC,
[CRTD_Period] DESC
)
INCLUDE ( [CRTD_BidOpeningValue],
[CRTD_BidClosingValue],
[CRTD_BidLowValue],
[CRTD_BidHighValue],
[CRTD_MidOpeningValue],
[CRTD_MidClosingValue],
[CRTD_MidLowValue],
[CRTD_MidHighValue]) WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
GO
SET ANSI_PADDING ON
GO
/****** Object: Index [IX_CRT_Data_4Hours_CRTD_PairSymbol_Period_INC] Script Date: 15/06/2017 15:02:37 ******/
CREATE NONCLUSTERED INDEX [IX_CRT_Data_4Hours_CRTD_PairSymbol_Period_INC] ON [dbo].[CRT_Data_4Hours]
(
[CRTD_PairSymbol] ASC,
[CRTD_Period] DESC
)
INCLUDE ( [CRTD_BidOpeningValue],
[CRTD_BidClosingValue],
[CRTD_BidLowValue],
[CRTD_BidHighValue],
[CRTD_MidOpeningValue],
[CRTD_MidClosingValue],
[CRTD_MidLowValue],
[CRTD_MidHighValue]) WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
GO
SET ANSI_PADDING ON
GO
/****** Object: Index [IX_CRT_Data_5Minutes_CRTD_PairSymbol_Period_INC] Script Date: 15/06/2017 15:02:37 ******/
CREATE NONCLUSTERED INDEX [IX_CRT_Data_5Minutes_CRTD_PairSymbol_Period_INC] ON [dbo].[CRT_Data_5Minutes]
(
[CRTD_PairSymbol] ASC,
[CRTD_Period] DESC
)
INCLUDE ( [CRTD_BidOpeningValue],
[CRTD_BidClosingValue],
[CRTD_BidLowValue],
[CRTD_BidHighValue],
[CRTD_MidOpeningValue],
[CRTD_MidClosingValue],
[CRTD_MidLowValue],
[CRTD_MidHighValue]) WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
GO
SET ANSI_PADDING ON
GO
/****** Object: Index [IX_CRT_Data_8Hours_CRTD_PairSymbol_Period_INC] Script Date: 15/06/2017 15:02:37 ******/
CREATE NONCLUSTERED INDEX [IX_CRT_Data_8Hours_CRTD_PairSymbol_Period_INC] ON [dbo].[CRT_Data_8Hours]
(
[CRTD_PairSymbol] ASC,
[CRTD_Period] DESC
)
INCLUDE ( [CRTD_BidOpeningValue],
[CRTD_BidClosingValue],
[CRTD_BidLowValue],
[CRTD_BidHighValue],
[CRTD_MidOpeningValue],
[CRTD_MidClosingValue],
[CRTD_MidLowValue],
[CRTD_MidHighValue]) WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
GO
SET ANSI_PADDING ON
GO
/****** Object: Index [IX_CRT_Data_LiveChart_PairSymbol_TargetName_INC] Script Date: 15/06/2017 15:02:37 ******/
CREATE NONCLUSTERED INDEX [IX_CRT_Data_LiveChart_PairSymbol_TargetName_INC] ON [dbo].[CRT_Data_LiveChart]
(
[CRTD_PairSymbol] ASC,
[CRTD_TargetName] ASC
)
INCLUDE ( [CRTD_Period],
[CRTD_BidOpeningValue],
[CRTD_BidClosingValue],
[CRTD_BidLowValue],
[CRTD_BidHighValue],
[CRTD_MidOpeningValue],
[CRTD_MidClosingValue],
[CRTD_MidLowValue],
[CRTD_MidHighValue]) WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
GO
SET ANSI_PADDING ON
GO
/****** Object: Index [ix_CRTD_PairSymbol] Script Date: 15/06/2017 15:02:37 ******/
CREATE NONCLUSTERED INDEX [ix_CRTD_PairSymbol] ON [dbo].[CRT_LastQuote]
(
[CRTD_PairSymbol] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
GO
SET ANSI_PADDING ON
GO
/****** Object: Index [ix_TableName] Script Date: 15/06/2017 15:02:37 ******/
CREATE NONCLUSTERED INDEX [ix_TableName] ON [dbo].[CRT_LastQuote]
(
[TableName] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
GO
SET ANSI_PADDING ON
GO
/****** Object: Index [IX_StudyTemplate_Client_User] Script Date: 15/06/2017 15:02:37 ******/
CREATE NONCLUSTERED INDEX [IX_StudyTemplate_Client_User] ON [dbo].[StudyTemplate]
(
[Client] ASC,
[User] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
GO
SET ANSI_PADDING ON
GO
/****** Object: Index [IX_StudyTemplate_Client_User_TemplateName] Script Date: 15/06/2017 15:02:37 ******/
CREATE UNIQUE NONCLUSTERED INDEX [IX_StudyTemplate_Client_User_TemplateName] ON [dbo].[StudyTemplate]
(
[Client] ASC,
[User] ASC,
[TemplateName] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, IGNORE_DUP_KEY = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
GO
/****** Object: StoredProcedure [dbo].[Charts_HistoricalData_Process] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE PROCEDURE [dbo].[Charts_HistoricalData_Process]
AS
Truncate table [YB_Charts].dbo.YP_CRT_Data_1Minute
Truncate table [YB_Charts].dbo.YP_CRT_Data_5Minutes
Truncate table [YB_Charts].dbo.YP_CRT_Data_15Minutes
Truncate table [YB_Charts].dbo.YP_CRT_Data_30Minutes
Truncate table [YB_Charts].dbo.YP_CRT_Data_1Hour
Truncate table [YB_Charts].dbo.YP_CRT_Data_2Hours
Truncate table [YB_Charts].dbo.YP_CRT_Data_4Hours
Truncate table [YB_Charts].dbo.YP_CRT_Data_8Hours
Truncate table [YB_Charts].dbo.YP_CRT_Data_1Day
Truncate table [YB_Charts].dbo.YP_CRT_Data_1Week
Truncate table [YB_Charts].dbo.YP_CRT_Data_1Month
---- select * from YP_CRT_Data_1Week where CRTD_PairSymbol = 'BACUSD'
---- select * from CRT_Data_1Week where CRTD_PairSymbol = 'BACUSD'
--------------------------------------------
---- Upload Source Data
--------------------------------------------
--YP_CRT_Data_1Minute
INSERT INTO [YB_Charts].dbo.[YP_CRT_Data_1Minute]
([CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn])
Select HD_Id AS CRTD_ID
,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(8),HD_Hour,108) as datetime) AS CRTD_Period
,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(8),HD_Hour,108) as datetime) AS CRTD_FirstQuote
,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(6),HD_Hour,108) + '59.997' as datetime) AS CRTD_LastQuote
,II.[InstrumentSymbol] AS CRTD_PairSymbol
,[HD_Open] AS CRTD_BidOpeningValue
,[HD_Close] AS CRTD_BidClosingValue
,[HD_Low] AS CRTD_BidLowValue
,[HD_High] AS CRTD_BidHighValue
,[HD_Open] AS CRTD_MidOpeningValue
,[HD_Close] AS CRTD_MidClosingValue
,[HD_Low] AS CRTD_MidLowValue
,[HD_High] AS CRTD_MidHighValue
,GetDate() AS CRTD_DateIn
FROM YB_Hist.[dbo].[Hist_Data_1Minute] HD
Inner Join YB_Main.dbo.Instruments II with (nolock)
ON HD.[HD_PairSymbol] collate SQL_Latin1_General_CP1_CI_AS = II.InstrumentSymbol
--YP_CRT_Data_5Minutes
INSERT INTO [YB_Charts].dbo.[YP_CRT_Data_5Minutes]
([CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn])
Select HD_Id AS CRTD_ID
,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(8),HD_Hour,108) as datetime) AS CRTD_Period
,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(8),HD_Hour,108) as datetime) AS CRTD_FirstQuote
,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(6),DateAdd(minute,4,HD_Hour),108) + '59.997' as datetime) AS CRTD_LastQuote
,II.[InstrumentSymbol] AS CRTD_PairSymbol
,[HD_Open] AS CRTD_BidOpeningValue
,[HD_Close] AS CRTD_BidClosingValue
,[HD_Low] AS CRTD_BidLowValue
,[HD_High] AS CRTD_BidHighValue
,[HD_Open] AS CRTD_MidOpeningValue
,[HD_Close] AS CRTD_MidClosingValue
,[HD_Low] AS CRTD_MidLowValue
,[HD_High] AS CRTD_MidHighValue
,GetDate() AS CRTD_DateIn
FROM YB_Hist.[dbo].[Hist_Data_5Minutes] HD
Inner Join YB_Main.dbo.Instruments II with (nolock)
ON HD.[HD_PairSymbol] collate SQL_Latin1_General_CP1_CI_AS = II.InstrumentSymbol
--YP_CRT_Data_15Minutes
INSERT INTO [YB_Charts].dbo.[YP_CRT_Data_15Minutes]
([CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn])
Select HD_Id AS CRTD_ID
,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(8),HD_Hour,108) as datetime) AS CRTD_Period
,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(8),HD_Hour,108) as datetime) AS CRTD_FirstQuote
,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(6),DateAdd(minute,14,HD_Hour),108) + '59.997' as datetime) AS CRTD_LastQuote
,II.[InstrumentSymbol] AS CRTD_PairSymbol
,[HD_Open] AS CRTD_BidOpeningValue
,[HD_Close] AS CRTD_BidClosingValue
,[HD_Low] AS CRTD_BidLowValue
,[HD_High] AS CRTD_BidHighValue
,[HD_Open] AS CRTD_MidOpeningValue
,[HD_Close] AS CRTD_MidClosingValue
,[HD_Low] AS CRTD_MidLowValue
,[HD_High] AS CRTD_MidHighValue
,GetDate() AS CRTD_DateIn
FROM YB_Hist.[dbo].[Hist_Data_15Minutes] HD
Inner Join YB_Main.dbo.Instruments II with (nolock)
ON HD.[HD_PairSymbol] collate SQL_Latin1_General_CP1_CI_AS = II.InstrumentSymbol
--YP_CRT_Data_30Minutes
INSERT INTO [YB_Charts].dbo.[YP_CRT_Data_30Minutes]
([CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn])
Select HD_Id AS CRTD_ID
,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(8),HD_Hour,108) as datetime) AS CRTD_Period
,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(8),HD_Hour,108) as datetime) AS CRTD_FirstQuote
,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(6),DateAdd(minute,29,HD_Hour),108) + '59.997' as datetime) AS CRTD_LastQuote
,II.[InstrumentSymbol] AS CRTD_PairSymbol
,[HD_Open] AS CRTD_BidOpeningValue
,[HD_Close] AS CRTD_BidClosingValue
,[HD_Low] AS CRTD_BidLowValue
,[HD_High] AS CRTD_BidHighValue
,[HD_Open] AS CRTD_MidOpeningValue
,[HD_Close] AS CRTD_MidClosingValue
,[HD_Low] AS CRTD_MidLowValue
,[HD_High] AS CRTD_MidHighValue
,GetDate() AS CRTD_DateIn
FROM YB_Hist.[dbo].[Hist_Data_30Minutes] HD
Inner Join YB_Main.dbo.Instruments II with (nolock)
ON HD.[HD_PairSymbol] collate SQL_Latin1_General_CP1_CI_AS = II.InstrumentSymbol
--YP_CRT_Data_1Hour
INSERT INTO [YB_Charts].dbo.[YP_CRT_Data_1Hour]
([CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn])
Select HD_Id AS CRTD_ID
,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(2),HD_Hour,108) + ':00:00' as datetime) AS CRTD_Period
,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(8),HD_Hour,108) as datetime) AS CRTD_FirstQuote
,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(6),DateAdd(minute,29,HD_Hour),108) + '59.997' as datetime) AS CRTD_LastQuote
,II.[InstrumentSymbol] AS CRTD_PairSymbol
,[HD_Open] AS CRTD_BidOpeningValue
,[HD_Close] AS CRTD_BidClosingValue
,[HD_Low] AS CRTD_BidLowValue
,[HD_High] AS CRTD_BidHighValue
,[HD_Open] AS CRTD_MidOpeningValue
,[HD_Close] AS CRTD_MidClosingValue
,[HD_Low] AS CRTD_MidLowValue
,[HD_High] AS CRTD_MidHighValue
,GetDate() AS CRTD_DateIn
FROM YB_Hist.[dbo].[Hist_Data_1Hour] HD
Inner Join YB_Main.dbo.Instruments II with (nolock)
ON HD.[HD_PairSymbol] collate SQL_Latin1_General_CP1_CI_AS = II.InstrumentSymbol
--YP_CRT_Data_4Hours
INSERT INTO [YB_Charts].dbo.[YP_CRT_Data_4Hours]
([CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn])
Select HD_Id AS CRTD_ID
,CAST
(
CASE WHEN
SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)<13 THEN
SUBSTRING(CONVERT(char(10), HD_Date, 112),1,4)+'-'+
SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)+'-'+
SUBSTRING(CONVERT(char(10), HD_Date, 112),5,2)
ELSE CONVERT(char(10), HD_Date, 121)
END
+ ' ' + CONVERT(CHAR(8),HD_Hour,108) AS DATETIME
) AS CRTD_Period
,CAST
(
CASE WHEN
SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)<13 THEN
SUBSTRING(CONVERT(char(10), HD_Date, 112),1,4)+'-'+
SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)+'-'+
SUBSTRING(CONVERT(char(10), HD_Date, 112),5,2)
ELSE CONVERT(char(10), HD_Date, 121)
END
+ ' ' + CONVERT(CHAR(8),HD_Hour,108) AS DATETIME
) AS CRTD_FirstQuote
,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(6),HD_Hour,108) + '59.997' as datetime) AS CRTD_LastQuote
,II.[InstrumentSymbol] AS CRTD_PairSymbol
,[HD_Open] AS CRTD_BidOpeningValue
,[HD_Close] AS CRTD_BidClosingValue
,[HD_Low] AS CRTD_BidLowValue
,[HD_High] AS CRTD_BidHighValue
,[HD_Open] AS CRTD_MidOpeningValue
,[HD_Close] AS CRTD_MidClosingValue
,[HD_Low] AS CRTD_MidLowValue
,[HD_High] AS CRTD_MidHighValue
,GetDate() AS CRTD_DateIn
FROM YB_Hist.[dbo].[Hist_Data_4Hours] HD
Inner Join YB_Main.dbo.Instruments II with (nolock)
ON HD.[HD_PairSymbol] collate SQL_Latin1_General_CP1_CI_AS = II.InstrumentSymbol
--YP_CRT_Data_1Day
INSERT INTO [YB_Charts].dbo.[YP_CRT_Data_1Day]
([CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn])
Select HD_Id AS CRTD_ID
,CAST
(
CASE WHEN
SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)<13 THEN
SUBSTRING(CONVERT(char(10), HD_Date, 112),1,4)+'-'+
SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)+'-'+
SUBSTRING(CONVERT(char(10), HD_Date, 112),5,2)
ELSE CONVERT(char(10), HD_Date, 121)
END
+ ' ' + CONVERT(CHAR(8),HD_Hour,108) AS DATETIME
) AS CRTD_Period
,CAST
(
CASE WHEN
SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)<13 THEN
SUBSTRING(CONVERT(char(10), HD_Date, 112),1,4)+'-'+
SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)+'-'+
SUBSTRING(CONVERT(char(10), HD_Date, 112),5,2)
ELSE CONVERT(char(10), HD_Date, 121)
END
+ ' ' + CONVERT(CHAR(8),HD_Hour,108) AS DATETIME
) AS CRTD_FirstQuote
,Cast(convert(char(10),HD_Date,121) + ' 23:59:59.997' as datetime) AS CRTD_LastQuote
,II.[InstrumentSymbol] AS CRTD_PairSymbol
,[HD_Open] AS CRTD_BidOpeningValue
,[HD_Close] AS CRTD_BidClosingValue
,[HD_Low] AS CRTD_BidLowValue
,[HD_High] AS CRTD_BidHighValue
,[HD_Open] AS CRTD_MidOpeningValue
,[HD_Close] AS CRTD_MidClosingValue
,[HD_Low] AS CRTD_MidLowValue
,[HD_High] AS CRTD_MidHighValue
,GetDate() AS CRTD_DateIn
FROM YB_Hist.[dbo].[Hist_Data_1Day] HD
Inner Join YB_Main.dbo.Instruments II with (nolock)
ON HD.[HD_PairSymbol] collate SQL_Latin1_General_CP1_CI_AS = II.InstrumentSymbol
--YP_CRT_Data_1Week
INSERT INTO [YB_Charts].dbo.[YP_CRT_Data_1Week]
([CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn])
Select HD_Id AS CRTD_ID
,CAST
(
CASE WHEN
SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)<13 THEN
SUBSTRING(CONVERT(char(10), HD_Date, 112),1,4)+'-'+
SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)+'-'+
SUBSTRING(CONVERT(char(10), HD_Date, 112),5,2)
ELSE CONVERT(char(10), HD_Date, 121)
END
+ ' ' + CONVERT(CHAR(8),HD_Hour,108) AS DATETIME
) AS CRTD_Period
,CAST
(
CASE WHEN
SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)<13 THEN
SUBSTRING(CONVERT(char(10), HD_Date, 112),1,4)+'-'+
SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)+'-'+
SUBSTRING(CONVERT(char(10), HD_Date, 112),5,2)
ELSE CONVERT(char(10), HD_Date, 121)
END
+ ' ' + CONVERT(CHAR(8),HD_Hour,108) AS DATETIME
) AS CRTD_FirstQuote
,Cast(convert(char(10),DateAdd(day,6,HD_Date),121) + ' 23:59:59.997' as datetime) AS CRTD_LastQuote
,II.[InstrumentSymbol] AS CRTD_PairSymbol
,[HD_Open] AS CRTD_BidOpeningValue
,[HD_Close] AS CRTD_BidClosingValue
,[HD_Low] AS CRTD_BidLowValue
,[HD_High] AS CRTD_BidHighValue
,[HD_Open] AS CRTD_MidOpeningValue
,[HD_Close] AS CRTD_MidClosingValue
,[HD_Low] AS CRTD_MidLowValue
,[HD_High] AS CRTD_MidHighValue
,GetDate() AS CRTD_DateIn
FROM YB_Hist.[dbo].[Hist_Data_1Week] HD
Inner Join YB_Main.dbo.Instruments II with (nolock)
ON HD.[HD_PairSymbol] collate SQL_Latin1_General_CP1_CI_AS = II.InstrumentSymbol
--YP_CRT_Data_1Month
INSERT INTO [YB_Charts].dbo.[YP_CRT_Data_1Month]
([CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn])
Select HD_Id AS CRTD_ID
,CAST
(
CASE WHEN
SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)<13 THEN
SUBSTRING(CONVERT(char(10), HD_Date, 112),1,4)+'-'+
SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)+'-'+
SUBSTRING(CONVERT(char(10), HD_Date, 112),5,2)
ELSE CONVERT(char(10), HD_Date, 121)
END
+ ' ' + CONVERT(CHAR(8),HD_Hour,108) AS DATETIME
) AS CRTD_Period
,CAST
(
CASE WHEN
SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)<13 THEN
SUBSTRING(CONVERT(char(10), HD_Date, 112),1,4)+'-'+
SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)+'-'+
SUBSTRING(CONVERT(char(10), HD_Date, 112),5,2)
ELSE CONVERT(char(10), HD_Date, 121)
END
+ ' ' + CONVERT(CHAR(8),HD_Hour,108) AS DATETIME
) AS CRTD_FirstQuote
,Cast(convert(char(10),EOMonth(HD_Date),121) + ' 23:59:59.997' as datetime) AS CRTD_LastQuote
,II.[InstrumentSymbol] AS CRTD_PairSymbol
,[HD_Open] AS CRTD_BidOpeningValue
,[HD_Close] AS CRTD_BidClosingValue
,[HD_Low] AS CRTD_BidLowValue
,[HD_High] AS CRTD_BidHighValue
,[HD_Open] AS CRTD_MidOpeningValue
,[HD_Close] AS CRTD_MidClosingValue
,[HD_Low] AS CRTD_MidLowValue
,[HD_High] AS CRTD_MidHighValue
,GetDate() AS CRTD_DateIn
FROM YB_Hist.[dbo].[Hist_Data_1Month] HD
Inner Join YB_Main.dbo.Instruments II with (nolock)
ON HD.[HD_PairSymbol] collate SQL_Latin1_General_CP1_CI_AS = II.InstrumentSymbol
----------------------------------------------
------ Remove Data from target by Import Data
----------------------------------------------
/*
SELECT * INTO [YB_Charts].[dbo].[CRT_Data_1Day_BAK_2016_12_21] FROM [YB_Charts].[dbo].[CRT_Data_1Day]
SELECT *
FROM [YB_Charts].[dbo].[CRT_Data_1Day] with (nolock)
WHERE CRTD_ID <0
AND CRTD_PairSymbol IN
(
SELECT DISTINCT CRTD_PairSymbol FROM [YB_Charts].[dbo].[YP_CRT_Data_1Day]
)
DELETE
FROM [YB_Charts].[dbo].[CRT_Data_1Day]
WHERE CRTD_ID <0
AND CRTD_PairSymbol IN
(
SELECT DISTINCT CRTD_PairSymbol FROM [YB_Charts].[dbo].[YP_CRT_Data_1Day]
)
SELECT * INTO [YB_Charts].[dbo].[CRT_Data_4Hours_BAK_2016_12_21] FROM [YB_Charts].[dbo].[CRT_Data_4Hours]
SELECT *
FROM [YB_Charts].[dbo].[CRT_Data_4Hours] with (nolock)
WHERE CRTD_ID <0
AND CRTD_PairSymbol IN
(
SELECT DISTINCT CRTD_PairSymbol FROM [YB_Charts].[dbo].[YP_CRT_Data_4Hours]
)
DELETE
FROM [YB_Charts].[dbo].[CRT_Data_4Hours]
WHERE CRTD_ID <0
AND CRTD_PairSymbol IN
(
SELECT DISTINCT CRTD_PairSymbol FROM [YB_Charts].[dbo].[YP_CRT_Data_4Hours]
)
SELECT * INTO [YB_Charts].[dbo].[CRT_Data_1Month_BAK_2016_12_21] FROM [YB_Charts].[dbo].[CRT_Data_1Month]
SELECT *
FROM [YB_Charts].[dbo].[CRT_Data_1Month] with (nolock)
WHERE CRTD_ID <0
AND CRTD_PairSymbol IN
(
SELECT DISTINCT CRTD_PairSymbol FROM [YB_Charts].[dbo].[YP_CRT_Data_1Month]
)
DELETE
FROM [YB_Charts].[dbo].[CRT_Data_1Month]
WHERE CRTD_ID <0
AND CRTD_PairSymbol IN
(
SELECT DISTINCT CRTD_PairSymbol FROM [YB_Charts].[dbo].[YP_CRT_Data_1Month]
)
SELECT * INTO [YB_Charts].[dbo].[CRT_Data_1Week_BAK_2016_12_21] FROM [YB_Charts].[dbo].[CRT_Data_1Week]
SELECT *
FROM [YB_Charts].[dbo].[CRT_Data_1Week] with (nolock)
WHERE CRTD_ID <0
AND CRTD_PairSymbol IN
(
SELECT DISTINCT CRTD_PairSymbol FROM [YB_Charts].[dbo].[YP_CRT_Data_1Week]
)
DELETE
FROM [YB_Charts].[dbo].[CRT_Data_1Week]
WHERE CRTD_ID <0
AND CRTD_PairSymbol IN
(
SELECT DISTINCT CRTD_PairSymbol FROM [YB_Charts].[dbo].[YP_CRT_Data_1Week]
)
*/
--select * from YB_Hist.[dbo].[Hist_Data_1Month] order by 2
----------------------------------------------
------ Insert Data to target Charts Tables
----------------------------------------------
SET TRANSACTION ISOLATION LEVEL READ UNCOMMITTED
declare @MinId bigint
declare @Sql varchar(max)
/*
select top 1 * from CRT_Data_5Minutes Order by 1
select top 1 * from CRT_Data_15Minutes Order by 1
select top 1 * from CRT_Data_30Minutes Order by 1
select top 1 * from CRT_Data_1Hour Order by 1
select top 1 * from CRT_Data_2Hours Order by 1
select top 1 * from CRT_Data_4Hours Order by 1
select top 1 * from CRT_Data_8Hours Order by 1
select top 1 * from CRT_Data_1Day Order by 1
select top 1 * from CRT_Data_1Week Order by 1
select top 1 * from CRT_Data_1Month Order by 1
*/
IF EXISTS (select 1 from [YB_Charts].dbo.[YP_CRT_Data_1Minute])
BEGIN
RAISERROR ('Processing Data 1Minute', 0, 1) WITH NOWAIT
----------------------------
---- YP_CRT_Data_1Minute
----------------------------
IF Object_ID('YB_Charts.dbo.TMP_Data_1Minute') IS NOT NULL
Drop Table YB_Charts.dbo.TMP_Data_1Minute
--DECLARE @MinId bigint
--DECLARE @Sql varchar(max)
select top 1 @MinId= [CRTD_ID] -1 from CRT_Data_1Minute ORDER BY 1
If @MinId >=0 SET @MinId = -1
select @Sql = 'CREATE TABLE [YB_Charts].dbo.[TMP_Data_1Minute](
[CRTD_ID] [int] IDENTITY(' + cast(@MinId as varchar(10))+ ',-1) NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL )'
exec (@Sql)
;With MinPeriodsPerSymbol AS
(
SELECT [CRTD_PairSymbol], Min([CRTD_Period]) MinOfPeriod
FROM [YB_Charts].dbo.[CRT_Data_1Minute] with (nolock)
Group By [CRTD_PairSymbol]
)
INSERT INTO [YB_Charts].dbo.[TMP_Data_1Minute]
([CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn])
SELECT
CC.[CRTD_Period]
,CC.[CRTD_FirstQuote]
,CC.[CRTD_LastQuote]
,CC.[CRTD_PairSymbol]
,CC.[CRTD_BidOpeningValue]
,CC.[CRTD_BidClosingValue]
,CC.[CRTD_BidLowValue]
,CC.[CRTD_BidHighValue]
,CC.[CRTD_MidOpeningValue]
,CC.[CRTD_MidClosingValue]
,CC.[CRTD_MidLowValue]
,CC.[CRTD_MidHighValue]
,CC.[CRTD_DateIn]
FROM [YB_Charts].dbo.[YP_CRT_Data_1Minute] CC
LEFT JOIN [YB_Charts].dbo.[CRT_Data_1Minute] XX with (nolock)
ON CC.[CRTD_Period] = XX.[CRTD_Period]
AND CC.CRTD_PairSymbol = XX.CRTD_PairSymbol
LEFT JOIN MinPeriodsPerSymbol PS
ON CC.[CRTD_PairSymbol] = PS.[CRTD_PairSymbol]
where XX.[CRTD_ID] IS NULL
AND CC.[CRTD_Period] < IsNull(PS.MinOfPeriod,GetDate())
Order by [CRTD_PairSymbol],[CRTD_Period] DESC
-- select * from #CRTD_1Minute Order by CRTD_PairSymbol,CRTD_Period desc
-- select * from CRT_Data_1Minute where CRTD_PairSymbol = 'AAPLUSD' Order by CRTD_PairSymbol,CRTD_Period desc
SET IDENTITY_INSERT [YB_Charts].dbo.[CRT_Data_1Minute] ON
INSERT INTO [YB_Charts].dbo.[CRT_Data_1Minute]
([CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
)
SELECT
[CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
FROM [YB_Charts].dbo.TMP_Data_1Minute
ORDER BY CRTD_PairSymbol,CRTD_Period DESC
SET IDENTITY_INSERT [YB_Charts].dbo.[CRT_Data_1Minute] OFF
End
IF EXISTS (select 1 from [YB_Charts].dbo.[YP_CRT_Data_5Minutes])
BEGIN
RAISERROR ('Processing Data 5Minutes', 0, 1) WITH NOWAIT
----------------------------
---- YP_CRT_Data_5Minutes
----------------------------
IF Object_ID('YB_Charts..TMP_Data_5Minutes') IS NOT NULL
Drop Table YB_Charts.dbo.TMP_Data_5Minutes
--declare @MinId bigint
--declare @Sql varchar(max)
select top 1 @MinId= [CRTD_ID] -1 from CRT_Data_5Minutes ORDER BY 1
If @MinId >=0 SET @MinId = -1
select @Sql = 'CREATE TABLE [YB_Charts].dbo.[TMP_Data_5Minutes](
[CRTD_ID] [int] IDENTITY(' + cast(@MinId as varchar(10))+ ',-1) NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL )'
exec (@Sql)
;With MinPeriodsPerSymbol AS
(
SELECT [CRTD_PairSymbol], Min([CRTD_Period]) MinOfPeriod
FROM [YB_Charts].dbo.[CRT_Data_5Minutes] with (nolock)
Group By [CRTD_PairSymbol]
)
INSERT INTO [YB_Charts].dbo.[TMP_Data_5Minutes]
([CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn])
SELECT
CC.[CRTD_Period]
,CC.[CRTD_FirstQuote]
,CC.[CRTD_LastQuote]
,CC.[CRTD_PairSymbol]
,CC.[CRTD_BidOpeningValue]
,CC.[CRTD_BidClosingValue]
,CC.[CRTD_BidLowValue]
,CC.[CRTD_BidHighValue]
,CC.[CRTD_MidOpeningValue]
,CC.[CRTD_MidClosingValue]
,CC.[CRTD_MidLowValue]
,CC.[CRTD_MidHighValue]
,CC.[CRTD_DateIn]
FROM [YB_Charts].dbo.[YP_CRT_Data_5Minutes] CC
LEFT JOIN [dbo].[CRT_Data_5Minutes] XX with (nolock)
ON CC.[CRTD_Period] = XX.[CRTD_Period]
AND CC.CRTD_PairSymbol = XX.CRTD_PairSymbol
LEFT JOIN MinPeriodsPerSymbol PS
ON CC.[CRTD_PairSymbol] = PS.[CRTD_PairSymbol]
where XX.[CRTD_ID] IS NULL
AND CC.[CRTD_Period] < IsNull(PS.MinOfPeriod,GetDate())
Order by [CRTD_PairSymbol],[CRTD_Period] DESC
-- select * from #CRTD_5Minutes Order by CRTD_PairSymbol,CRTD_Period desc
-- select * from CRT_Data_5Minutes where CRTD_PairSymbol = 'AAPLUSD' Order by CRTD_PairSymbol,CRTD_Period desc
SET IDENTITY_INSERT [YB_Charts].dbo.[CRT_Data_5Minutes] ON
INSERT INTO [YB_Charts].dbo.[CRT_Data_5Minutes]
([CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
)
SELECT
[CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
FROM [YB_Charts].dbo.[TMP_Data_5Minutes]
ORDER BY CRTD_PairSymbol,CRTD_Period DESC
SET IDENTITY_INSERT [YB_Charts].dbo.[CRT_Data_5Minutes] OFF
End
IF EXISTS (select 1 from [YB_Charts].dbo.[YP_CRT_Data_15Minutes])
BEGIN
RAISERROR ('Processing Data 15Minutes', 0, 1) WITH NOWAIT
----------------------------
---- YP_CRT_Data_15Minutes
----------------------------
IF Object_ID('YB_Charts.dbo.TMP_Data_15Minutes') IS NOT NULL
Drop Table YB_Charts.dbo.TMP_Data_15Minutes
--declare @MinId bigint
--declare @Sql varchar(max)
select top 1 @MinId= [CRTD_ID] -1 from [YB_Charts].dbo.CRT_Data_15Minutes ORDER BY 1
If @MinId >=0 SET @MinId = -1
SELECT @Sql = 'CREATE TABLE [YB_Charts].dbo.[TMP_Data_15Minutes](
[CRTD_ID] [int] IDENTITY(' + cast(@MinId as varchar(10))+ ',-1) NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL )'
exec (@Sql)
;With MinPeriodsPerSymbol AS
(
SELECT [CRTD_PairSymbol], Min([CRTD_Period]) MinOfPeriod
FROM [YB_Charts].dbo.[CRT_Data_15Minutes] with (nolock)
Group By [CRTD_PairSymbol]
)
INSERT INTO [YB_Charts].dbo.[TMP_Data_15Minutes]
([CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn])
SELECT
CC.[CRTD_Period]
,CC.[CRTD_FirstQuote]
,CC.[CRTD_LastQuote]
,CC.[CRTD_PairSymbol]
,CC.[CRTD_BidOpeningValue]
,CC.[CRTD_BidClosingValue]
,CC.[CRTD_BidLowValue]
,CC.[CRTD_BidHighValue]
,CC.[CRTD_MidOpeningValue]
,CC.[CRTD_MidClosingValue]
,CC.[CRTD_MidLowValue]
,CC.[CRTD_MidHighValue]
,CC.[CRTD_DateIn]
FROM [YB_Charts].dbo.[YP_CRT_Data_15Minutes] CC
LEFT JOIN [YB_Charts].dbo.[CRT_Data_15Minutes] XX with (nolock)
ON CC.[CRTD_Period] = XX.[CRTD_Period]
AND CC.CRTD_PairSymbol = XX.CRTD_PairSymbol
LEFT JOIN MinPeriodsPerSymbol PS
ON CC.[CRTD_PairSymbol] = PS.[CRTD_PairSymbol]
where XX.[CRTD_ID] IS NULL
AND CC.[CRTD_Period] < IsNull(PS.MinOfPeriod,GetDate())
Order by [CRTD_PairSymbol],[CRTD_Period] DESC
-- select * from #CRTD_15Minutes Order by CRTD_PairSymbol,CRTD_Period desc
-- select * from CRT_Data_15Minutes where CRTD_PairSymbol = 'AAPLUSD' Order by CRTD_PairSymbol,CRTD_Period desc
SET IDENTITY_INSERT [YB_Charts].dbo.[CRT_Data_15Minutes] ON
INSERT INTO [YB_Charts].dbo.[CRT_Data_15Minutes]
([CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
)
SELECT
[CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
FROM [YB_Charts].dbo.[TMP_Data_15Minutes]
ORDER BY CRTD_PairSymbol,CRTD_Period DESC
SET IDENTITY_INSERT [CRT_Data_15Minutes] OFF
END
IF EXISTS (select 1 from [YP_CRT_Data_30Minutes])
BEGIN
RAISERROR ('Processing Data 30Minutes', 0, 1) WITH NOWAIT
----------------------------
---- YP_CRT_Data_30Minutes
----------------------------
IF Object_ID('YB_Charts.dbo.TMP_Data_30Minutes') IS NOT NULL
Drop Table YB_Charts.dbo.TMP_Data_30Minutes
--declare @MinId bigint
--declare @Sql varchar(max)
select top 1 @MinId= [CRTD_ID] -1 from [YB_Charts].dbo.CRT_Data_30Minutes Order by 1
If @MinId >=0 SET @MinId = -1
SELECT @Sql = 'CREATE TABLE [YB_Charts].dbo.[TMP_Data_30Minutes](
[CRTD_ID] [int] IDENTITY(' + cast(@MinId as varchar(10))+ ',-1) NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL )'
exec (@Sql)
;With MinPeriodsPerSymbol AS
(
SELECT [CRTD_PairSymbol], Min([CRTD_Period]) MinOfPeriod
FROM [YB_Charts].dbo.[CRT_Data_30Minutes] with (nolock)
Group By [CRTD_PairSymbol]
)
INSERT INTO [YB_Charts].dbo.[TMP_Data_30Minutes]
([CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn])
SELECT
CC.[CRTD_Period]
,CC.[CRTD_FirstQuote]
,CC.[CRTD_LastQuote]
,CC.[CRTD_PairSymbol]
,CC.[CRTD_BidOpeningValue]
,CC.[CRTD_BidClosingValue]
,CC.[CRTD_BidLowValue]
,CC.[CRTD_BidHighValue]
,CC.[CRTD_MidOpeningValue]
,CC.[CRTD_MidClosingValue]
,CC.[CRTD_MidLowValue]
,CC.[CRTD_MidHighValue]
,CC.[CRTD_DateIn]
FROM [YB_Charts].dbo.[YP_CRT_Data_30Minutes] CC
LEFT JOIN [YB_Charts].dbo.[CRT_Data_30Minutes] XX with (nolock)
ON CC.[CRTD_Period] = XX.[CRTD_Period]
AND CC.CRTD_PairSymbol = XX.CRTD_PairSymbol
LEFT JOIN MinPeriodsPerSymbol PS
ON CC.[CRTD_PairSymbol] = PS.[CRTD_PairSymbol]
where XX.[CRTD_ID] IS NULL
AND CC.[CRTD_Period] < IsNull(PS.MinOfPeriod,GetDate())
Order by [CRTD_PairSymbol],[CRTD_Period] DESC
-- select * from #CRTD_30Minutes Order by CRTD_PairSymbol,CRTD_Period desc
-- select * from CRT_Data_30Minutes where CRTD_PairSymbol = 'AAPLUSD' Order by CRTD_PairSymbol,CRTD_Period desc
SET IDENTITY_INSERT [YB_Charts].dbo.[CRT_Data_30Minutes] ON
INSERT INTO [YB_Charts].dbo.[CRT_Data_30Minutes]
([CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
)
SELECT
[CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
FROM [YB_Charts].dbo.[TMP_Data_30Minutes]
ORDER BY CRTD_PairSymbol,CRTD_Period DESC
SET IDENTITY_INSERT [YB_Charts].dbo.[CRT_Data_30Minutes] OFF
End
IF EXISTS (select 1 from [YB_Charts].dbo.[YP_CRT_Data_1Hour])
BEGIN
RAISERROR ('Processing Data 1Hour', 0, 1) WITH NOWAIT
----------------------------
---- YP_CRT_Data_1Hour
----------------------------
IF Object_ID('YB_Charts.dbo.TMP_Data_1Hour') IS NOT NULL
Drop Table YB_Charts.dbo.[TMP_Data_1Hour]
-- declare @MinId bigint
-- declare @Sql varchar(max)
select top 1 @MinId= [CRTD_ID] -1 from [YB_Charts].dbo.CRT_Data_1Hour Order by 1
If @MinId >=0 SET @MinId = -1
SELECT @Sql = 'CREATE TABLE [YB_Charts].dbo.[dbo].[TMP_Data_1Hour](
[CRTD_ID] [int] IDENTITY(' + cast(@MinId as varchar(10))+ ',-1) NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL )'
exec (@Sql)
;With MinPeriodsPerSymbol AS
(
SELECT [CRTD_PairSymbol], Min([CRTD_Period]) MinOfPeriod
FROM [YB_Charts].dbo.[CRT_Data_1Hour] with (nolock)
Group By [CRTD_PairSymbol]
)
INSERT INTO [YB_Charts].dbo.[TMP_Data_1Hour]
([CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn])
SELECT
CC.[CRTD_Period]
,CC.[CRTD_FirstQuote]
,CC.[CRTD_LastQuote]
,CC.[CRTD_PairSymbol]
,CC.[CRTD_BidOpeningValue]
,CC.[CRTD_BidClosingValue]
,CC.[CRTD_BidLowValue]
,CC.[CRTD_BidHighValue]
,CC.[CRTD_MidOpeningValue]
,CC.[CRTD_MidClosingValue]
,CC.[CRTD_MidLowValue]
,CC.[CRTD_MidHighValue]
,CC.[CRTD_DateIn]
FROM [YB_Charts].dbo.[YP_CRT_Data_1Hour] CC
LEFT JOIN [YB_Charts].dbo.[CRT_Data_1Hour] XX with (nolock)
ON CC.[CRTD_Period] = XX.[CRTD_Period]
AND CC.CRTD_PairSymbol = XX.CRTD_PairSymbol
LEFT JOIN MinPeriodsPerSymbol PS
ON CC.[CRTD_PairSymbol] = PS.[CRTD_PairSymbol]
where XX.[CRTD_ID] IS NULL
AND CC.[CRTD_Period] < IsNull(PS.MinOfPeriod,GetDate())
Order by [CRTD_PairSymbol],[CRTD_Period] DESC
-- select * from #CRTD_1Hour Order by CRTD_PairSymbol,CRTD_Period desc
-- select * from CRT_Data_1Hour where CRTD_PairSymbol = 'AAPLUSD' Order by CRTD_PairSymbol,CRTD_Period desc
SET IDENTITY_INSERT [YB_Charts].dbo.[CRT_Data_1Hour] ON
INSERT INTO [YB_Charts].dbo.[CRT_Data_1Hour]
([CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
)
SELECT
[CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
FROM [YB_Charts].dbo.[TMP_Data_1Hour]
ORDER BY CRTD_PairSymbol,CRTD_Period DESC
SET IDENTITY_INSERT [YB_Charts].dbo.[CRT_Data_1Hour] OFF
End
IF EXISTS (select 1 from [YB_Charts].dbo.[YP_CRT_Data_2Hours])
BEGIN
RAISERROR ('Processing Data 2Hours', 0, 1) WITH NOWAIT
----------------------------
---- YP_CRT_Data_2Hours
----------------------------
IF Object_ID('YB_Charts..TMP_Data_2Hours') IS NOT NULL
Drop Table YB_Charts..TMP_Data_2Hours
select top 1 @MinId= [CRTD_ID] -1 from [YB_Charts].dbo.CRT_Data_2Hours Order by 1
If @MinId >=0 SET @MinId = -1
SELECT @Sql = 'CREATE TABLE [YB_Charts].dbo.[dbo].[TMP_Data_2Hours](
[CRTD_ID] [int] IDENTITY(' + cast(@MinId as varchar(10))+ ',-1) NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL )'
exec (@Sql)
;With MinPeriodsPerSymbol AS
(
SELECT [CRTD_PairSymbol], Min([CRTD_Period]) MinOfPeriod
FROM [YB_Charts].dbo.[CRT_Data_2Hours] with (nolock)
Group By [CRTD_PairSymbol]
)
INSERT INTO [YB_Charts].dbo.[TMP_Data_2Hours]
([CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn])
SELECT
CC.[CRTD_Period]
,CC.[CRTD_FirstQuote]
,CC.[CRTD_LastQuote]
,CC.[CRTD_PairSymbol]
,CC.[CRTD_BidOpeningValue]
,CC.[CRTD_BidClosingValue]
,CC.[CRTD_BidLowValue]
,CC.[CRTD_BidHighValue]
,CC.[CRTD_MidOpeningValue]
,CC.[CRTD_MidClosingValue]
,CC.[CRTD_MidLowValue]
,CC.[CRTD_MidHighValue]
,CC.[CRTD_DateIn]
FROM [YB_Charts].dbo.[YP_CRT_Data_2Hours] CC
LEFT JOIN [dbo].[CRT_Data_2Hours] XX with (nolock)
ON CC.[CRTD_Period] = XX.[CRTD_Period]
AND CC.CRTD_PairSymbol = XX.CRTD_PairSymbol
LEFT JOIN MinPeriodsPerSymbol PS
ON CC.[CRTD_PairSymbol] = PS.[CRTD_PairSymbol]
where XX.[CRTD_ID] IS NULL
AND CC.[CRTD_Period] < IsNull(PS.MinOfPeriod,GetDate())
Order by [CRTD_PairSymbol],[CRTD_Period] DESC
-- select * from #CRTD_2Hours Order by CRTD_PairSymbol,CRTD_Period desc
-- select * from CRT_Data_2Hours where CRTD_PairSymbol = 'AAPLUSD' Order by CRTD_PairSymbol,CRTD_Period desc
SET IDENTITY_INSERT [YB_Charts].dbo.[CRT_Data_2Hours] ON
INSERT INTO [YB_Charts].dbo.[CRT_Data_2Hours]
([CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
)
SELECT
[CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
FROM TMP_Data_2Hours
ORDER BY CRTD_PairSymbol,CRTD_Period DESC
SET IDENTITY_INSERT [YB_Charts].dbo.[CRT_Data_2Hours] OFF
End
IF EXISTS (select 1 from [YP_CRT_Data_4Hours])
BEGIN
RAISERROR ('Processing Data 4Hours', 0, 1) WITH NOWAIT
----------------------------
---- YP_CRT_Data_4Hours
----------------------------
IF Object_ID('YB_Charts.dbo.TMP_Data_4Hours') IS NOT NULL
Drop Table YB_Charts.dbo.TMP_Data_4Hours
--declare @MinId bigint
--declare @Sql varchar(max)
select top 1 @MinId= [CRTD_ID] -1 from CRT_Data_4Hours Order by 1
If @MinId >=0 SET @MinId = -1
SELECT @Sql = 'CREATE TABLE [dbo].[TMP_Data_4Hours](
[CRTD_ID] [int] IDENTITY(' + cast(@MinId as varchar(10))+ ',-1) NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL )'
exec (@Sql)
;With MinPeriodsPerSymbol AS
(
SELECT [CRTD_PairSymbol], Min([CRTD_Period]) MinOfPeriod
FROM [dbo].[CRT_Data_4Hours] with (nolock)
Group By [CRTD_PairSymbol]
)
INSERT INTO [dbo].[TMP_Data_4Hours]
([CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn])
SELECT
CC.[CRTD_Period]
,CC.[CRTD_FirstQuote]
,CC.[CRTD_LastQuote]
,CC.[CRTD_PairSymbol]
,CC.[CRTD_BidOpeningValue]
,CC.[CRTD_BidClosingValue]
,CC.[CRTD_BidLowValue]
,CC.[CRTD_BidHighValue]
,CC.[CRTD_MidOpeningValue]
,CC.[CRTD_MidClosingValue]
,CC.[CRTD_MidLowValue]
,CC.[CRTD_MidHighValue]
,CC.[CRTD_DateIn]
FROM [dbo].[YP_CRT_Data_4Hours] CC
LEFT JOIN [dbo].[CRT_Data_4Hours] XX with (nolock)
ON CC.[CRTD_Period] = XX.[CRTD_Period]
AND CC.CRTD_PairSymbol = XX.CRTD_PairSymbol
LEFT JOIN MinPeriodsPerSymbol PS
ON CC.[CRTD_PairSymbol] = PS.[CRTD_PairSymbol]
where XX.[CRTD_ID] IS NULL
AND CC.[CRTD_Period] < IsNull(PS.MinOfPeriod,GetDate())
Order by [CRTD_PairSymbol],[CRTD_Period] DESC
-- select * from #CRTD_4Hours Order by CRTD_PairSymbol,CRTD_Period desc
-- select * from CRT_Data_4Hours where CRTD_PairSymbol = 'AAPLUSD' Order by CRTD_PairSymbol,CRTD_Period desc
SET IDENTITY_INSERT [CRT_Data_4Hours] ON
INSERT INTO [dbo].[CRT_Data_4Hours]
([CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
)
SELECT
[CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
FROM TMP_Data_4Hours
ORDER BY CRTD_PairSymbol,CRTD_Period DESC
SET IDENTITY_INSERT [CRT_Data_4Hours] OFF
End
IF EXISTS (select 1 from [YP_CRT_Data_8Hours])
BEGIN
RAISERROR ('Processing Data 8Hours', 0, 1) WITH NOWAIT
----------------------------
---- YP_CRT_Data_8Hours
----------------------------
IF Object_ID('YB_Charts..TMP_Data_8Hours') IS NOT NULL
Drop Table YB_Charts..TMP_Data_8Hours
--declare @MinId bigint
--declare @Sql varchar(max)
select top 1 @MinId= [CRTD_ID] -1 from CRT_Data_8Hours Order by 1
If @MinId >=0 SET @MinId = -1
SELECT @Sql = 'CREATE TABLE [dbo].[TMP_Data_8Hours](
[CRTD_ID] [int] IDENTITY(' + cast(@MinId as varchar(10))+ ',-1) NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL )'
exec (@Sql)
;With MinPeriodsPerSymbol AS
(
SELECT [CRTD_PairSymbol], Min([CRTD_Period]) MinOfPeriod
FROM [dbo].[CRT_Data_8Hours] with (nolock)
Group By [CRTD_PairSymbol]
)
INSERT INTO [dbo].[TMP_Data_8Hours]
([CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn])
SELECT
CC.[CRTD_Period]
,CC.[CRTD_FirstQuote]
,CC.[CRTD_LastQuote]
,CC.[CRTD_PairSymbol]
,CC.[CRTD_BidOpeningValue]
,CC.[CRTD_BidClosingValue]
,CC.[CRTD_BidLowValue]
,CC.[CRTD_BidHighValue]
,CC.[CRTD_MidOpeningValue]
,CC.[CRTD_MidClosingValue]
,CC.[CRTD_MidLowValue]
,CC.[CRTD_MidHighValue]
,CC.[CRTD_DateIn]
FROM [dbo].[YP_CRT_Data_8Hours] CC
LEFT JOIN [dbo].[CRT_Data_8Hours] XX with (nolock)
ON CC.[CRTD_Period] = XX.[CRTD_Period]
AND CC.CRTD_PairSymbol = XX.CRTD_PairSymbol
LEFT JOIN MinPeriodsPerSymbol PS
ON CC.[CRTD_PairSymbol] = PS.[CRTD_PairSymbol]
where XX.[CRTD_ID] IS NULL
AND CC.[CRTD_Period] < IsNull(PS.MinOfPeriod,GetDate())
Order by [CRTD_PairSymbol],[CRTD_Period] DESC
-- select * from #CRTD_8Hours Order by CRTD_PairSymbol,CRTD_Period desc
-- select * from CRT_Data_8Hours where CRTD_PairSymbol = 'AAPLUSD' Order by CRTD_PairSymbol,CRTD_Period desc
SET IDENTITY_INSERT [CRT_Data_8Hours] ON
INSERT INTO [dbo].[CRT_Data_8Hours]
([CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
)
SELECT
[CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
FROM #CRTD_8Hours
ORDER BY CRTD_PairSymbol,CRTD_Period DESC
SET IDENTITY_INSERT [CRT_Data_8Hours] OFF
End
IF EXISTS (select 1 from [YP_CRT_Data_1Day])
BEGIN
RAISERROR ('Processing Data 1Day', 0, 1) WITH NOWAIT
----------------------------
---- YP_CRT_Data_1Day
----------------------------
IF Object_ID('YB_Charts..TMP_Data_1Day') IS NOT NULL
Drop Table YB_Charts..TMP_Data_1Day
--declare @MinId bigint
--declare @Sql varchar(max)
select top 1 @MinId= [CRTD_ID] -1 from CRT_Data_1Day Order by 1
If @MinId >=0 SET @MinId = -1
SELECT @Sql = 'CREATE TABLE [dbo].[TMP_Data_1Day](
[CRTD_ID] [int] IDENTITY(' + cast(@MinId as varchar(10))+ ',-1) NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL )'
exec (@Sql)
;With MinPeriodsPerSymbol AS
(
SELECT [CRTD_PairSymbol], Min([CRTD_Period]) MinOfPeriod
FROM [dbo].[CRT_Data_1Day] with (nolock)
Group By [CRTD_PairSymbol]
)
INSERT INTO [dbo].[TMP_Data_1Day]
([CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn])
SELECT
CC.[CRTD_Period]
,CC.[CRTD_FirstQuote]
,CC.[CRTD_LastQuote]
,CC.[CRTD_PairSymbol]
,CC.[CRTD_BidOpeningValue]
,CC.[CRTD_BidClosingValue]
,CC.[CRTD_BidLowValue]
,CC.[CRTD_BidHighValue]
,CC.[CRTD_MidOpeningValue]
,CC.[CRTD_MidClosingValue]
,CC.[CRTD_MidLowValue]
,CC.[CRTD_MidHighValue]
,CC.[CRTD_DateIn]
FROM [dbo].[YP_CRT_Data_1Day] CC
LEFT JOIN [dbo].[CRT_Data_1Day] XX with (nolock)
ON CC.[CRTD_Period] = XX.[CRTD_Period]
AND CC.CRTD_PairSymbol = XX.CRTD_PairSymbol
LEFT JOIN MinPeriodsPerSymbol PS
ON CC.[CRTD_PairSymbol] = PS.[CRTD_PairSymbol]
where XX.[CRTD_ID] IS NULL
AND CC.[CRTD_Period] < IsNull(PS.MinOfPeriod,GetDate())
Order by [CRTD_PairSymbol],[CRTD_Period] DESC
-- select * from #CRTD_1Day Order by CRTD_PairSymbol,CRTD_Period desc
-- select * from CRT_Data_1Day where CRTD_PairSymbol = 'AAPLUSD' Order by CRTD_PairSymbol,CRTD_Period desc
SET IDENTITY_INSERT [CRT_Data_1Day] ON
INSERT INTO [dbo].[CRT_Data_1Day]
([CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
)
SELECT
[CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
FROM [TMP_Data_1Day]
ORDER BY CRTD_PairSymbol,CRTD_Period DESC
SET IDENTITY_INSERT [CRT_Data_1Day] OFF
End
IF EXISTS (select 1 from [YP_CRT_Data_1Week])
BEGIN
RAISERROR ('Processing Data 1Week', 0, 1) WITH NOWAIT
----------------------------
---- YP_CRT_Data_1Week
----------------------------
IF Object_ID('YB_Charts..TMP_Data_1Week') IS NOT NULL
Drop Table YB_Charts..TMP_Data_1Week
--declare @MinId bigint
--declare @Sql varchar(max)
select top 1 @MinId= [CRTD_ID] -1 from [CRT_Data_1Week] Order by 1
If @MinId >=0 SET @MinId = -1
SELECT @Sql = 'CREATE TABLE [dbo].[TMP_Data_1Week](
[CRTD_ID] [int] IDENTITY(' + cast(@MinId as varchar(10))+ ',-1) NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL )'
exec (@Sql)
;With MinPeriodsPerSymbol AS
(
SELECT [CRTD_PairSymbol], Min([CRTD_Period]) MinOfPeriod
FROM [dbo].[CRT_Data_1Week] with (nolock)
Group By [CRTD_PairSymbol]
)
INSERT INTO [dbo].[TMP_Data_1Week]
([CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn])
SELECT
CC.[CRTD_Period]
,CC.[CRTD_FirstQuote]
,CC.[CRTD_LastQuote]
,CC.[CRTD_PairSymbol]
,CC.[CRTD_BidOpeningValue]
,CC.[CRTD_BidClosingValue]
,CC.[CRTD_BidLowValue]
,CC.[CRTD_BidHighValue]
,CC.[CRTD_MidOpeningValue]
,CC.[CRTD_MidClosingValue]
,CC.[CRTD_MidLowValue]
,CC.[CRTD_MidHighValue]
,CC.[CRTD_DateIn]
FROM [dbo].[YP_CRT_Data_1Week] CC
LEFT JOIN [dbo].[CRT_Data_1Week] XX with (nolock)
ON CC.[CRTD_Period] = XX.[CRTD_Period]
AND CC.CRTD_PairSymbol = XX.CRTD_PairSymbol
LEFT JOIN MinPeriodsPerSymbol PS
ON CC.[CRTD_PairSymbol] = PS.[CRTD_PairSymbol]
where XX.[CRTD_ID] IS NULL
AND CC.[CRTD_Period] < IsNull(PS.MinOfPeriod,GetDate())
Order by [CRTD_PairSymbol],[CRTD_Period] DESC
-- select * from #CRTD_1Week Order by CRTD_PairSymbol,CRTD_Period desc
-- select * from CRT_Data_1Week where CRTD_PairSymbol = 'AAPLUSD' Order by CRTD_PairSymbol,CRTD_Period desc
SET IDENTITY_INSERT [CRT_Data_1Week] ON
INSERT INTO [dbo].[CRT_Data_1Week]
([CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
)
SELECT
[CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
FROM [TMP_Data_1Week]
ORDER BY CRTD_PairSymbol,CRTD_Period DESC
SET IDENTITY_INSERT [CRT_Data_1Week] OFF
End
IF EXISTS (select 1 from [YP_CRT_Data_1Month])
BEGIN
RAISERROR ('Processing Data 1Month', 0, 1) WITH NOWAIT
----------------------------
--- YP_CRT_Data_1Month
----------------------------
IF Object_ID('YB_Charts..TMP_Data_1Month') IS NOT NULL
Drop Table YB_Charts..TMP_Data_1Month
--declare @MinId bigint
--declare @Sql varchar(max)
select top 1 @MinId= [CRTD_ID] -1 from CRT_Data_1Month Order by 1
If @MinId >=0 SET @MinId = -1
SELECT @Sql = 'CREATE TABLE [dbo].[TMP_Data_1Month](
[CRTD_ID] [int] IDENTITY(' + cast(@MinId as varchar(10))+ ',-1) NOT NULL,
[CRTD_Period] [datetime] NOT NULL,
[CRTD_FirstQuote] [datetime] NOT NULL,
[CRTD_LastQuote] [datetime] NOT NULL,
[CRTD_PairSymbol] [varchar](50) NOT NULL,
[CRTD_BidOpeningValue] [float] NOT NULL,
[CRTD_BidClosingValue] [float] NOT NULL,
[CRTD_BidLowValue] [float] NOT NULL,
[CRTD_BidHighValue] [float] NOT NULL,
[CRTD_MidOpeningValue] [float] NOT NULL,
[CRTD_MidClosingValue] [float] NOT NULL,
[CRTD_MidLowValue] [float] NOT NULL,
[CRTD_MidHighValue] [float] NOT NULL,
[CRTD_DateIn] [datetime] NOT NULL )'
exec (@Sql)
DECLARE @CurrMonth date
SELECT @CurrMonth = cast(DateAdd(day , -datePart(day,getdate())+1, getdate()) as date)
;With MinPeriodsPerSymbol AS
(
SELECT [CRTD_PairSymbol], Min([CRTD_Period]) MinOfPeriod
FROM [dbo].[CRT_Data_1Month] with (nolock)
Group By [CRTD_PairSymbol]
)
INSERT INTO [dbo].[TMP_Data_1Month]
([CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn])
SELECT
CC.[CRTD_Period]
,CC.[CRTD_FirstQuote]
,CC.[CRTD_LastQuote]
,CC.[CRTD_PairSymbol]
,CC.[CRTD_BidOpeningValue]
,CC.[CRTD_BidClosingValue]
,CC.[CRTD_BidLowValue]
,CC.[CRTD_BidHighValue]
,CC.[CRTD_MidOpeningValue]
,CC.[CRTD_MidClosingValue]
,CC.[CRTD_MidLowValue]
,CC.[CRTD_MidHighValue]
,CC.[CRTD_DateIn]
FROM [dbo].[YP_CRT_Data_1Month] CC
LEFT JOIN [dbo].[CRT_Data_1Month] XX
ON CC.[CRTD_Period] = XX.[CRTD_Period]
AND CC.CRTD_PairSymbol = XX.CRTD_PairSymbol
LEFT JOIN MinPeriodsPerSymbol PS
ON CC.[CRTD_PairSymbol] = PS.[CRTD_PairSymbol]
where XX.[CRTD_ID] IS NULL
AND cast(dateadd(day,-datepart(day,CC.[CRTD_Period])+1, CC.[CRTD_Period]) as date) < @CurrMonth
AND CC.[CRTD_Period] < IsNull(PS.MinOfPeriod,GetDate())
Order by [CRTD_PairSymbol],[CRTD_Period] DESC
-- select * from #CRTD_1Month Order by CRTD_PairSymbol,CRTD_Period desc
-- select * from CRT_Data_1Month where CRTD_PairSymbol = 'AAPLUSD' Order by CRTD_PairSymbol,CRTD_Period desc
SET IDENTITY_INSERT [CRT_Data_1Month] ON
INSERT INTO [dbo].[CRT_Data_1Month]
([CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
)
SELECT
[CRTD_ID]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
FROM [TMP_Data_1Month]
ORDER BY CRTD_PairSymbol,CRTD_Period DESC
SET IDENTITY_INSERT [CRT_Data_1Month] OFF
End
/*
select top 5000 * from CRT_Data_1Minute where CRTD_PairSymbol = 'AAPLUSD'
and cast([CRTD_Period] as date) = '2016-06-07'
order by [CRTD_Period]
select * from #CRTD_1Minute where CRTD_PairSymbol = 'AAPLUSD' order by CRTD_PairSymbol,CRTD_Period desc
*/
GO
/****** Object: StoredProcedure [dbo].[CRT_Agg_All_Except1Minute] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE PROCEDURE [dbo].[CRT_Agg_All_Except1Minute]
@i_CRTT_ID int = null
AS
/*=============================================
Author: Ariel Meran
Create date: 7/12/2016
Description: Agg the records from CRT_Data_1Minute to the other CRT tables
Debug:
select * from CRT_LastQuote where Next_End_period<lastQuote
and tablename='CRT_Data_5Minutes'
and CRTD_PairSymbol='BACUSD'
SELECT * from CRT_Data_1Minute A (nolock)
where CRTD_PairSymbol='EURCZK'
and A.CRTD_Period>='2016-12-13 10:05:00.000'
=============================================*/
SET NOCOUNT ON
declare @SQL Nvarchar(max),@TableName sysname,@Source_TableName sysname,@UnitDefinition varchar(15),@rowcount int,
@TimeUnit varchar(10),@TimeInterval varchar(10)
create table #temp (CRTD_Period datetime,
CRTD_FirstQuote datetime,
CRTD_LastQuote datetime,
CRTD_PairSymbol varchar(15),
CRTD_BidOpeningValue float ,
CRTD_BidClosingValue float ,
CRTD_BidLowValue float ,
CRTD_BidHighValue float ,
CRTD_MidOpeningValue float ,
CRTD_MidClosingValue float ,
CRTD_MidLowValue float ,
CRTD_MidHighValue float,
StartIntervalDate datetime,
EndIntervalDate datetime)
create index ix_StartIntervalDate on #temp(StartIntervalDate)
create table #temp1 (StartPeriod datetime,
EndPeriod datetime,
First_Quote datetime,
Last_Quote datetime,
CRTD_PairSymbol varchar(15),
BidMin_Value float,
BidMax_Value float,
MidMin_Value float,
MidMax_Value float,
BidOpen_Value float,
BidClose_Value float,
MidOpen_Value float,
MidClose_Value float)
create table #ChangedQuote
(CRTD_PairSymbol varchar(50),
NEXT_CRTD_Period dateTime,
LastQuote dateTime)
create table #LastQuote
(CRTD_PairSymbol varchar(20),
max_LastQuote datetime)
insert into #LastQuote
select B.CRTD_PairSymbol,max([CRTD_LastQuote]) as max_LastQuote
from CRT_Data_1Minute B (nolock)
where B.CRTD_Period>getdate()-7
group by B.CRTD_PairSymbol
update A
set LastQuote=B.max_LastQuote
from CRT_LastQuote A
inner join #LastQuote B on A.CRTD_PairSymbol=B.CRTD_PairSymbol
--Insert new symbols to CRT_LastQuote
insert into CRT_LastQuote(TableName,CRTD_PairSymbol,LAST_CRTD_Period,LastQuote)
SELECT distinct TableName,B.CRTD_PairSymbol ,'2015-01-01',max_LastQuote
from CRT_LastQuote A
cross JOIN #LastQuote B
where not exists(select 1 from CRT_LastQuote C where C.TableName=A.TableName and B.CRTD_PairSymbol=C.CRTD_PairSymbol)
declare cTasks cursor local static for
select CRTT_TableName, CRTT_Source_TableName, CRTT_UnitDefinition
from CRT_tasks with (nolock)
where CRTT_Name <> '1Minute'
and CRTT_IsActive = 1 and CRTT_Source_TableName <> '' and (CRTT_ID = @i_CRTT_ID or @i_CRTT_ID is null)
order by CRTT_ID
open cTasks
fetch next from cTasks into @TableName, @Source_TableName, @UnitDefinition
while @@fetch_status = 0
begin/*1*/
set @TimeUnit=substring(@UnitDefinition,1,1)
set @TimeInterval=substring(@UnitDefinition,2,4)
SELECT @TimeUnit=CASE @TimeUnit when 'N' then 'minute'
when 'H' then 'hour'
when 'D' then 'day'
when 'W' then 'Week'
when 'M' then 'Month'
end
Set @SQL =
'update CRT_LastQuote
set NEXT_CRTD_Period=dateadd('+@TimeUnit+','+@TimeInterval+', (dateadd('+@TimeUnit+', datediff('+@TimeUnit+',0,LAST_CRTD_Period) / '+@TimeInterval+' * '+@TimeInterval+', 0)))
where TableName='''+@TableName+''''
exec(@SQL)
Set @SQL =
'update CRT_LastQuote
set Next_End_period=dateadd('+@TimeUnit+','+@TimeInterval+', (dateadd('+@TimeUnit+', datediff('+@TimeUnit+',0,NEXT_CRTD_Period) / '+@TimeInterval+' * '+@TimeInterval+', 0)))
where TableName='''+@TableName+''''
exec(@SQL)
truncate table #ChangedQuote
insert into #ChangedQuote(CRTD_PairSymbol,NEXT_CRTD_Period,LastQuote)
select CRTD_PairSymbol,NEXT_CRTD_Period,LastQuote
from CRT_LastQuote
where TableName=@TableName
and Next_End_period<LastQuote
if @@rowcount>0-- there is no need to do anything if there is no quotes after the next time interval at the destination table
begin/*2*/
truncate table #temp
truncate table #temp1
set @SQL =
'insert into #temp(CRTD_Period,CRTD_FirstQuote,CRTD_LastQuote,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_BidClosingValue,CRTD_BidLowValue,CRTD_BidHighValue,CRTD_MidOpeningValue,
CRTD_MidClosingValue,CRTD_MidLowValue,CRTD_MidHighValue,StartIntervalDate,EndIntervalDate)
SELECT CRTD_Period ,CRTD_FirstQuote ,CRTD_LastQuote ,A.CRTD_PairSymbol ,CRTD_BidOpeningValue ,CRTD_BidClosingValue
,CRTD_BidLowValue ,CRTD_BidHighValue ,CRTD_MidOpeningValue ,CRTD_MidClosingValue ,CRTD_MidLowValue ,CRTD_MidHighValue,
dateadd('+@TimeUnit+', datediff('+@TimeUnit+',0,CRTD_Period) /'+ @TimeInterval+' * '+@TimeInterval+', 0) as StartIntervalDate,
dateadd('+@TimeUnit+','+@TimeInterval+', (dateadd('+@TimeUnit+', datediff('+@TimeUnit+',0,CRTD_Period) / '+@TimeInterval+' * '+@TimeInterval+', 0))) as EndIntervalDate
from ' + quotename(@Source_TableName) + ' A with (nolock,forceseek)
inner join #ChangedQuote B on A.CRTD_PairSymbol=B.CRTD_PairSymbol
where A.CRTD_Period>=B.NEXT_CRTD_Period'
if @TimeUnit='Week'--reduce 1 day so the week will be from sunday to saturday
begin
set @SQL=replace(@SQL,'as StartIntervalDate','-1 as StartIntervalDate')
set @SQL=replace(@SQL,'as EndIntervalDate','-1 as EndIntervalDate')
end
exec sp_executesql @SQL
--delete records which already exists
set @SQL = 'delete from A
from #temp A
inner join '+ quotename(@TableName) + 'B on A.StartIntervalDate=B.CRTD_Period and A.CRTD_PairSymbol=B.CRTD_PairSymbol'
exec(@sql)
insert into #temp1
(StartPeriod, EndPeriod, First_Quote, Last_Quote, CRTD_PairSymbol, BidMin_Value, BidMax_Value, MidMin_Value, MidMax_Value)
select StartIntervalDate,
EndIntervalDate,
min(CRTD_FirstQuote) First_Quote, max(CRTD_LastQuote) Last_Quote,
CRTD_PairSymbol,
min(CRTD_BidLowValue) BidMin_Value, max(CRTD_BidHighValue) BidMax_Value,
min(CRTD_MidLowValue) MidMin_Value, max(CRTD_MidHighValue) MidMax_Value
from #temp
group by StartIntervalDate,EndIntervalDate,CRTD_PairSymbol
update A
set BidOpen_Value = B.CRTD_BidOpeningValue,
MidOpen_Value = B.CRTD_MidOpeningValue
FROM #temp1 A
INNER JOIN (select StartIntervalDate,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_MidOpeningValue,ROW_NUMBER() over (partition by CRTD_PairSymbol,StartIntervalDate order by crtd_period) as rownum
from #temp) B ON A.CRTD_PairSymbol = B.CRTD_PairSymbol and A.StartPeriod=B.StartIntervalDate
where B.rownum=1
update A
set BidClose_Value = B.CRTD_BidClosingValue,
MidClose_Value = B.CRTD_MidClosingValue
FROM #temp1 A
INNER JOIN (select StartIntervalDate,CRTD_PairSymbol,CRTD_BidClosingValue,CRTD_MidClosingValue,ROW_NUMBER() over (partition by CRTD_PairSymbol,StartIntervalDate order by crtd_period desc) as rownum
from #temp) B ON A.CRTD_PairSymbol = B.CRTD_PairSymbol and A.StartPeriod=B.StartIntervalDate
where B.rownum=1
--delete records where there are no quotes until the top interval range. For example: if a time interval is between 10:00 to 10:15, it should verify there are quotes after 10:15
delete from A
from #temp1 A
inner join #ChangedQuote B on A.CRTD_PairSymbol=B.CRTD_PairSymbol
where A.EndPeriod>B.LastQuote
begin try
begin tran
Set @SQL =
'update A
set LAST_CRTD_Period=B.StartPeriod,
NEXT_CRTD_Period=B.EndPeriod
from CRT_LastQuote A
inner join (select CRTD_PairSymbol, max(StartPeriod) as StartPeriod, max(EndPeriod) as EndPeriod
from #temp1
group by CRTD_PairSymbol) as B on A.CRTD_PairSymbol=B.CRTD_PairSymbol
where TableName='''+@TableName+''''
exec(@SQL)
Set @SQL =
'update CRT_LastQuote
set Next_End_period=dateadd('+@TimeUnit+','+@TimeInterval+', (dateadd('+@TimeUnit+', datediff('+@TimeUnit+',0,NEXT_CRTD_Period) / '+@TimeInterval+' * '+@TimeInterval+', 0)))
where TableName='''+@TableName+''''
exec(@SQL)
set @SQL =
'insert into ' + quotename(@TableName) +
'(CRTD_Period, CRTD_FirstQuote, CRTD_LastQuote, CRTD_PairSymbol,
CRTD_BidOpeningValue, CRTD_BidClosingValue, CRTD_BidLowValue,CRTD_BidHighValue,
CRTD_MidOpeningValue, CRTD_MidClosingValue, CRTD_MidLowValue,CRTD_MidHighValue)
select StartPeriod, First_Quote, Last_Quote, A.CRTD_PairSymbol, BidOpen_Value, BidClose_Value, BidMin_Value, BidMax_Value,
MidOpen_Value, MidClose_Value, MidMin_Value, MidMax_Value
from #temp1 A'
exec(@SQL)
commit tran
end try
begin catch
rollback;
THROW;
end catch
--exec CRT_UpdateTasks_LastRun @CRTT_ID
end/*2*/
Else print 'no new data for '+@TableName
fetch next from cTasks into @TableName, @Source_TableName, @UnitDefinition
end/*1*/
close cTasks
deallocate cTasks
drop table #temp
drop table #temp1
drop table #ChangedQuote
GO
/****** Object: StoredProcedure [dbo].[CRT_BreakDownUnitDefinition] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE procedure [dbo].[CRT_BreakDownUnitDefinition]
@UnitDefinition varchar(15),
@Year int output,
@Month int output,
@Week int output,
@Day int output,
@Hour int output,
@Minute int output
as
set @Year = null
set @Month = null
set @Week = null
set @Day = null
set @Hour = null
set @Minute = null
declare @i_UnitDefinition varchar(16),
@i int,
@CurrentChar varchar(1),
@CurrentValue varchar(2),
@CurrentUnit char(1)
set @i_UnitDefinition = @UnitDefinition + 'E'
set @i = 1
while @i <= len(@i_UnitDefinition)
begin
set @CurrentChar = substring(@i_UnitDefinition, @i, 1)
if isnumeric(@CurrentChar) = 1
set @CurrentValue = @CurrentValue + @CurrentChar
else
begin
if @CurrentValue <> ''
begin
if @CurrentUnit = 'N'
set @Minute = cast(@CurrentValue as int)
else if @CurrentUnit = 'H'
set @Hour = cast(@CurrentValue as int)
else if @CurrentUnit = 'D'
set @Day = cast(@CurrentValue as int)
else if @CurrentUnit = 'W'
set @Week = cast(@CurrentValue as int)
else if @CurrentUnit = 'M'
set @Month = cast(@CurrentValue as int)
else if @CurrentUnit = 'Y'
set @Year = cast(@CurrentValue as int)
end
set @CurrentUnit = @CurrentChar
set @CurrentValue = ''
end
set @i = @i + 1
end
GO
/****** Object: StoredProcedure [dbo].[CRT_UpdateTasks_LastRun] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE PROCEDURE [dbo].[CRT_UpdateTasks_LastRun]
@i_CRTT_ID int = null
AS
--- exec CRT_UpdateTasks_LastRun 2
set nocount ON
declare @i_Year int,
@i_Month int,
@i_Week int,
@i_Day int,
@i_Hour int,
@i_Minute int,
@CRTT_ID int,
@TableName sysname,
@Source_TableName sysname,
@UnitDefinition varchar(15),
@LastRun datetime,
@EndOfLastRun datetime,
@AffectedRows int,
@sql varchar(max)
declare cTasks cursor local static for
select CRTT_ID, CRTT_TableName, CRTT_Source_TableName, CRTT_UnitDefinition, CRTT_LastRun
from CRT_tasks with (nolock)
where 1=1
and CRTT_Name <> '1Minute'
and CRTT_IsActive = 1 and CRTT_Source_TableName <> '' and (CRTT_ID = @i_CRTT_ID or @i_CRTT_ID is null)
order by 1
open cTasks
fetch next from cTasks into @CRTT_ID, @TableName, @Source_TableName, @UnitDefinition, @LastRun
while @@fetch_status = 0
begin
--raiserror('Update Tasks from table %s...', 0, 1, @TableName) WITH NOWAIT
--SELECT @TableName TableName, @LastRun LastRun, @1Min_MinDate [1Min_MinDate], @1Min_MaxDate [1Min_MaxDate], @1Min_Period [1Min_Period]
set @SQL = 'Update [dbo].[CRT_Tasks] set [CRTT_LastModifiedDate] = GetDate(), [CRTT_LastRun] = (select Max(CRTD_Period) from '
+ quotename(@TableName) + ' with (nolock)) where [CRTT_ID] = ' + cast(@CRTT_ID as varchar(10))
--select @SQL
exec (@SQL)
fetch next from cTasks into @CRTT_ID, @TableName, @Source_TableName, @UnitDefinition, @LastRun
end
close cTasks
deallocate cTasks
GO
/****** Object: StoredProcedure [dbo].[GetData] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE PROCEDURE [dbo].[GetData]
@pair varchar(50),
@start DATETIME,
@end DATETIME,
@resolution varchar(10)
AS
SET NOCOUNT ON
SET TRANSACTION ISOLATION LEVEL READ UNCOMMITTED
/*
---- Example :
Exec [GetData] 'EURUSD','2015-06-01', '2015-06-05','1'
*/
IF @resolution = '5'
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [CRT_Data_5Minutes]
WHERE [CRTD_Period] >= @start
AND [CRTD_Period] <= @end
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period]
ELSE IF @resolution = '15'
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [CRT_Data_15Minutes]
WHERE [CRTD_Period] >= @start
AND [CRTD_Period] <= @end
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period]
ELSE IF @resolution = '30'
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [CRT_Data_30Minutes]
WHERE [CRTD_Period] >= @start
AND [CRTD_Period] <= @end
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period]
ELSE IF @resolution = '60'
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [CRT_Data_1Hour]
WHERE [CRTD_Period] >= @start
AND [CRTD_Period] <= @end
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period]
ELSE IF @resolution = '120'
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [CRT_Data_2Hours]
WHERE [CRTD_Period] >= @start
AND [CRTD_Period] <= @end
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period]
ELSE IF @resolution = '240'
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [CRT_Data_4Hours]
WHERE [CRTD_Period] >= @start
AND [CRTD_Period] <= @end
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period]
ELSE IF @resolution = '480'
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [CRT_Data_8Hours]
WHERE [CRTD_Period] >= @start
AND [CRTD_Period] <= @end
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period]
ELSE IF @resolution = 'D'
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [CRT_Data_1Day]
WHERE [CRTD_Period] >= @start
AND [CRTD_Period] <= @end
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period]
ELSE IF @resolution = 'W'
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [CRT_Data_1Week]
WHERE [CRTD_Period] >= @start
AND [CRTD_Period] <= @end
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period]
ELSE IF @resolution = 'M'
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [CRT_Data_1Month]
WHERE [CRTD_Period] >= @start
AND [CRTD_Period] <= @end
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period]
ELSE
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [CRT_Data_1Minute]
WHERE [CRTD_Period] >= @start
AND [CRTD_Period] <= @end
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period]
RETURN 0
GO
/****** Object: StoredProcedure [dbo].[USP_ChartsTemplate_AddOrUpdate] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE PROCEDURE [dbo].[USP_ChartsTemplate_AddOrUpdate]
@client VARCHAR(100),
@user VARCHAR(300),
@chartName VARCHAR(300),
@symbol VARCHAR(50),
@resolution VARCHAR(10),
@lastModified DATETIME,
@content TEXT,
@chartId BIGINT = NULL
AS
MERGE [ChartsTemplate] as ct
USING (VALUES(@chartId, @client,@user, @chartName,@symbol,@resolution,@lastModified,@content)) as s ([ChartId], [Client], [User], [ChartName], [Symbol], [Resolution], [LastModified], [Content])
ON ct.[Id] = s.[ChartId] AND ct.[User] = s.[User] AND ct.[Client]=s.[Client]
WHEN MATCHED
THEN UPDATE
SET [ChartName] = s.[ChartName],
[Symbol] = s.[Symbol],
[Resolution] = s.[Resolution],
[LastModified] = s.[LastModified], --NEED REVIEW: possiblyu better fill from db like GETUTCDATE()
[Content] = s.[Content]
WHEN NOT MATCHED THEN
INSERT ([Client], [User], [ChartName], [Symbol], [Resolution], [LastModified], [Content])
VALUES (@client, @user, @chartName, @symbol, @resolution, @lastModified, @content)
;
SELECT SCOPE_IDENTITY()
RETURN 0
GO
/****** Object: StoredProcedure [dbo].[USP_ChartsTemplate_Delete] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE PROCEDURE [dbo].[USP_ChartsTemplate_Delete]
@client VARCHAR(100),
@user VARCHAR(300),
@chartId BIGINT
AS
DELETE FROM [ChartsTemplate]
WHERE [Id] = @chartId AND [User] = @user AND [Client]=@client
RETURN 0
GO
/****** Object: StoredProcedure [dbo].[USP_ChartsTemplate_GetChart] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE PROCEDURE [dbo].[USP_ChartsTemplate_GetChart]
@client VARCHAR(100),
@user VARCHAR(300),
@chartId BIGINT
AS
SELECT [Id], [ChartName], [LastModified], [Content]
FROM [ChartsTemplate]
WHERE [Id]=@chartId AND [Client]=@client AND [User]=@user
RETURN 0
GO
/****** Object: StoredProcedure [dbo].[USP_ChartsTemplate_GetChartList] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE PROCEDURE [dbo].[USP_ChartsTemplate_GetChartList]
@client VARCHAR(100),
@user VARCHAR(300)
AS
SELECT [Id], [ChartName], [LastModified], [Symbol], [Resolution]
FROM [ChartsTemplate]
WHERE [Client]=@client AND [User]=@user
RETURN 0
GO
/****** Object: StoredProcedure [dbo].[USP_CRT_Agg_1Minute] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE procedure [dbo].[USP_CRT_Agg_1Minute]
@StartDate datetime = NULL,
@1MinFromStartDate Bit = 0
AS
SET NOCOUNT ON
declare @EndDate datetime,
@RowsAffected int,
@RowsToProcess int
SET @RowsAffected = 0
SET @EndDate = dateadd(millisecond, -datepart(millisecond, getdate()) -datepart(second, getdate())*1000 - 3, getdate())
IF @StartDate is NULL
Begin
select @StartDate = Max([CRTD_Period]) from [dbo].[CRT_Data_1Minute]
select @StartDate = isnull(@StartDate, DateAdd(minute,-1,Cast(convert(char(16), getdate(),121) as datetime)))
End
ELSE
Begin
set @StartDate = Cast(convert(char(16), @StartDate,121) as datetime)
IF @1MinFromStartDate = 1
Begin
Set @EndDate = DateAdd(minute, 1 , @StartDate)
set @EndDate = dateadd(millisecond, -datepart(millisecond, @EndDate) -datepart(second, @EndDate)*1000 - 3, @EndDate)
End
End
--select @StartDate StartDate , @EndDate EndDate
if @StartDate >= @EndDate
Begin
print 'Start Date is not greater than End Date'
return
End
IF Exists (select 1 from CRT_Data_1Minute where [CRTD_Period] > @StartDate)
Begin
select 'Period Already Exists' as [Reason]
return
End
select top 0
cast([Id] as bigint) AS [Id],
[PairSymbol],
[BidReceivedDate],
[Bid],
[Mid]
into #QuotesHist
from YB_Quotes.dbo.[SpotRatesHistory] with (nolock)
IF cast(@StartDate as date) = cast(@EndDate as date)
Begin
insert into #QuotesHist
select [Id],[PairSymbol],[BidReceivedDate],[Bid],[Mid]
from YB_Quotes.dbo.[SpotRatesHistory] with (nolock)
where 1=1
and cast([BidReceivedDate] as date) = cast(@StartDate as date)
and [BidReceivedDate] between @StartDate and @EndDate
End
Else
Begin
insert into #QuotesHist
select [Id],[PairSymbol],[BidReceivedDate],[Bid],[Mid]
from YB_Quotes.dbo.[SpotRatesHistory] with (nolock)
where 1=1
and [BidReceivedDate] between @StartDate and @EndDate
End
select
[PairSymbol],
convert(varchar(16),[BidReceivedDate],121) as [minute],
min([Bid]) as Bid_Low , --- Low
max([Bid]) as Bid_High, --- High
min([Mid]) as Mid_Low , --- Low
max([Mid]) as Mid_High, --- High
Count([Id]) as Cnt
into #c2
from #QuotesHist with (nolock)
where 1=1
and [BidReceivedDate] between @StartDate and @EndDate
--and [PairSymbol] = 'EURUSD'
group by convert(varchar(16), [BidReceivedDate] ,121) ,[PairSymbol]
select
[PairSymbol],
convert(varchar(16),[BidReceivedDate] ,121) as [minute],
[BidReceivedDate] AS [DateQuote],
[Bid] AS Bid_Val,
[Mid] AS Mid_Val,
ROW_NUMBER() over (partition by [PairSymbol],convert(varchar(16),[BidReceivedDate] ,121) order by [BidReceivedDate] ) as Bid_start,
ROW_NUMBER() over (partition by [PairSymbol],convert(varchar(16),[BidReceivedDate] ,121) order by [BidReceivedDate] desc) as Bid_end
into #c3
from #QuotesHist with (nolock)
where 1=1
and [BidReceivedDate] between @StartDate and @EndDate
--and [PairSymbol] = 'EURUSD'
select
CM.[CRTD_PairSymbol] AS PairSymbol,
CM.CRTD_Period AS [minute],
CM.[CRTD_BidClosingValue] ,
CM.[CRTD_MidClosingValue]
into #c4
from YB_Charts.[dbo].[CRT_Data_1Minute] CM with (nolock)
Inner Join #c2 as c2 ON CM.[CRTD_PairSymbol] = c2.[PairSymbol] collate SQL_Latin1_General_CP1_CI_AS and CM.CRTD_Period = DateAdd(minute, -1, c2.[minute])
where 1=1
create index ix_c2 on #c2(PairSymbol,[minute])
create index ix_c3 on #c3(PairSymbol,[minute])
create index ix_c3_Bid_start on #c3(Bid_start)
create index ix_c3_Bid_end on #c3(Bid_end)
create index ix_c4 on #c4(PairSymbol,[minute])
INSERT INTO [dbo].[CRT_Data_1Minute]
([CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
,[CRTD_Rows])
select distinct c2.[minute] [CRTD_Period],
c3.[DateQuote] [CRTD_FirstQuote],
c3_Bid.[DateQuote] [CRTD_LastQuote],
c2.PairSymbol,
IsNull(c4.[CRTD_BidClosingValue],c3.Bid_Val) as Bid_OpenValue,
IsNull(c3_Bid.Bid_Val,0) as Bid_CloseValue,
Bid_Low,
Bid_High,
IsNull(c4.[CRTD_MidClosingValue],c3.Mid_Val) as Mid_OpenValue,
IsNull(c3_Bid.Mid_Val,0) as Mid_CloseValue,
Mid_Low,
Mid_High,
GetDate() As Date_Inserted,
c2.Cnt
from #c2 as c2
Inner join #c3 as c3 on c2.[PairSymbol] = c3.[PairSymbol] and c2.[minute] = c3.[minute] and Bid_start =1
Inner join #c3 as c3_Bid on c2.[PairSymbol] = c3_Bid.[PairSymbol] and c2.[minute] = c3_Bid.[minute] and c3_Bid.Bid_end =1
left join #c4 as c4 on c2.[PairSymbol] = c4.[PairSymbol] collate SQL_Latin1_General_CP1_CI_AS and c2.[minute] = DateAdd(minute,1,c4.[minute])
Where 1=1
and Not Exists (select 1 from [CRT_Data_1Minute] XX with (nolock) where XX.[CRTD_PairSymbol] = c2.PairSymbol collate SQL_Latin1_General_CP1_CI_AS
and XX.[CRTD_Period] = c2.[minute])
order by 1,4
select @RowsAffected = @@RowCount
update CRT_Tasks
set CRTT_LastRun = @EndDate,
CRTT_LastRowCount = @RowsAffected,
CRTT_LastModifiedDate = GetDate()
where CRTT_TableName = 'CRT_Data_1Minute'
--select @RowsToProcess RowsToProcess, @RowsAffected RowsAffected
--select * from CRT_Tasks where CRTT_ID = 1
print Cast (@RowsAffected as varchar(10)) + ' Rows Processed'
--- select top 100 * from [dbo].[CRT_Data_1Minute] order by 1 desc
--- select * from [CRT_Tasks]
drop table #QuotesHist
drop table #c2
drop table #c3
drop table #c4
GO
/****** Object: StoredProcedure [dbo].[USP_CRT_Agg_1Minute_2016_11_30] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
create procedure [dbo].[USP_CRT_Agg_1Minute_2016_11_30]
@StartDate datetime = NULL,
@1MinFromStartDate Bit = 0
AS
SET NOCOUNT ON
declare @EndDate datetime,
@RowsAffected int,
@RowsToProcess int
SET @RowsAffected = 0
SET @EndDate = dateadd(millisecond, -datepart(millisecond, getdate()) -datepart(second, getdate())*1000 - 3, getdate())
IF @StartDate is NULL
Begin
--set @StartDate = DateAdd(minute,-1,Cast(convert(char(16), getdate(),121) as datetime))
--select @StartDate = isnull(CRTT_LastRun, DateAdd(minute,-1,Cast(convert(char(16), getdate(),121) as datetime))) from CRT_Tasks with (nolock) where CRTT_TableName = 'CRT_Data_1Minute'
select @StartDate = Max([CRTD_Period]) from [dbo].[CRT_Data_1Minute]
select @StartDate = isnull(@StartDate, DateAdd(minute,-1,Cast(convert(char(16), getdate(),121) as datetime)))
--- select isnull(CRTT_LastRun, DateAdd(minute,-1,Cast(convert(char(16), getdate(),121) as datetime))) from CRT_Tasks with (nolock) where CRTT_TableName = 'CRT_Data_1Minute'
End
ELSE Begin
set @StartDate = Cast(convert(char(16), @StartDate,121) as datetime)
IF @1MinFromStartDate = 1
Begin
Set @EndDate = DateAdd(minute, 1 , @StartDate)
set @EndDate = dateadd(millisecond, -datepart(millisecond, @EndDate) -datepart(second, @EndDate)*1000 - 3, @EndDate)
End
End
--select @StartDate StartDate , @EndDate EndDate
if @StartDate >= @EndDate
Begin
print 'Start Date is not greater than End Date'
return
End
IF Exists (select 1 from CRT_Data_1Minute where [CRTD_Period] > @StartDate)
Begin
select 'Period Already Exists' as [Reason]
return
End
select top 0
cast([Id] as bigint) AS [Id],
[PairSymbol],
[BidReceivedDate],
[Bid],
[Mid]
into #QuotesHist
from YB_Quotes.dbo.[SpotRatesHistory] with (nolock)
IF cast(@StartDate as date) = cast(@EndDate as date)
Begin
insert into #QuotesHist
select [Id],
[PairSymbol],
[BidReceivedDate],
[Bid],
[Mid]
from YB_Quotes.dbo.[SpotRatesHistory] with (nolock)
where 1=1
and cast([BidReceivedDate] as date) = cast(@StartDate as date)
and [BidReceivedDate] between @StartDate and @EndDate
--and [PairSymbol] = 'EURUSD'
End
Else Begin
insert into #QuotesHist
select [Id],
[PairSymbol],
[BidReceivedDate],
[Bid],
[Mid]
from YB_Quotes.dbo.[SpotRatesHistory] with (nolock)
where 1=1
and [BidReceivedDate] between @StartDate and @EndDate
--and [PairSymbol] = 'EURUSD'
End
;with c2 as (
select
[PairSymbol],
convert(varchar(16),[BidReceivedDate],121) as [minute],
min([Bid]) as Bid_Low , --- Low
max([Bid]) as Bid_High, --- High
min([Mid]) as Mid_Low , --- Low
max([Mid]) as Mid_High, --- High
Count([Id]) as Cnt
from #QuotesHist with (nolock)
where 1=1
and [BidReceivedDate] between @StartDate and @EndDate
--and [PairSymbol] = 'EURUSD'
group by convert(varchar(16), [BidReceivedDate] ,121) ,[PairSymbol]
)
, c3 as (
select
[PairSymbol],
convert(varchar(16),[BidReceivedDate] ,121) as [minute],
[BidReceivedDate] AS [DateQuote],
[Bid] AS Bid_Val,
[Mid] AS Mid_Val,
ROW_NUMBER() over (partition by [PairSymbol],convert(varchar(16),[BidReceivedDate] ,121) order by [BidReceivedDate] ) as Bid_start,
ROW_NUMBER() over (partition by [PairSymbol],convert(varchar(16),[BidReceivedDate] ,121) order by [BidReceivedDate] desc) as Bid_end
from #QuotesHist with (nolock)
where 1=1
and [BidReceivedDate] between @StartDate and @EndDate
--and [PairSymbol] = 'EURUSD'
)
,c4 as (
select
CM.[CRTD_PairSymbol] AS PairSymbol,
CM.CRTD_Period AS [minute],
CM.[CRTD_BidClosingValue] ,
CM.[CRTD_MidClosingValue]
from YB_Charts.[dbo].[CRT_Data_1Minute] CM with (nolock)
Inner Join c2
ON CM.[CRTD_PairSymbol] = c2.[PairSymbol] collate SQL_Latin1_General_CP1_CI_AS
and CM.CRTD_Period = DateAdd(minute, -1, c2.[minute])
where 1=1
)
INSERT INTO [dbo].[CRT_Data_1Minute]
([CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
,[CRTD_Rows])
select distinct c2.[minute] [CRTD_Period],
c3.[DateQuote] [CRTD_FirstQuote],
c3_Bid.[DateQuote] [CRTD_LastQuote],
c2.PairSymbol,
IsNull(c4.[CRTD_BidClosingValue],c3.Bid_Val) as Bid_OpenValue,
IsNull(c3_Bid.Bid_Val,0) as Bid_CloseValue,
Bid_Low,
Bid_High,
IsNull(c4.[CRTD_MidClosingValue],c3.Mid_Val) as Mid_OpenValue,
IsNull(c3_Bid.Mid_Val,0) as Mid_CloseValue,
Mid_Low,
Mid_High,
GetDate() As Date_Inserted,
c2.Cnt
from c2
Inner join c3 on c2.[PairSymbol] = c3.[PairSymbol] and c2.[minute] = c3.[minute] and Bid_start =1
Inner join c3 as c3_Bid on c2.[PairSymbol] = c3_Bid.[PairSymbol] and c2.[minute] = c3_Bid.[minute] and c3_Bid.Bid_end =1
left join c4 on c2.[PairSymbol] = c4.[PairSymbol] collate SQL_Latin1_General_CP1_CI_AS and c2.[minute] = DateAdd(minute,1,c4.[minute])
Where 1=1
and Not Exists (select 1 from [CRT_Data_1Minute] XX with (nolock) where XX.[CRTD_PairSymbol] = c2.PairSymbol collate SQL_Latin1_General_CP1_CI_AS
and XX.[CRTD_Period] = c2.[minute])
order by 1,4
select @RowsAffected = @@RowCount
update CRT_Tasks
set CRTT_LastRun = @EndDate,
CRTT_LastRowCount = @RowsAffected,
CRTT_LastModifiedDate = GetDate()
where CRTT_TableName = 'CRT_Data_1Minute'
--select @RowsToProcess RowsToProcess, @RowsAffected RowsAffected
--select * from CRT_Tasks where CRTT_ID = 1
print Cast (@RowsAffected as varchar(10)) + ' Rows Processed'
--- select top 100 * from [dbo].[CRT_Data_1Minute] order by 1 desc
--- select * from [CRT_Tasks]
drop table #QuotesHist
GO
/****** Object: StoredProcedure [dbo].[USP_CRT_Agg_1Minute_OLD] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE procedure [dbo].[USP_CRT_Agg_1Minute_OLD]
@StartDate datetime = NULL,
@1MinFromStartDate Bit = 0
AS
SET NOCOUNT ON
declare @EndDate datetime,
@RowsAffected int,
@RowsToProcess int
SET @RowsAffected = 0
SET @EndDate = dateadd(millisecond, -datepart(millisecond, getdate()) -datepart(second, getdate())*1000 - 3, getdate())
IF @StartDate is NULL
Begin
--set @StartDate = DateAdd(minute,-1,Cast(convert(char(16), getdate(),121) as datetime))
--select @StartDate = isnull(CRTT_LastRun, DateAdd(minute,-1,Cast(convert(char(16), getdate(),121) as datetime))) from CRT_Tasks with (nolock) where CRTT_TableName = 'CRT_Data_1Minute'
select @StartDate = Max([CRTD_Period]) from [dbo].[CRT_Data_1Minute]
select @StartDate = isnull(@StartDate, DateAdd(minute,-1,Cast(convert(char(16), getdate(),121) as datetime)))
--- select isnull(CRTT_LastRun, DateAdd(minute,-1,Cast(convert(char(16), getdate(),121) as datetime))) from CRT_Tasks with (nolock) where CRTT_TableName = 'CRT_Data_1Minute'
End
ELSE Begin
set @StartDate = Cast(convert(char(16), @StartDate,121) as datetime)
IF @1MinFromStartDate = 1
Begin
Set @EndDate = DateAdd(minute, 1 , @StartDate)
set @EndDate = dateadd(millisecond, -datepart(millisecond, @EndDate) -datepart(second, @EndDate)*1000 - 3, @EndDate)
End
End
--select @StartDate StartDate , @EndDate EndDate
if @StartDate >= @EndDate
Begin
print 'Start Date is not greater than End Date'
return
End
IF Exists (select 1 from CRT_Data_1Minute where [CRTD_Period] > @StartDate)
Begin
select 'Period Already Exists' as [Reason]
return
End
;with c2 as (
select
[PairSymbol],
convert(varchar(16),[BidReceivedDate],121) as [minute],
min([Bid]) as Bid_Low , --- Low
max([Bid]) as Bid_High, --- High
min([Mid]) as Mid_Low , --- Low
max([Mid]) as Mid_High, --- High
Count([Id]) as Cnt
from YB_Quotes.dbo.[SpotRatesHistory] with (nolock)
where 1=1
and [BidReceivedDate] between @StartDate and @EndDate
--and [PairSymbol] = 'EURUSD'
group by convert(varchar(16), [BidReceivedDate] ,121) ,[PairSymbol]
), c3 as (
select
[PairSymbol],
convert(varchar(16),[BidReceivedDate] ,121) as [minute],
[BidReceivedDate] AS [DateQuote],
[Bid] AS Bid_Val,
[Mid] AS Mid_Val,
ROW_NUMBER() over (partition by [PairSymbol],convert(varchar(16),[BidReceivedDate] ,121) order by [BidReceivedDate] ) as Bid_start,
ROW_NUMBER() over (partition by [PairSymbol],convert(varchar(16),[BidReceivedDate] ,121) order by [BidReceivedDate] desc) as Bid_end
from YB_Quotes.dbo.[SpotRatesHistory] with (nolock)
where 1=1
and [BidReceivedDate] between @StartDate and @EndDate
--and [PairSymbol] = 'EURUSD'
)
INSERT INTO [dbo].[CRT_Data_1Minute]
([CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateIn]
,[CRTD_Rows])
select c2.[minute] [CRTD_Period],
c3.[DateQuote] [CRTD_FirstQuote],
c3_Bid.[DateQuote] [CRTD_LastQuote],
c2.PairSymbol,
c3.Bid_Val as Bid_OpenValue,
IsNull(c3_Bid.Bid_Val,0) as Bid_CloseValue,
Bid_Low,
Bid_High,
IsNull(c3.Mid_Val,0) as Mid_OpenValue,
IsNull(c3_Bid.Mid_Val,0) as Mid_CloseValue,
Mid_Low,
Mid_High,
GetDate() As Date_Inserted,
c2.Cnt
from c2
Inner join c3 on c2.[PairSymbol] = c3.[PairSymbol] and c2.[minute] = c3.[minute] and Bid_start =1
Inner join c3 as c3_Bid on c2.[PairSymbol] = c3_Bid.[PairSymbol] and c2.[minute] = c3_Bid.[minute] and c3_Bid.Bid_end =1
Where 1=1
and Not Exists (select 1 from [CRT_Data_1Minute] XX with (nolock) where XX.[CRTD_PairSymbol] = c2.PairSymbol collate SQL_Latin1_General_CP1_CI_AS
and XX.[CRTD_Period] = c2.[minute])
order by 1,4
select @RowsAffected = @@RowCount
update CRT_Tasks
set CRTT_LastRun = @EndDate,
CRTT_LastRowCount = @RowsAffected,
CRTT_LastModifiedDate = GetDate()
where CRTT_TableName = 'CRT_Data_1Minute'
--select @RowsToProcess RowsToProcess, @RowsAffected RowsAffected
--select * from CRT_Tasks where CRTT_ID = 1
print Cast (@RowsAffected as varchar(10)) + ' Rows Processed'
--- select top 100 * from [dbo].[CRT_Data_1Minute] order by 1 desc
--- select * from [CRT_Tasks]
GO
/****** Object: StoredProcedure [dbo].[USP_CRT_GetData] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE PROCEDURE [dbo].[USP_CRT_GetData]
@pair varchar(50),
@start DATETIME,
@end DATETIME,
@resolution varchar(10)
AS
SET NOCOUNT ON
SET TRANSACTION ISOLATION LEVEL READ UNCOMMITTED
/*
---- Example :
Exec [USP_CRT_GetData] 'EURUSD','2015-06-01', '2015-06-05','1'
*/
IF @resolution = '5'
Begin
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [CRT_Data_5Minutes]
WHERE [CRTD_Period] >= @start
AND [CRTD_Period] <= @end
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period]
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [dbo].[CRT_Data_LiveChart]
WHERE [CRTD_PairSymbol] = @pair
and [CRTD_TargetName] = '5Minutes'
End
ELSE IF @resolution = '15'
Begin
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [CRT_Data_15Minutes]
WHERE [CRTD_Period] >= @start
AND [CRTD_Period] <= @end
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period]
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [dbo].[CRT_Data_LiveChart]
WHERE [CRTD_PairSymbol] = @pair
and [CRTD_TargetName] = '15Minutes'
End
ELSE IF @resolution = '30'
Begin
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [CRT_Data_30Minutes]
WHERE [CRTD_Period] >= @start
AND [CRTD_Period] <= @end
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period]
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [dbo].[CRT_Data_LiveChart]
WHERE [CRTD_PairSymbol] = @pair
and [CRTD_TargetName] = '30Minutes'
End
ELSE IF @resolution = '60'
Begin
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [CRT_Data_1Hour]
WHERE [CRTD_Period] >= @start
AND [CRTD_Period] <= @end
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period]
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [dbo].[CRT_Data_LiveChart]
WHERE [CRTD_PairSymbol] = @pair
and [CRTD_TargetName] = '1Hour'
End
ELSE IF @resolution = '120'
Begin
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [CRT_Data_2Hours]
WHERE [CRTD_Period] >= @start
AND [CRTD_Period] <= @end
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period]
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [dbo].[CRT_Data_LiveChart]
WHERE [CRTD_PairSymbol] = @pair
and [CRTD_TargetName] = '2Hours'
End
ELSE IF @resolution = '240'
Begin
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [CRT_Data_4Hours]
WHERE [CRTD_Period] >= @start
AND [CRTD_Period] <= @end
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period]
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [dbo].[CRT_Data_LiveChart]
WHERE [CRTD_PairSymbol] = @pair
and [CRTD_TargetName] = '4Hours'
End
ELSE IF @resolution = '480'
Begin
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [CRT_Data_8Hours]
WHERE [CRTD_Period] >= @start
AND [CRTD_Period] <= @end
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period]
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [dbo].[CRT_Data_LiveChart]
WHERE [CRTD_PairSymbol] = @pair
and [CRTD_TargetName] = '8Hours'
End
ELSE IF @resolution = 'D'
Begin
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [CRT_Data_1Day]
WHERE [CRTD_Period] >= @start
AND [CRTD_Period] <= @end
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period]
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [dbo].[CRT_Data_LiveChart]
WHERE [CRTD_PairSymbol] = @pair
and [CRTD_TargetName] = '1Day'
End
ELSE IF @resolution = 'W'
Begin
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [CRT_Data_1Week]
WHERE [CRTD_Period] >= @start
AND [CRTD_Period] <= @end
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period]
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [dbo].[CRT_Data_LiveChart]
WHERE [CRTD_PairSymbol] = @pair
and [CRTD_TargetName] = '1Week'
End
ELSE IF @resolution = 'M'
Begin
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [CRT_Data_1Month]
WHERE [CRTD_Period] >= @start
AND [CRTD_Period] <= @end
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period]
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [dbo].[CRT_Data_LiveChart]
WHERE [CRTD_PairSymbol] = @pair
and [CRTD_TargetName] = '1Month'
End
ELSE
Begin
---- 1 Minute
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [CRT_Data_1Minute]
WHERE [CRTD_Period] >= @start
AND [CRTD_Period] <= @end
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period]
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [dbo].[CRT_Data_LiveChart]
WHERE [CRTD_PairSymbol] = @pair
and [CRTD_TargetName] = '1Minute'
End
RETURN 0
GO
/****** Object: StoredProcedure [dbo].[USP_CRT_GetData_LastBars] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE PROCEDURE [dbo].[USP_CRT_GetData_LastBars]
@pair varchar(50),
@toDate DATETIME = Null,
@numOfBars int,
@resolution varchar(10)
AS
SET NOCOUNT ON
SET TRANSACTION ISOLATION LEVEL READ UNCOMMITTED
IF @toDate Is Null
SET @toDate = GetDate()
/*
---- Example :
Exec [USP_CRT_GetData_LastBars] 'EURUSD','2016-05-23 15:25', 25,'W'
*/
IF @resolution = '5'
Begin
SELECT Top (@numOfBars)
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
into #Charts_5
FROM [CRT_Data_5Minutes]
WHERE 1 = 1
AND [CRTD_Period] <= @toDate
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period] Desc
SELECT * FROM #Charts_5
ORDER BY [Timestamp]
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [dbo].[CRT_Data_LiveChart]
WHERE [CRTD_PairSymbol] = @pair
and [CRTD_TargetName] = '5Minutes'
End
ELSE IF @resolution = '15'
Begin
SELECT Top (@numOfBars)
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
into #Charts_15
FROM [CRT_Data_15Minutes]
WHERE 1 = 1
AND [CRTD_Period] <= @toDate
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period] Desc
SELECT * FROM #Charts_15
ORDER BY [Timestamp]
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [dbo].[CRT_Data_LiveChart]
WHERE [CRTD_PairSymbol] = @pair
and [CRTD_TargetName] = '15Minutes'
End
ELSE IF @resolution = '30'
Begin
SELECT Top (@numOfBars)
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
into #Charts_30
FROM [CRT_Data_30Minutes]
WHERE 1 = 1
AND [CRTD_Period] <= @toDate
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period] Desc
SELECT * FROM #Charts_30
ORDER BY [Timestamp]
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [dbo].[CRT_Data_LiveChart]
WHERE [CRTD_PairSymbol] = @pair
and [CRTD_TargetName] = '30Minutes'
End
ELSE IF @resolution = '60'
Begin
SELECT Top (@numOfBars)
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
into #Charts_60
FROM [CRT_Data_1Hour]
WHERE 1 = 1
AND [CRTD_Period] <= @toDate
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period] Desc
SELECT * FROM #Charts_60
ORDER BY [Timestamp]
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [dbo].[CRT_Data_LiveChart]
WHERE [CRTD_PairSymbol] = @pair
and [CRTD_TargetName] = '1Hour'
End
ELSE IF @resolution = '120'
Begin
SELECT Top (@numOfBars)
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
into #Charts_120
FROM [CRT_Data_2Hours]
WHERE 1 = 1
AND [CRTD_Period] <= @toDate
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period] Desc
SELECT * FROM #Charts_120
ORDER BY [Timestamp]
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [dbo].[CRT_Data_LiveChart]
WHERE [CRTD_PairSymbol] = @pair
and [CRTD_TargetName] = '2Hours'
End
ELSE IF @resolution = '240'
Begin
SELECT Top (@numOfBars)
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
into #Charts_240
FROM [CRT_Data_4Hours]
WHERE 1 = 1
AND [CRTD_Period] <= @toDate
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period] Desc
SELECT * FROM #Charts_240
ORDER BY [Timestamp]
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [dbo].[CRT_Data_LiveChart]
WHERE [CRTD_PairSymbol] = @pair
and [CRTD_TargetName] = '4Hours'
End
ELSE IF @resolution = '480'
Begin
SELECT Top (@numOfBars)
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
into #Charts_480
FROM [CRT_Data_8Hours]
WHERE 1 = 1
AND [CRTD_Period] <= @toDate
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period] Desc
SELECT * FROM #Charts_480
ORDER BY [Timestamp]
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [dbo].[CRT_Data_LiveChart]
WHERE [CRTD_PairSymbol] = @pair
and [CRTD_TargetName] = '8Hours'
End
ELSE IF @resolution = 'D'
Begin
SELECT Top (@numOfBars)
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
into #Charts_D
FROM [CRT_Data_1Day]
WHERE 1 = 1
AND [CRTD_Period] <= @toDate
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period] Desc
SELECT * FROM #Charts_D
ORDER BY [Timestamp]
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [dbo].[CRT_Data_LiveChart]
WHERE [CRTD_PairSymbol] = @pair
and [CRTD_TargetName] = '1Day'
End
ELSE IF @resolution = 'W'
Begin
SELECT Top (@numOfBars)
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
into #Charts_W
FROM [CRT_Data_1Week]
WHERE 1 = 1
AND [CRTD_Period] <= @toDate
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period] Desc
SELECT * FROM #Charts_W
ORDER BY [Timestamp]
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [dbo].[CRT_Data_LiveChart]
WHERE [CRTD_PairSymbol] = @pair
and [CRTD_TargetName] = '1Week'
End
ELSE IF @resolution = 'M'
Begin
SELECT Top (@numOfBars)
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
into #Charts_M
FROM [CRT_Data_1Month]
WHERE 1 = 1
AND [CRTD_Period] <= @toDate
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period] Desc
SELECT * FROM #Charts_M
ORDER BY [Timestamp]
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [dbo].[CRT_Data_LiveChart]
WHERE [CRTD_PairSymbol] = @pair
and [CRTD_TargetName] = '1Month'
End
ELSE
Begin
---- 1 Minute
SELECT Top (@numOfBars)
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
into #Charts
FROM [CRT_Data_1Minute]
WHERE 1 = 1
AND [CRTD_Period] <= @toDate
AND [CRTD_PairSymbol] = @pair
ORDER BY [CRTD_Period] Desc
SELECT * FROM #Charts
ORDER BY [Timestamp]
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
FROM [dbo].[CRT_Data_LiveChart]
WHERE [CRTD_PairSymbol] = @pair
and [CRTD_TargetName] = '1Minute'
End
RETURN 0
GO
/****** Object: StoredProcedure [dbo].[USP_CRT_GetLiveData] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE PROCEDURE [dbo].[USP_CRT_GetLiveData]
AS
SELECT
[CRTD_Period] as 'Timestamp'
,[CRTD_BidOpeningValue] as 'BidOpen'
,[CRTD_BidClosingValue] as 'BidClose'
,[CRTD_BidLowValue] as 'BidLow'
,[CRTD_BidHighValue] as 'BidHigh'
,[CRTD_MidOpeningValue] as 'MidOpen'
,[CRTD_MidClosingValue] as 'MidClose'
,[CRTD_MidLowValue] as 'MidLow'
,[CRTD_MidHighValue] as 'MidHigh'
,[CRTD_PairSymbol] as 'PairSymbol'
,CASE [CRTD_TargetName]
WHEN '5Minutes' THEN '5'
WHEN '15Minutes' THEN '15'
WHEN '30Minutes' THEN '30'
WHEN '1Hour' THEN '60'
WHEN '2Hours' THEN '120'
WHEN '4Hours' THEN '240'
WHEN '8Hours' THEN '480'
WHEN '1Day' THEN 'D'
WHEN '1Week' THEN 'W'
WHEN '1Month' THEN 'M'
ELSE '1'
END as 'Interval'
FROM [dbo].[CRT_Data_LiveChart]
RETURN 0
GO
/****** Object: StoredProcedure [dbo].[USP_CRT_LiveChartDataInit] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
/*
*/
CREATE Procedure [dbo].[USP_CRT_LiveChartDataInit]
@PairSymbol varchar(50)
AS
--- EXEC USP_CRT_LiveChartDataInit @PairSymbol = 'SYBGBP'
---- truncate table [CRT_Data_LiveChart]
--delete from CRT_Data_LiveChart where [CRTD_PairSymbol] = @PairSymbol
IF EXISTS ( select 1 from [CRT_Data_LiveChart] where [CRTD_PairSymbol] = @PairSymbol)
Begin
print 'Data Already Exists'
Return 1
End
INSERT INTO [dbo].[CRT_Data_LiveChart]
([CRTD_TargetName]
,[CRTD_Period]
,[CRTD_FirstQuote]
,[CRTD_LastQuote]
,[CRTD_PairSymbol]
,[CRTD_BidOpeningValue]
,[CRTD_BidClosingValue]
,[CRTD_BidLowValue]
,[CRTD_BidHighValue]
,[CRTD_MidOpeningValue]
,[CRTD_MidClosingValue]
,[CRTD_MidLowValue]
,[CRTD_MidHighValue]
,[CRTD_DateModified]
)
select top 1 '15Minutes' AS [CRTD_TargetName],
Max([CRTD_Period]) AS [CRTD_Period] ,
Max([CRTD_LastQuote]) AS [CRTD_FirstQuote],
Max([CRTD_LastQuote]) AS [CRTD_LastQuote],
@PairSymbol [CRTD_PairSymbol],
0 AS [CRTD_BidOpeningValue],
0 AS [CRTD_BidClosingValue],
Max([CRTD_BidLowValue]) AS [CRTD_BidLowValue],
Min([CRTD_BidHighValue]) AS [CRTD_BidHighValue],
0 AS [CRTD_MidOpeningValue],
0 AS [CRTD_MidClosingValue],
Max([CRTD_MidLowValue]) AS [CRTD_MidLowValue],
Min([CRTD_MidHighValue]) AS [CRTD_MidHighValue],
GetDate() AS [CRTD_DateModified]
from [dbo].[CRT_Data_15Minutes] with (nolock)
WHERE [CRTD_PairSymbol] = @PairSymbol
Group By [CRTD_PairSymbol]
UNION
select '1Day' AS [CRTD_TargetName],
Max([CRTD_Period]) AS [CRTD_Period] ,
Max([CRTD_LastQuote]) AS [CRTD_FirstQuote],
Max([CRTD_LastQuote]) AS [CRTD_LastQuote],
[CRTD_PairSymbol],
0 AS [CRTD_BidOpeningValue],
0 AS [CRTD_BidClosingValue],
Max([CRTD_BidLowValue]) AS [CRTD_BidLowValue],
Min([CRTD_BidHighValue]) AS [CRTD_BidHighValue],
0 AS [CRTD_MidOpeningValue],
0 AS [CRTD_MidClosingValue],
Max([CRTD_MidLowValue]) AS [CRTD_MidLowValue],
Min([CRTD_MidHighValue]) AS [CRTD_MidHighValue],
GetDate() AS [CRTD_DateModified]
from [dbo].[CRT_Data_1Day] with (nolock)
WHERE [CRTD_PairSymbol] = @PairSymbol
Group By [CRTD_PairSymbol]
UNION
select '1Hour' AS [CRTD_TargetName],
Max([CRTD_Period]) AS [CRTD_Period] ,
Max([CRTD_LastQuote]) AS [CRTD_FirstQuote],
Max([CRTD_LastQuote]) AS [CRTD_LastQuote],
[CRTD_PairSymbol],
0 AS [CRTD_BidOpeningValue],
0 AS [CRTD_BidClosingValue],
Max([CRTD_BidLowValue]) AS [CRTD_BidLowValue],
Min([CRTD_BidHighValue]) AS [CRTD_BidHighValue],
0 AS [CRTD_MidOpeningValue],
0 AS [CRTD_MidClosingValue],
Max([CRTD_MidLowValue]) AS [CRTD_MidLowValue],
Min([CRTD_MidHighValue]) AS [CRTD_MidHighValue],
GetDate() AS [CRTD_DateModified]
from [dbo].[CRT_Data_1Hour] with (nolock)
WHERE [CRTD_PairSymbol] = @PairSymbol
Group By [CRTD_PairSymbol]
UNION
select '1Minute' AS [CRTD_TargetName],
Max([CRTD_Period]) AS [CRTD_Period] ,
Max([CRTD_LastQuote]) AS [CRTD_FirstQuote],
Max([CRTD_LastQuote]) AS [CRTD_LastQuote],
[CRTD_PairSymbol],
0 AS [CRTD_BidOpeningValue],
0 AS [CRTD_BidClosingValue],
Max([CRTD_BidLowValue]) AS [CRTD_BidLowValue],
Min([CRTD_BidHighValue]) AS [CRTD_BidHighValue],
0 AS [CRTD_MidOpeningValue],
0 AS [CRTD_MidClosingValue],
Max([CRTD_MidLowValue]) AS [CRTD_MidLowValue],
Min([CRTD_MidHighValue]) AS [CRTD_MidHighValue],
GetDate() AS [CRTD_DateModified]
from [dbo].[CRT_Data_1Minute] with (nolock)
WHERE [CRTD_PairSymbol] = @PairSymbol
Group By [CRTD_PairSymbol]
UNION
select '1Month' AS [CRTD_TargetName],
Max([CRTD_Period]) AS [CRTD_Period] ,
Max([CRTD_LastQuote]) AS [CRTD_FirstQuote],
Max([CRTD_LastQuote]) AS [CRTD_LastQuote],
[CRTD_PairSymbol],
0 AS [CRTD_BidOpeningValue],
0 AS [CRTD_BidClosingValue],
Max([CRTD_BidLowValue]) AS [CRTD_BidLowValue],
Min([CRTD_BidHighValue]) AS [CRTD_BidHighValue],
0 AS [CRTD_MidOpeningValue],
0 AS [CRTD_MidClosingValue],
Max([CRTD_MidLowValue]) AS [CRTD_MidLowValue],
Min([CRTD_MidHighValue]) AS [CRTD_MidHighValue],
GetDate() AS [CRTD_DateModified]
from [dbo].[CRT_Data_1Month] with (nolock)
WHERE [CRTD_PairSymbol] = @PairSymbol
Group By [CRTD_PairSymbol]
UNION
select '1Week' AS [CRTD_TargetName],
Max([CRTD_Period]) AS [CRTD_Period] ,
Max([CRTD_LastQuote]) AS [CRTD_FirstQuote],
Max([CRTD_LastQuote]) AS [CRTD_LastQuote],
[CRTD_PairSymbol],
0 AS [CRTD_BidOpeningValue],
0 AS [CRTD_BidClosingValue],
Max([CRTD_BidLowValue]) AS [CRTD_BidLowValue],
Min([CRTD_BidHighValue]) AS [CRTD_BidHighValue],
0 AS [CRTD_MidOpeningValue],
0 AS [CRTD_MidClosingValue],
Max([CRTD_MidLowValue]) AS [CRTD_MidLowValue],
Min([CRTD_MidHighValue]) AS [CRTD_MidHighValue],
GetDate() AS [CRTD_DateModified]
from [dbo].[CRT_Data_1Week] with (nolock)
WHERE [CRTD_PairSymbol] = @PairSymbol
Group By [CRTD_PairSymbol]
UNION
select '2Hours' AS [CRTD_TargetName],
Max([CRTD_Period]) AS [CRTD_Period] ,
Max([CRTD_LastQuote]) AS [CRTD_FirstQuote],
Max([CRTD_LastQuote]) AS [CRTD_LastQuote],
[CRTD_PairSymbol],
0 AS [CRTD_BidOpeningValue],
0 AS [CRTD_BidClosingValue],
Max([CRTD_BidLowValue]) AS [CRTD_BidLowValue],
Min([CRTD_BidHighValue]) AS [CRTD_BidHighValue],
0 AS [CRTD_MidOpeningValue],
0 AS [CRTD_MidClosingValue],
Max([CRTD_MidLowValue]) AS [CRTD_MidLowValue],
Min([CRTD_MidHighValue]) AS [CRTD_MidHighValue],
GetDate() AS [CRTD_DateModified]
from [dbo].[CRT_Data_2Hours] with (nolock)
WHERE [CRTD_PairSymbol] = @PairSymbol
Group By [CRTD_PairSymbol]
UNION
select '30Minutes' AS [CRTD_TargetName],
Max([CRTD_Period]) AS [CRTD_Period] ,
Max([CRTD_LastQuote]) AS [CRTD_FirstQuote],
Max([CRTD_LastQuote]) AS [CRTD_LastQuote],
[CRTD_PairSymbol],
0 AS [CRTD_BidOpeningValue],
0 AS [CRTD_BidClosingValue],
Max([CRTD_BidLowValue]) AS [CRTD_BidLowValue],
Min([CRTD_BidHighValue]) AS [CRTD_BidHighValue],
0 AS [CRTD_MidOpeningValue],
0 AS [CRTD_MidClosingValue],
Max([CRTD_MidLowValue]) AS [CRTD_MidLowValue],
Min([CRTD_MidHighValue]) AS [CRTD_MidHighValue],
GetDate() AS [CRTD_DateModified]
from [dbo].[CRT_Data_30Minutes] with (nolock)
WHERE [CRTD_PairSymbol] = @PairSymbol
Group By [CRTD_PairSymbol]
UNION
select '4Hours' AS [CRTD_TargetName],
Max([CRTD_Period]) AS [CRTD_Period] ,
Max([CRTD_LastQuote]) AS [CRTD_FirstQuote],
Max([CRTD_LastQuote]) AS [CRTD_LastQuote],
[CRTD_PairSymbol],
0 AS [CRTD_BidOpeningValue],
0 AS [CRTD_BidClosingValue],
Max([CRTD_BidLowValue]) AS [CRTD_BidLowValue],
Min([CRTD_BidHighValue]) AS [CRTD_BidHighValue],
0 AS [CRTD_MidOpeningValue],
0 AS [CRTD_MidClosingValue],
Max([CRTD_MidLowValue]) AS [CRTD_MidLowValue],
Min([CRTD_MidHighValue]) AS [CRTD_MidHighValue],
GetDate() AS [CRTD_DateModified]
from [dbo].[CRT_Data_4Hours] with (nolock)
WHERE [CRTD_PairSymbol] = @PairSymbol
Group By [CRTD_PairSymbol]
UNION
select '5Minutes' AS [CRTD_TargetName],
Max([CRTD_Period]) AS [CRTD_Period] ,
Max([CRTD_LastQuote]) AS [CRTD_FirstQuote],
Max([CRTD_LastQuote]) AS [CRTD_LastQuote],
[CRTD_PairSymbol],
0 AS [CRTD_BidOpeningValue],
0 AS [CRTD_BidClosingValue],
Max([CRTD_BidLowValue]) AS [CRTD_BidLowValue],
Min([CRTD_BidHighValue]) AS [CRTD_BidHighValue],
0 AS [CRTD_MidOpeningValue],
0 AS [CRTD_MidClosingValue],
Max([CRTD_MidLowValue]) AS [CRTD_MidLowValue],
Min([CRTD_MidHighValue]) AS [CRTD_MidHighValue],
GetDate() AS [CRTD_DateModified]
from [dbo].[CRT_Data_5Minutes] with (nolock)
WHERE [CRTD_PairSymbol] = @PairSymbol
Group By [CRTD_PairSymbol]
UNION
select '8Hours' AS [CRTD_TargetName],
Max([CRTD_Period]) AS [CRTD_Period] ,
Max([CRTD_LastQuote]) AS [CRTD_FirstQuote],
Max([CRTD_LastQuote]) AS [CRTD_LastQuote],
[CRTD_PairSymbol],
0 AS [CRTD_BidOpeningValue],
0 AS [CRTD_BidClosingValue],
Max([CRTD_BidLowValue]) AS [CRTD_BidLowValue],
Min([CRTD_BidHighValue]) AS [CRTD_BidHighValue],
0 AS [CRTD_MidOpeningValue],
0 AS [CRTD_MidClosingValue],
Max([CRTD_MidLowValue]) AS [CRTD_MidLowValue],
Min([CRTD_MidHighValue]) AS [CRTD_MidHighValue],
GetDate() AS [CRTD_DateModified]
from [dbo].[CRT_Data_8Hours] with (nolock)
WHERE [CRTD_PairSymbol] = @PairSymbol
Group By [CRTD_PairSymbol]
ORDER BY 1,2,5
select * from [dbo].[CRT_Data_LiveChart]
WHERE [CRTD_PairSymbol] = @PairSymbol
/*
-- Checks :
select * from [YB_Quotes].[dbo].[PairSymbols] with (nolock)
where [PairSymbol] NOT in (select [CRTD_PairSymbol] collate SQL_Latin1_General_CP1_CI_AS from YB_Charts..[CRT_Data_LiveChart])
select [CRTD_PairSymbol],Count(*)
from [dbo].[CRT_Data_LiveChart] with (nolock)
Group By [CRTD_PairSymbol]
Having count(*) <> 11
*/
GO
/****** Object: StoredProcedure [dbo].[USP_CRT_LiveChartProcess] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE Procedure [dbo].[USP_CRT_LiveChartProcess]
AS
SET NOCOUNT ON
declare @DT_Sec bigint, @StartDate datetime, @interval int, @RefDate datetime
set @StartDate = getdate()
SET @RefDate = '2015-01-01'
--select getdate()
declare @MaxId bigint
Declare @Queue table
( [Id] BIGINT Primary Key Clustered ,
[PairSymbol] [varchar](50) NOT NULL,
[Bid] [float] NOT NULL,
[Ask] [float] NOT NULL,
[Mid] [float] NOT NULL,
[BidProviderId] [tinyint] NOT NULL,
[AskProviderId] [tinyint] NOT NULL,
[BidCreationDate] [datetime] NOT NULL,
[AskCreationDate] [datetime] NOT NULL,
[BidReceivedDate] [datetime] NOT NULL,
[AskReceivedDate] [datetime] NOT NULL,
[SavedDate] [datetime] NOT NULL
)
select @MaxId = Max([Id])
from [YB_Quotes].[dbo].[SpotRatesQueue] with (nolock)
--select @MaxId MaxId
IF @MaxId IS NOT NULL
Begin
DELETE [YB_Quotes].[dbo].[SpotRatesQueue]
OUTPUT DELETED.[Id],
DELETED.[PairSymbol],
DELETED.[Bid],
DELETED.[Ask],
DELETED.[Mid],
DELETED.[BidProviderId],
DELETED.[AskProviderId],
DELETED.[BidCreationDate],
DELETED.[AskCreationDate],
DELETED.[BidReceivedDate],
DELETED.[AskReceivedDate],
DELETED.[SavedDate]
INTO @Queue
WHERE [Id] <= @MaxId
select
[PairSymbol],
convert(varchar(16),[BidReceivedDate],121) as [minute],
min([Bid]) as Bid_Low , --- Low
max([Bid]) as Bid_High, --- High
min([Mid]) as Mid_Low , --- Low
max([Mid]) as Mid_High, --- High
Count([Id]) as Cnt
INTO #c2
from @Queue
where 1=1
group by convert(varchar(16), [BidReceivedDate] ,121) ,[PairSymbol]
select
[PairSymbol],
convert(varchar(16),[BidReceivedDate] ,121) as [minute],
[BidReceivedDate] AS [DateQuote],
[Bid] AS Bid_Val,
[Mid] AS Mid_Val,
ROW_NUMBER() over (partition by [PairSymbol],convert(varchar(16),[BidReceivedDate] ,121) order by [BidReceivedDate] ) as Bid_start,
ROW_NUMBER() over (partition by [PairSymbol],convert(varchar(16),[BidReceivedDate] ,121) order by [BidReceivedDate] desc) as Bid_end
INTO #c3
from @Queue
where 1=1
create index ix_PairSymbol on #c2(PairSymbol)
create index ix_minute on #c2([minute])
create index ix_PairSymbol on #c3(PairSymbol)
create index ix_minute on #c3([minute])
create index ix_Bid_start on #c3(Bid_start)
create index ix_Bid_end on #c3(Bid_end)
UPDATE [dbo].[CRT_Data_LiveChart]
SET [CRTD_Period] = Case when A.[CRTD_Period] > [CRT_Data_LiveChart].[CRTD_Period] then A.[CRTD_Period]
else [CRT_Data_LiveChart].[CRTD_Period] end
,[CRTD_FirstQuote] = Case when A.[CRTD_Period] > [CRT_Data_LiveChart].[CRTD_Period] then A.[CRTD_FirstQuote]
else [CRT_Data_LiveChart].[CRTD_FirstQuote] end
,[CRTD_LastQuote] = A.[CRTD_LastQuote]
,[CRTD_BidOpeningValue] = Case when A.[CRTD_Period] > [CRT_Data_LiveChart].[CRTD_Period] then IsNull([CRTD_BidClosingValue],A.Bid_OpenValue)
else [CRTD_BidOpeningValue] end
,[CRTD_BidClosingValue] = A.Bid_CloseValue
,[CRTD_BidLowValue] = Case when A.[CRTD_Period] > [CRT_Data_LiveChart].[CRTD_Period] then A.Bid_Low
when A.Bid_Low < [CRTD_BidLowValue] then A.Bid_Low
else [CRTD_BidLowValue] end
,[CRTD_BidHighValue] = Case when A.[CRTD_Period] > [CRT_Data_LiveChart].[CRTD_Period] then A.Bid_High
when A.Bid_High > [CRTD_BidHighValue] then A.Bid_High
else [CRTD_BidHighValue] end
,[CRTD_MidOpeningValue] = Case when A.[CRTD_Period] > [CRT_Data_LiveChart].[CRTD_Period] then IsNull([CRTD_MidClosingValue],A.Mid_OpenValue) else [CRTD_MidOpeningValue] end
,[CRTD_MidClosingValue] = A.Mid_CloseValue
,[CRTD_MidLowValue] = Case when A.[CRTD_Period] > [CRT_Data_LiveChart].[CRTD_Period] then A.Mid_Low
when A.Mid_Low < [CRTD_MidLowValue] then A.Mid_Low
else [CRTD_MidLowValue] end
,[CRTD_MidHighValue] = Case when A.[CRTD_Period] > [CRT_Data_LiveChart].[CRTD_Period] then A.Mid_High
when A.Mid_High > [CRTD_MidHighValue] then A.Mid_High
else [CRTD_MidHighValue] end
,[CRTD_DateModified] = GetDate()
,[CRTD_Rows] = Case when A.[CRTD_Period] > [CRT_Data_LiveChart].[CRTD_Period] then IsNull([CRTD_Rows],0) + Cnt
else Cnt end
From
(
select '1Minute' AS [Target],
/* Case when (datediff(second,@RefDate,Cast(convert(char(16), GetDate(),121) as datetime)) /(60*1))*(60*1) =datediff(second,@RefDate,Cast(convert(char(16), GetDate(),121) as datetime))
then '1Minute' Else Null End As [Ind], */
c2.[minute] [CRTD_Period],
c3.[DateQuote] [CRTD_FirstQuote],
c3_Bid.[DateQuote] [CRTD_LastQuote],
c2.PairSymbol,
c3.Bid_Val as Bid_OpenValue,
IsNull(c3_Bid.Bid_Val,0) as Bid_CloseValue,
Bid_Low,
Bid_High,
IsNull(c3.Mid_Val,0) as Mid_OpenValue,
IsNull(c3_Bid.Mid_Val,0) as Mid_CloseValue,
Mid_Low,
Mid_High,
GetDate() As Date_Inserted,
c2.Cnt
from #c2 C2
Inner join #c3 C3 on c2.[PairSymbol] = c3.[PairSymbol] and c2.[minute] = c3.[minute] and Bid_start =1
Inner join #c3 as c3_Bid on c2.[PairSymbol] = c3_Bid.[PairSymbol] and c2.[minute] = c3_Bid.[minute] and c3_Bid.Bid_end =1
Where 1=1
UNION
select '5Minutes' AS [Target],
/* Case when (datediff(second,@RefDate,Cast(convert(char(16), GetDate(),121) as datetime)) /(60*5))*(60*5) =datediff(second,@RefDate,Cast(convert(char(16), GetDate(),121) as datetime))
then '5Minutes' Else Null End As [Ind], */
dateadd(minute, datepart(minute, C2.[minute]) / 5 * 5 - datepart(minute, C2.[minute]), C2.[minute]) [CRTD_Period],
c3.[DateQuote] [CRTD_FirstQuote],
c3_Bid.[DateQuote] [CRTD_LastQuote],
c2.PairSymbol,
c3.Bid_Val as Bid_OpenValue,
IsNull(c3_Bid.Bid_Val,0) as Bid_CloseValue,
Bid_Low,
Bid_High,
IsNull(c3.Mid_Val,0) as Mid_OpenValue,
IsNull(c3_Bid.Mid_Val,0) as Mid_CloseValue,
Mid_Low,
Mid_High,
GetDate() As Date_Inserted,
c2.Cnt
from #c2 AS c2
Inner join #c3 as c3 on c2.[PairSymbol] = c3.[PairSymbol] and c2.[minute] = c3.[minute] and Bid_start =1
Inner join #c3 as c3_Bid on c2.[PairSymbol] = c3_Bid.[PairSymbol] and c2.[minute] = c3_Bid.[minute] and c3_Bid.Bid_end =1
Where 1=1
UNION
select '15Minutes' AS [Target],
/* Case when (datediff(second,@RefDate,Cast(convert(char(16), GetDate(),121) as datetime)) /(60*15))*(60*15) =datediff(second,@RefDate,Cast(convert(char(16), GetDate(),121) as datetime))
then '15Minutes' Else Null End As [Ind], */
dateadd(minute, datepart(minute, C2.[minute]) / 15 * 15 - datepart(minute, C2.[minute]), C2.[minute]) [CRTD_Period],
c3.[DateQuote] [CRTD_FirstQuote],
c3_Bid.[DateQuote] [CRTD_LastQuote],
c2.PairSymbol,
c3.Bid_Val as Bid_OpenValue,
IsNull(c3_Bid.Bid_Val,0) as Bid_CloseValue,
Bid_Low,
Bid_High,
IsNull(c3.Mid_Val,0) as Mid_OpenValue,
IsNull(c3_Bid.Mid_Val,0) as Mid_CloseValue,
Mid_Low,
Mid_High,
GetDate() As Date_Inserted,
c2.Cnt
from #c2 as c2
Inner join #c3 as c3 on c2.[PairSymbol] = c3.[PairSymbol] and c2.[minute] = c3.[minute] and Bid_start =1
Inner join #c3 as c3_Bid on c2.[PairSymbol] = c3_Bid.[PairSymbol] and c2.[minute] = c3_Bid.[minute] and c3_Bid.Bid_end =1
Where 1=1
UNION
select '30Minutes' AS [Target],
/* Case when (datediff(second,@RefDate,Cast(convert(char(16), GetDate(),121) as datetime)) /(60*30))*(60*30) =datediff(second,@RefDate,Cast(convert(char(16), GetDate(),121) as datetime))
then '30Minutes' Else Null End As [Ind], */
dateadd(minute, datepart(minute, C2.[minute]) / 30 * 30 - datepart(minute, C2.[minute]), C2.[minute]) [CRTD_Period],
c3.[DateQuote] [CRTD_FirstQuote],
c3_Bid.[DateQuote] [CRTD_LastQuote],
c2.PairSymbol,
c3.Bid_Val as Bid_OpenValue,
IsNull(c3_Bid.Bid_Val,0) as Bid_CloseValue,
Bid_Low,
Bid_High,
IsNull(c3.Mid_Val,0) as Mid_OpenValue,
IsNull(c3_Bid.Mid_Val,0) as Mid_CloseValue,
Mid_Low,
Mid_High,
GetDate() As Date_Inserted,
c2.Cnt
from #c2 as c2
Inner join #c3 as c3 on c2.[PairSymbol] = c3.[PairSymbol] and c2.[minute] = c3.[minute] and Bid_start =1
Inner join #c3 as c3_Bid on c2.[PairSymbol] = c3_Bid.[PairSymbol] and c2.[minute] = c3_Bid.[minute] and c3_Bid.Bid_end =1
Where 1=1
UNION
select '1Hour' AS [Target],
/* Case when (datediff(second,@RefDate,Cast(convert(char(16), GetDate(),121) as datetime)) /(60*60))*(60*60) =datediff(second,@RefDate,Cast(convert(char(16), GetDate(),121) as datetime))
then '1Hour' Else Null End As [Ind], */
dateadd(minute, datepart(minute, C2.[minute]) / 60 * 60 - datepart(minute, C2.[minute]), C2.[minute])
[CRTD_Period],
c3.[DateQuote] [CRTD_FirstQuote],
c3_Bid.[DateQuote] [CRTD_LastQuote],
c2.PairSymbol,
c3.Bid_Val as Bid_OpenValue,
IsNull(c3_Bid.Bid_Val,0) as Bid_CloseValue,
Bid_Low,
Bid_High,
IsNull(c3.Mid_Val,0) as Mid_OpenValue,
IsNull(c3_Bid.Mid_Val,0) as Mid_CloseValue,
Mid_Low,
Mid_High,
GetDate() As Date_Inserted,
c2.Cnt
from #c2 as c2
Inner join #c3 as c3 on c2.[PairSymbol] = c3.[PairSymbol] and c2.[minute] = c3.[minute] and Bid_start =1
Inner join #c3 as c3_Bid on c2.[PairSymbol] = c3_Bid.[PairSymbol] and c2.[minute] = c3_Bid.[minute] and c3_Bid.Bid_end =1
Where 1=1
UNION
select '2Hours' AS [Target],
/* Case when (datediff(second,@RefDate,Cast(convert(char(16), GetDate(),121) as datetime)) /(60*60*2))*(60*60*2) =datediff(second,@RefDate,Cast(convert(char(16), GetDate(),121) as datetime))
then '2Hours' Else Null End As [Ind], */
--dateadd(minute, datepart(minute, C2.[minute]) / 120 * 120 - datepart(minute, C2.[minute]), C2.[minute])
dateadd(hour, datepart(hour, dateadd(minute, datepart(minute, C2.[minute]) / 120 * 120 - datepart(minute, C2.[minute]), C2.[minute]) ) / 2 * 2 - datepart(hour, dateadd(minute, datepart(minute, C2.[minute]) / 120 * 120 - datepart(minute, C2.[minute]), C2.[minute]) ), dateadd(minute, datepart(minute, C2.[minute]) / 120 * 120 - datepart(minute, C2.[minute]), C2.[minute]) )
[CRTD_Period],
c3.[DateQuote] [CRTD_FirstQuote],
c3_Bid.[DateQuote] [CRTD_LastQuote],
c2.PairSymbol,
c3.Bid_Val as Bid_OpenValue,
IsNull(c3_Bid.Bid_Val,0) as Bid_CloseValue,
Bid_Low,
Bid_High,
IsNull(c3.Mid_Val,0) as Mid_OpenValue,
IsNull(c3_Bid.Mid_Val,0) as Mid_CloseValue,
Mid_Low,
Mid_High,
GetDate() As Date_Inserted,
c2.Cnt
from #c2 as c2
Inner join #c3 as c3 on c2.[PairSymbol] = c3.[PairSymbol] and c2.[minute] = c3.[minute] and Bid_start =1
Inner join #c3 as c3_Bid on c2.[PairSymbol] = c3_Bid.[PairSymbol] and c2.[minute] = c3_Bid.[minute] and c3_Bid.Bid_end =1
Where 1=1
UNION
select '4Hours' AS [Target],
/* Case when (datediff(second,@RefDate,Cast(convert(char(16), GetDate(),121) as datetime)) /(60*60*4))*(60*60*4) =datediff(second,@RefDate,Cast(convert(char(16), GetDate(),121) as datetime))
then '4Hours' Else Null End As [Ind], */
--dateadd(minute, datepart(minute, C2.[minute]) / 120 * 120 - datepart(minute, C2.[minute]), C2.[minute])
dateadd(hour, datepart(hour, dateadd(minute, datepart(minute, C2.[minute]) / 240 * 240 - datepart(minute, C2.[minute]), C2.[minute]) ) / 4 * 4 - datepart(hour, dateadd(minute, datepart(minute, C2.[minute]) / 240 * 240 - datepart(minute, C2.[minute]), C2.[minute]) ), dateadd(minute, datepart(minute, C2.[minute]) / 240 * 240 - datepart(minute, C2.[minute]), C2.[minute]) )
[CRTD_Period],
c3.[DateQuote] [CRTD_FirstQuote],
c3_Bid.[DateQuote] [CRTD_LastQuote],
c2.PairSymbol,
c3.Bid_Val as Bid_OpenValue,
IsNull(c3_Bid.Bid_Val,0) as Bid_CloseValue,
Bid_Low,
Bid_High,
IsNull(c3.Mid_Val,0) as Mid_OpenValue,
IsNull(c3_Bid.Mid_Val,0) as Mid_CloseValue,
Mid_Low,
Mid_High,
GetDate() As Date_Inserted,
c2.Cnt
from #c2 as c2
Inner join #c3 as c3 on c2.[PairSymbol] = c3.[PairSymbol] and c2.[minute] = c3.[minute] and Bid_start =1
Inner join #c3 as c3_Bid on c2.[PairSymbol] = c3_Bid.[PairSymbol] and c2.[minute] = c3_Bid.[minute] and c3_Bid.Bid_end =1
Where 1=1
UNION
select '8Hours' AS [Target],
/* Case when (datediff(second,@RefDate,Cast(convert(char(16), GetDate(),121) as datetime)) /(60*60*8))*(60*60*8) =datediff(second,@RefDate,Cast(convert(char(16), GetDate(),121) as datetime))
then '8Hours' Else Null End As [Ind], */
--dateadd(minute, datepart(minute, C2.[minute]) / 120 * 120 - datepart(minute, C2.[minute]), C2.[minute])
dateadd(hour, datepart(hour, dateadd(minute, datepart(minute, C2.[minute]) / 480 * 480 - datepart(minute, C2.[minute]), C2.[minute]) ) / 8 * 8 - datepart(hour, dateadd(minute, datepart(minute, C2.[minute]) / 480 * 480 - datepart(minute, C2.[minute]), C2.[minute]) ), dateadd(minute, datepart(minute, C2.[minute]) / 480 * 480 - datepart(minute, C2.[minute]), C2.[minute]) )
[CRTD_Period],
c3.[DateQuote] [CRTD_FirstQuote],
c3_Bid.[DateQuote] [CRTD_LastQuote],
c2.PairSymbol,
c3.Bid_Val as Bid_OpenValue,
IsNull(c3_Bid.Bid_Val,0) as Bid_CloseValue,
Bid_Low,
Bid_High,
IsNull(c3.Mid_Val,0) as Mid_OpenValue,
IsNull(c3_Bid.Mid_Val,0) as Mid_CloseValue,
Mid_Low,
Mid_High,
GetDate() As Date_Inserted,
c2.Cnt
from #c2 as c2
Inner join #c3 as c3 on c2.[PairSymbol] = c3.[PairSymbol] and c2.[minute] = c3.[minute] and Bid_start =1
Inner join #c3 as c3_Bid on c2.[PairSymbol] = c3_Bid.[PairSymbol] and c2.[minute] = c3_Bid.[minute] and c3_Bid.Bid_end =1
Where 1=1
UNION
select '1Week' AS [Target],
/* Case when dateadd(day, -datepart(weekday, Cast(Convert(char(10),c2.[minute],121) as datetime))+1 , Cast(Convert(char(10),c2.[minute],121) as datetime))
= dateadd(day, -datepart(weekday, Cast(Convert(char(10),GetDate(),121) as datetime))+1 , Cast(Convert(char(10),GetDate(),121) as datetime))
then '1Week' Else Null End As [Ind], */
dateadd(day, -datepart(weekday, Cast(Convert(char(10),c2.[minute],121) as datetime))+1 , Cast(Convert(char(10),c2.[minute],121) as datetime))
[CRTD_Period],
c3.[DateQuote] [CRTD_FirstQuote],
c3_Bid.[DateQuote] [CRTD_LastQuote],
c2.PairSymbol,
c3.Bid_Val as Bid_OpenValue,
IsNull(c3_Bid.Bid_Val,0) as Bid_CloseValue,
Bid_Low,
Bid_High,
IsNull(c3.Mid_Val,0) as Mid_OpenValue,
IsNull(c3_Bid.Mid_Val,0) as Mid_CloseValue,
Mid_Low,
Mid_High,
GetDate() As Date_Inserted,
c2.Cnt
from #c2 as c2
Inner join #c3 as c3 on c2.[PairSymbol] = c3.[PairSymbol] and c2.[minute] = c3.[minute] and Bid_start =1
Inner join #c3 as c3_Bid on c2.[PairSymbol] = c3_Bid.[PairSymbol] and c2.[minute] = c3_Bid.[minute] and c3_Bid.Bid_end =1
Where 1=1
UNION
select '1Day' AS [Target],
/* Case when Cast(Convert(char(10),c2.[minute],121) as datetime) = Cast(Convert(char(10),GetDate(),121) as datetime)
then '1Day' Else Null End As [Ind], */
Cast(Convert(char(10),c2.[minute],121) as datetime) [CRTD_Period],
c3.[DateQuote] [CRTD_FirstQuote],
c3_Bid.[DateQuote] [CRTD_LastQuote],
c2.PairSymbol,
c3.Bid_Val as Bid_OpenValue,
IsNull(c3_Bid.Bid_Val,0) as Bid_CloseValue,
Bid_Low,
Bid_High,
IsNull(c3.Mid_Val,0) as Mid_OpenValue,
IsNull(c3_Bid.Mid_Val,0) as Mid_CloseValue,
Mid_Low,
Mid_High,
GetDate() As Date_Inserted,
c2.Cnt
from #c2 as c2
Inner join #c3 as c3 on c2.[PairSymbol] = c3.[PairSymbol] and c2.[minute] = c3.[minute] and Bid_start =1
Inner join #c3 as c3_Bid on c2.[PairSymbol] = c3_Bid.[PairSymbol] and c2.[minute] = c3_Bid.[minute] and c3_Bid.Bid_end =1
Where 1=1
UNION
---select dateadd(day,-datepart(day,getdate())+1,Cast(Convert(char(10),GetDate(),121) as datetime) )
---select dateadd(day,-datepart(day,c2.[minute])+1,Cast(Convert(char(10),c2.[minute],121) as datetime) )
select '1Month' AS [Target],
/* Case when dateadd(day,-datepart(day,c2.[minute])+1,Cast(Convert(char(10),c2.[minute],121) as datetime) ) = Cast(Convert(char(10),GetDate(),121) as datetime)
then '1Month' Else Null End As [Ind], */
dateadd(day,-datepart(day,c2.[minute])+1,Cast(Convert(char(10),c2.[minute],121) as datetime) ) [CRTD_Period],
c3.[DateQuote] [CRTD_FirstQuote],
c3_Bid.[DateQuote] [CRTD_LastQuote],
c2.PairSymbol,
c3.Bid_Val as Bid_OpenValue,
IsNull(c3_Bid.Bid_Val,0) as Bid_CloseValue,
Bid_Low,
Bid_High,
IsNull(c3.Mid_Val,0) as Mid_OpenValue,
IsNull(c3_Bid.Mid_Val,0) as Mid_CloseValue,
Mid_Low,
Mid_High,
GetDate() As Date_Inserted,
c2.Cnt
from #c2 as c2
Inner join #c3 as c3 on c2.[PairSymbol] = c3.[PairSymbol] and c2.[minute] = c3.[minute] and Bid_start =1
Inner join #c3 as c3_Bid on c2.[PairSymbol] = c3_Bid.[PairSymbol] and c2.[minute] = c3_Bid.[minute] and c3_Bid.Bid_end =1
Where 1=1
) AS A
Where [CRTD_TargetName] = A.[Target] collate SQL_Latin1_General_CP1_CI_AS
And [CRTD_PairSymbol] = A.PairSymbol collate SQL_Latin1_General_CP1_CI_AS
--and PairSymbol = 'AUDUSD'
--and Target = '1Minute'
drop table #c2
drop table #c3
End
-- select datediff(ms,@StartDate,getdate()) TimeToProcess
---- select * from [dbo].[CRT_Data_LiveChart] where [CRTD_PairSymbol] = 'AUDUSD' AND [CRTD_TargetName] = '1Minute'
GO
/****** Object: StoredProcedure [dbo].[USP_StudyTemplate_AddOrUpdate] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE PROCEDURE [dbo].[USP_StudyTemplate_AddOrUpdate]
@client VARCHAR(100),
@user VARCHAR(300),
@templateName VARCHAR(300),
@content TEXT
AS
MERGE [StudyTemplate] as st
USING (VALUES(@client,@user,@templateName,@content)) as s ([Client], [User], [TemplateName], [Content])
ON st.[Client]=s.[Client] AND st.[User] = s.[User] AND st.[TemplateName] = s.[TemplateName]
WHEN MATCHED
THEN UPDATE SET [Content] = s.[Content]
WHEN NOT MATCHED THEN
INSERT ([Client], [User], [TemplateName], [Content])
VALUES(@client, @user, @templateName, @content)
;
RETURN 0
GO
/****** Object: StoredProcedure [dbo].[USP_StudyTemplate_Delete] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE PROCEDURE [dbo].[USP_StudyTemplate_Delete]
@client VARCHAR(100),
@user VARCHAR(300),
@templateName VARCHAR(300)
AS
DELETE FROM [StudyTemplate]
WHERE [Client]=@client AND [User] = @user AND [TemplateName] = @templateName
RETURN 0
GO
/****** Object: StoredProcedure [dbo].[USP_StudyTemplate_GetNames] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE PROCEDURE [dbo].[USP_StudyTemplate_GetNames]
@client VARCHAR(100),
@user VARCHAR(300)
AS
SELECT [TemplateName]
FROM [StudyTemplate]
WHERE [Client]=@client AND [User]=@user
RETURN 0
GO
/****** Object: StoredProcedure [dbo].[USP_StudyTemplate_GetStudy] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE PROCEDURE [dbo].[USP_StudyTemplate_GetStudy]
@client VARCHAR(100),
@user VARCHAR(300),
@templateName VARCHAR(300)
AS
SELECT [TemplateName], [Content]
FROM [StudyTemplate]
WHERE [Client]=@client AND [User]=@user AND [TemplateName]=@templateName
RETURN 0
GO
/****** Object: StoredProcedure [dbo].[USP_UTIL_CRT_ReAggDay] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
--exec USP_UTIL_CRT_Validation '2016-06-03'
CREATE procedure [dbo].[USP_UTIL_CRT_ReAggDay]
(@checkDay datetime)
as
declare @TableName sysname,@UnitDefinition varchar(15),@TimeUnit varchar(10),@TimeInterval varchar(10),@sql nvarchar(max),@minLastRun datetime,@Source_TableName sysname
create table #temp (CRTD_ID int,
CRTD_Period datetime,
CRTD_FirstQuote datetime,
CRTD_LastQuote datetime,
CRTD_PairSymbol varchar(15),
CRTD_BidOpeningValue float ,
CRTD_BidClosingValue float ,
CRTD_BidLowValue float ,
CRTD_BidHighValue float ,
CRTD_MidOpeningValue float ,
CRTD_MidClosingValue float ,
CRTD_MidLowValue float ,
CRTD_MidHighValue float,
StartIntervalDate datetime,
EndIntervalDate datetime)
create index ix_StartIntervalDate on #temp(StartIntervalDate)
create table #temp1 (StartPeriod datetime,
EndPeriod datetime,
First_Quote datetime,
Last_Quote datetime,
CRTD_PairSymbol varchar(15),
BidMin_Value float,
BidMax_Value float,
MidMin_Value float,
MidMax_Value float,
Min_RowId int,
Max_RowId int,
BidOpen_Value float,
BidClose_Value float,
MidOpen_Value float,
MidClose_Value float )
declare cTasks cursor local static for
select CRTT_TableName, CRTT_UnitDefinition
from CRT_tasks with (nolock)
where CRTT_Name <> '1Minute'
and CRTT_IsActive = 1 and CRTT_Source_TableName <> ''
order by CRTT_ID
open cTasks
fetch next from cTasks into @TableName, @UnitDefinition
while @@fetch_status = 0
begin
truncate table #temp
truncate table #temp1
set @TimeUnit=substring(@UnitDefinition,1,1)
set @TimeInterval=substring(@UnitDefinition,2,4)
SELECT @TimeUnit=CASE @TimeUnit when 'N' then 'minute'
when 'H' then 'hour'
when 'D' then 'day'
when 'W' then 'Week'
when 'M' then 'Month'
end
set @SQL =
'insert into #temp(CRTD_Period,CRTD_FirstQuote,CRTD_LastQuote,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_BidClosingValue,CRTD_BidLowValue,CRTD_BidHighValue,CRTD_MidOpeningValue,
CRTD_MidClosingValue,CRTD_MidLowValue,CRTD_MidHighValue,StartIntervalDate,EndIntervalDate)
SELECT CRTD_Period ,CRTD_FirstQuote ,CRTD_LastQuote ,CRTD_PairSymbol ,CRTD_BidOpeningValue ,CRTD_BidClosingValue
,CRTD_BidLowValue ,CRTD_BidHighValue ,CRTD_MidOpeningValue ,CRTD_MidClosingValue ,CRTD_MidLowValue ,CRTD_MidHighValue,
dateadd('+@TimeUnit+', datediff('+@TimeUnit+',0,CRTD_Period) /'+ @TimeInterval+' * '+@TimeInterval+', 0) as StartIntervalDate,
dateadd(millisecond,-3,dateadd('+@TimeUnit+','+@TimeInterval+', (dateadd('+@TimeUnit+', datediff('+@TimeUnit+',0,CRTD_Period) / '+@TimeInterval+' * '+@TimeInterval+', 0)))) as EndIntervalDate
from YB_Charts.dbo.CRT_Data_1Minute (nolock)
where CRTD_Period BETWEEN CAST(@checkDay AS DATE) AND CAST(dateadd(millisecond,-3,@checkDay+1) AS DATEtIME)'
exec sp_executesql @SQL,N'@checkDay datetime ',@checkDay
if @TimeUnit='Week'--change so the week will be from sunday to saturday
begin
UPDATE #temp
SET StartIntervalDate=StartIntervalDate-1,
EndIntervalDate=EndIntervalDate-1
end
insert into #temp1
(StartPeriod, EndPeriod, First_Quote, Last_Quote, CRTD_PairSymbol, BidMin_Value, BidMax_Value, MidMin_Value, MidMax_Value)
select StartIntervalDate,
EndIntervalDate,
min(CRTD_FirstQuote) First_Quote, max(CRTD_LastQuote) Last_Quote,
A.CRTD_PairSymbol,
min(CRTD_BidLowValue) BidMin_Value, max(CRTD_BidHighValue) BidMax_Value,
min(CRTD_MidLowValue) MidMin_Value, max(CRTD_MidHighValue) MidMax_Value
from #temp A
group by StartIntervalDate,EndIntervalDate,A.CRTD_PairSymbol
update A
set BidOpen_Value = B.CRTD_BidOpeningValue,
MidOpen_Value = B.CRTD_MidOpeningValue
FROM #temp1 A
INNER JOIN (select StartIntervalDate,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_MidOpeningValue,ROW_NUMBER() over (partition by CRTD_PairSymbol,StartIntervalDate order by crtd_period) as rownum
from #temp) B ON A.CRTD_PairSymbol = B.CRTD_PairSymbol and A.StartPeriod=B.StartIntervalDate
where B.rownum=1
update A
set BidClose_Value = B.CRTD_BidClosingValue,
MidClose_Value = B.CRTD_MidClosingValue
FROM #temp1 A
INNER JOIN (select StartIntervalDate,CRTD_PairSymbol,CRTD_BidClosingValue,CRTD_MidClosingValue,ROW_NUMBER() over (partition by CRTD_PairSymbol,StartIntervalDate order by crtd_period desc) as rownum
from #temp) B ON A.CRTD_PairSymbol = B.CRTD_PairSymbol and A.StartPeriod=B.StartIntervalDate
where B.rownum=1
set @SQL =
'delete from ' + quotename(@TableName) +
' where CRTD_Period BETWEEN CAST(@checkDay AS DATE) AND CAST(dateadd(millisecond,-3,@checkDay+1) AS DATEtIME)'
exec sp_executesql @SQL,N'@checkDay datetime ',@checkDay
set @SQL =
'insert into ' + quotename(@TableName) +
'(CRTD_Period, CRTD_FirstQuote, CRTD_LastQuote, CRTD_PairSymbol,
CRTD_BidOpeningValue, CRTD_BidClosingValue, CRTD_BidLowValue,CRTD_BidHighValue,
CRTD_MidOpeningValue, CRTD_MidClosingValue, CRTD_MidLowValue,CRTD_MidHighValue)
select StartPeriod, First_Quote, Last_Quote, A.CRTD_PairSymbol, BidOpen_Value, BidClose_Value, BidMin_Value, BidMax_Value,
MidOpen_Value, MidClose_Value, MidMin_Value, MidMax_Value
from #temp1 A'
exec(@SQL)
fetch next from cTasks into @TableName, @UnitDefinition
end
close cTasks
deallocate cTasks
drop table #temp
drop table #temp1
GO
/****** Object: StoredProcedure [dbo].[USP_UTIL_CRT_Validation] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
--exec USP_UTIL_CRT_Validation '2016-12-12'
CREATE procedure [dbo].[USP_UTIL_CRT_Validation]
(@checkDay datetime,@fixMismatch bit=0)
as
declare @TableName sysname,@UnitDefinition varchar(15),@TimeUnit varchar(10),@TimeInterval varchar(10),@sql nvarchar(max),@minLastRun datetime,@mismatchfound bit
create table #temp (CRTD_ID int,
CRTD_Period datetime,
CRTD_FirstQuote datetime,
CRTD_LastQuote datetime,
CRTD_PairSymbol varchar(15),
CRTD_BidOpeningValue float ,
CRTD_BidClosingValue float ,
CRTD_BidLowValue float ,
CRTD_BidHighValue float ,
CRTD_MidOpeningValue float ,
CRTD_MidClosingValue float ,
CRTD_MidLowValue float ,
CRTD_MidHighValue float,
StartIntervalDate datetime,
EndIntervalDate datetime)
create index ix_StartIntervalDate on #temp(StartIntervalDate)
create table #temp1 (StartPeriod datetime,
EndPeriod datetime,
First_Quote datetime,
Last_Quote datetime,
CRTD_PairSymbol varchar(15),
BidMin_Value float,
BidMax_Value float,
MidMin_Value float,
MidMax_Value float,
Min_RowId int,
Max_RowId int,
BidOpen_Value float,
BidClose_Value float,
MidOpen_Value float,
MidClose_Value float )
create table #MismatchRecords
(CRTD_Period datetime,
CRTD_FirstQuote datetime,
CRTD_LastQuote datetime ,
CRTD_PairSymbol varchar(15),
CRTD_BidOpeningValue float,
CRTD_BidClosingValue float,
CRTD_BidLowValue float,
CRTD_BidHighValue float,
CRTD_MidOpeningValue float,
CRTD_MidClosingValue float,
CRTD_MidLowValue float,
CRTD_MidHighValue float)
SELECT CRTD_PairSymbol ,max([CRTD_LastQuote]) as max_LastQuote
into #LastQuote
from [YB_Charts].[dbo].[CRT_Data_1Minute](nolock)
where CRTD_Period>getdate()-7
group by CRTD_PairSymbol
select CRTT_TableName, CRTT_UnitDefinition
into #TablesToCheck
from CRT_tasks with (nolock)
where CRTT_Name <> '1Minute'
and CRTT_IsActive = 1 and CRTT_Source_TableName <> ''
order by crtt_id
if datepart(weekday,@checkDay)<>1
delete from #TablesToCheck where CRTT_TableName='CRT_Data_1Week'
if datepart(day,@checkDay)<>1
delete from #TablesToCheck where CRTT_TableName='CRT_Data_1Month'
declare cTasks cursor local static for
select CRTT_TableName, CRTT_UnitDefinition
from #TablesToCheck
--where CRTT_TableName = 'CRT_Data_1Month'
open cTasks
fetch next from cTasks into @TableName, @UnitDefinition
while @@fetch_status = 0
begin
set @mismatchfound=0
truncate table #temp
truncate table #temp1
truncate table #MismatchRecords
set @TimeUnit=substring(@UnitDefinition,1,1)
set @TimeInterval=substring(@UnitDefinition,2,4)
SELECT @TimeUnit=CASE @TimeUnit when 'N' then 'minute'
when 'H' then 'hour'
when 'D' then 'day'
when 'W' then 'Week'
when 'M' then 'Month'
end
set @SQL =
'insert into #temp(CRTD_Period,CRTD_FirstQuote,CRTD_LastQuote,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_BidClosingValue,CRTD_BidLowValue,CRTD_BidHighValue,CRTD_MidOpeningValue,
CRTD_MidClosingValue,CRTD_MidLowValue,CRTD_MidHighValue,StartIntervalDate,EndIntervalDate)
SELECT CRTD_Period ,CRTD_FirstQuote ,CRTD_LastQuote ,CRTD_PairSymbol ,CRTD_BidOpeningValue ,CRTD_BidClosingValue
,CRTD_BidLowValue ,CRTD_BidHighValue ,CRTD_MidOpeningValue ,CRTD_MidClosingValue ,CRTD_MidLowValue ,CRTD_MidHighValue,
dateadd('+@TimeUnit+', datediff('+@TimeUnit+',0,CRTD_Period) /'+ @TimeInterval+' * '+@TimeInterval+', 0) as StartIntervalDate,
dateadd(millisecond,-3,dateadd('+@TimeUnit+','+@TimeInterval+', (dateadd('+@TimeUnit+', datediff('+@TimeUnit+',0,CRTD_Period) / '+@TimeInterval+' * '+@TimeInterval+', 0)))) as EndIntervalDate
from YB_Charts.dbo.CRT_Data_1Minute (nolock)'
if @TimeUnit in ('minute','hour')
set @SQL = @SQL +' where CRTD_Period BETWEEN CAST(@checkDay AS DATE) AND dateadd(ms,-3,@checkDay+1)'
else if @TimeUnit ='Week'
begin
set @SQL = @SQL +' where dateadd('+@TimeUnit+', datediff('+@TimeUnit+',0,CRTD_Period) /'+ @TimeInterval+' * '+@TimeInterval+', 0)-1 =CAST(@checkDay AS DATE)
and CRTD_Period BETWEEN CAST(@checkDay AS DATE) and CAST(@checkDay+6 AS DATE)'
set @SQL=replace(@SQL,'as StartIntervalDate','-1 as StartIntervalDate')
set @SQL=replace(@SQL,'as EndIntervalDate','-1 as EndIntervalDate')
end
else
set @SQL = @SQL +' where dateadd('+@TimeUnit+', datediff('+@TimeUnit+',0,CRTD_Period) /'+ @TimeInterval+' * '+@TimeInterval+', 0) =CAST(@checkDay AS DATE)'
--print @sql
exec sp_executesql @SQL,N'@checkDay datetime ',@checkDay
insert into #temp1
(StartPeriod, EndPeriod, First_Quote, Last_Quote, CRTD_PairSymbol, BidMin_Value, BidMax_Value, MidMin_Value, MidMax_Value)
select StartIntervalDate,
EndIntervalDate,
min(CRTD_FirstQuote) First_Quote, max(CRTD_LastQuote) Last_Quote,
A.CRTD_PairSymbol,
min(CRTD_BidLowValue) BidMin_Value, max(CRTD_BidHighValue) BidMax_Value,
min(CRTD_MidLowValue) MidMin_Value, max(CRTD_MidHighValue) MidMax_Value
from #temp A
inner join #LastQuote B on A.CRTD_PairSymbol=B.CRTD_PairSymbol
where A.EndIntervalDate<=B.max_LastQuote
group by StartIntervalDate,EndIntervalDate,A.CRTD_PairSymbol
update A
set BidOpen_Value = B.CRTD_BidOpeningValue,
MidOpen_Value = B.CRTD_MidOpeningValue
FROM #temp1 A
INNER JOIN (select StartIntervalDate,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_MidOpeningValue,ROW_NUMBER() over (partition by CRTD_PairSymbol,StartIntervalDate order by crtd_period) as rownum
from #temp) B ON A.CRTD_PairSymbol = B.CRTD_PairSymbol and A.StartPeriod=B.StartIntervalDate
where B.rownum=1
update A
set BidClose_Value = B.CRTD_BidClosingValue,
MidClose_Value = B.CRTD_MidClosingValue
FROM #temp1 A
INNER JOIN (select StartIntervalDate,CRTD_PairSymbol,CRTD_BidClosingValue,CRTD_MidClosingValue,ROW_NUMBER() over (partition by CRTD_PairSymbol,StartIntervalDate order by crtd_period desc) as rownum
from #temp) B ON A.CRTD_PairSymbol = B.CRTD_PairSymbol and A.StartPeriod=B.StartIntervalDate
where B.rownum=1
set @sql='insert into #MismatchRecords
(CRTD_Period,CRTD_FirstQuote,CRTD_LastQuote,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_BidClosingValue,CRTD_BidLowValue,CRTD_BidHighValue,
CRTD_MidOpeningValue,CRTD_MidClosingValue,CRTD_MidLowValue,CRTD_MidHighValue)
select StartPeriod, First_Quote, Last_Quote, CRTD_PairSymbol, BidOpen_Value, BidClose_Value, BidMin_Value, BidMax_Value,
MidOpen_Value, MidClose_Value, MidMin_Value, MidMax_Value
from #temp1
except
select CRTD_Period,CRTD_FirstQuote,CRTD_LastQuote,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_BidClosingValue,CRTD_BidLowValue,CRTD_BidHighValue,
CRTD_MidOpeningValue,CRTD_MidClosingValue,CRTD_MidLowValue,CRTD_MidHighValue
from '+@TableName+' where CRTD_Period BETWEEN CAST(@checkDay AS DATE) AND CAST(dateadd(millisecond,-3,@checkDay+1) AS DATEtIME)'
exec sp_executesql @SQL,N'@checkDay datetime ',@checkDay
if @@rowcount>0
begin
select 'There is mismatch in table '+@TableName+' at '+Convert(varchar(10),@checkDay,120)+'. Here are the mismatched records:'
set @sql='select * from
(select ''Calculated'' as Source,CRTD_Period,CRTD_FirstQuote,CRTD_LastQuote,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_BidClosingValue,CRTD_BidLowValue,CRTD_BidHighValue,
CRTD_MidOpeningValue,CRTD_MidClosingValue,CRTD_MidLowValue,CRTD_MidHighValue
from #MismatchRecords
union all
select ''Saved'' as Source,CRTD_Period,CRTD_FirstQuote,CRTD_LastQuote,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_BidClosingValue,CRTD_BidLowValue,CRTD_BidHighValue,
CRTD_MidOpeningValue,CRTD_MidClosingValue,CRTD_MidLowValue,CRTD_MidHighValue
from '+@TableName+' A
where CRTD_Period BETWEEN CAST(@checkDay AS DATE) AND CAST(dateadd(millisecond,-3,@checkDay+1) AS DATEtIME)
and exists(select 1 from #MismatchRecords B where A.CRTD_Period=B.CRTD_Period and A.CRTD_PairSymbol=B.CRTD_PairSymbol))s
order by CRTD_Period,CRTD_PairSymbol,Source'
exec sp_executesql @SQL,N'@checkDay datetime ',@checkDay
set @mismatchfound=1
end
else
begin
set @sql='insert into #MismatchRecords
(CRTD_Period,CRTD_FirstQuote,CRTD_LastQuote,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_BidClosingValue,CRTD_BidLowValue,CRTD_BidHighValue,
CRTD_MidOpeningValue,CRTD_MidClosingValue,CRTD_MidLowValue,CRTD_MidHighValue)
select CRTD_Period,CRTD_FirstQuote,CRTD_LastQuote,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_BidClosingValue,CRTD_BidLowValue,CRTD_BidHighValue,
CRTD_MidOpeningValue,CRTD_MidClosingValue,CRTD_MidLowValue,CRTD_MidHighValue
from '+@TableName+'
where CRTD_Period BETWEEN CAST(@checkDay AS DATE) AND CAST(dateadd(millisecond,-3,@checkDay+1) AS DATEtIME)
except
select StartPeriod, First_Quote, Last_Quote, CRTD_PairSymbol, BidOpen_Value, BidClose_Value, BidMin_Value, BidMax_Value,
MidOpen_Value, MidClose_Value, MidMin_Value, MidMax_Value
from #temp1'
exec sp_executesql @SQL,N'@checkDay datetime ',@checkDay
if @@rowcount>0
begin
select 'There is mismatch in table '+@TableName+' at '+Convert(varchar(10),@checkDay,120)+'. Here are the mismatched records:'
select * from
(select 'Saved' as Source,CRTD_Period,CRTD_FirstQuote,CRTD_LastQuote,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_BidClosingValue,CRTD_BidLowValue,CRTD_BidHighValue,
CRTD_MidOpeningValue,CRTD_MidClosingValue,CRTD_MidLowValue,CRTD_MidHighValue
from #MismatchRecords
union all
select 'Calculated' as Source,StartPeriod, First_Quote, Last_Quote, CRTD_PairSymbol, BidMin_Value, BidMax_Value, MidMin_Value, MidMax_Value,
MidOpen_Value, MidClose_Value,BidOpen_Value, BidClose_Value
from #temp1 A
where exists(select 1 from #MismatchRecords B where A.StartPeriod=B.CRTD_Period and A.CRTD_PairSymbol=B.CRTD_PairSymbol))s
order by CRTD_Period,CRTD_PairSymbol,Source
set @mismatchfound=1
end
else
select 'There are no mismatches in '+@TableName
end
if @mismatchfound=1 and @fixMismatch=1
begin
set @sql='delete from A
from '+@TableName+' A
inner join #MismatchRecords B on A.CRTD_Period=b.CRTD_Period and A.CRTD_PairSymbol=B.CRTD_PairSymbol'
exec(@sql)
set @sql='insert into '+@TableName+'
(CRTD_Period,CRTD_FirstQuote,CRTD_LastQuote,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_BidClosingValue,CRTD_BidLowValue,CRTD_BidHighValue,
CRTD_MidOpeningValue,CRTD_MidClosingValue,CRTD_MidLowValue,CRTD_MidHighValue)
select StartPeriod, First_Quote, Last_Quote, A.CRTD_PairSymbol, BidOpen_Value, BidClose_Value, BidMin_Value, BidMax_Value,
MidOpen_Value, MidClose_Value, MidMin_Value, MidMax_Value
from #temp1 A
inner join #MismatchRecords B on A.StartPeriod=b.CRTD_Period and A.CRTD_PairSymbol=B.CRTD_PairSymbol'
exec(@sql)
end
fetch next from cTasks into @TableName, @UnitDefinition
end
close cTasks
deallocate cTasks
drop table #temp
drop table #temp1
drop table #MismatchRecords
drop table #LastQuote
drop table #TablesToCheck
GO
/****** Object: StoredProcedure [dbo].[USP_UTIL_CRT_Validation_5min] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
--exec USP_UTIL_CRT_Validation_5min '2016-12-13'
CREATE procedure [dbo].[USP_UTIL_CRT_Validation_5min]
(@checkDay datetime)
as
set nocount on
declare @TableName sysname,@UnitDefinition varchar(15),@TimeUnit varchar(10),@TimeInterval varchar(10),@sql nvarchar(max),@minLastRun datetime
create table #temp (CRTD_ID int,
CRTD_Period datetime,
CRTD_FirstQuote datetime,
CRTD_LastQuote datetime,
CRTD_PairSymbol varchar(15),
CRTD_BidOpeningValue float ,
CRTD_BidClosingValue float ,
CRTD_BidLowValue float ,
CRTD_BidHighValue float ,
CRTD_MidOpeningValue float ,
CRTD_MidClosingValue float ,
CRTD_MidLowValue float ,
CRTD_MidHighValue float,
StartIntervalDate datetime,
EndIntervalDate datetime)
create index ix_StartIntervalDate on #temp(StartIntervalDate)
create table #temp1 (StartPeriod datetime,
EndPeriod datetime,
First_Quote datetime,
Last_Quote datetime,
CRTD_PairSymbol varchar(15),
BidMin_Value float,
BidMax_Value float,
MidMin_Value float,
MidMax_Value float,
Min_RowId int,
Max_RowId int,
BidOpen_Value float,
BidClose_Value float,
MidOpen_Value float,
MidClose_Value float )
create table #MismatchRecords
(CRTD_Period datetime,
CRTD_FirstQuote datetime,
CRTD_LastQuote datetime ,
CRTD_PairSymbol varchar(15),
CRTD_BidOpeningValue float,
CRTD_BidClosingValue float,
CRTD_BidLowValue float,
CRTD_BidHighValue float,
CRTD_MidOpeningValue float,
CRTD_MidClosingValue float,
CRTD_MidLowValue float,
CRTD_MidHighValue float)
SELECT CRTD_PairSymbol ,max([CRTD_LastQuote]) as max_LastQuote
into #LastQuote
from [YB_Charts].[dbo].[CRT_Data_1Minute](nolock)
group by CRTD_PairSymbol
insert into #temp(CRTD_Period,CRTD_FirstQuote,CRTD_LastQuote,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_BidClosingValue,CRTD_BidLowValue,CRTD_BidHighValue,CRTD_MidOpeningValue,
CRTD_MidClosingValue,CRTD_MidLowValue,CRTD_MidHighValue,StartIntervalDate,EndIntervalDate)
SELECT CRTD_Period ,CRTD_FirstQuote ,CRTD_LastQuote ,CRTD_PairSymbol ,CRTD_BidOpeningValue ,CRTD_BidClosingValue
,CRTD_BidLowValue ,CRTD_BidHighValue ,CRTD_MidOpeningValue ,CRTD_MidClosingValue ,CRTD_MidLowValue ,CRTD_MidHighValue,
dateadd(minute, datediff(minute,0,CRTD_Period) /5 * 5, 0) as StartIntervalDate,
dateadd(millisecond,-3,dateadd(minute,5, (dateadd(minute, datediff(minute,0,CRTD_Period) / 5* 5, 0)))) as EndIntervalDate
from YB_Charts.dbo.CRT_Data_1Minute (nolock)
where CRTD_Period BETWEEN CAST(@checkDay AS DATE) AND CAST(dateadd(millisecond,-3,@checkDay+1) AS DATEtIME)
insert into #temp1
(StartPeriod, EndPeriod, First_Quote, Last_Quote, CRTD_PairSymbol, BidMin_Value, BidMax_Value, MidMin_Value, MidMax_Value)
select StartIntervalDate,
EndIntervalDate,
min(CRTD_FirstQuote) First_Quote, max(CRTD_LastQuote) Last_Quote,
A.CRTD_PairSymbol,
min(CRTD_BidLowValue) BidMin_Value, max(CRTD_BidHighValue) BidMax_Value,
min(CRTD_MidLowValue) MidMin_Value, max(CRTD_MidHighValue) MidMax_Value
from #temp A
inner join #LastQuote B on A.CRTD_PairSymbol=B.CRTD_PairSymbol
where A.EndIntervalDate<=B.max_LastQuote
group by StartIntervalDate,EndIntervalDate,A.CRTD_PairSymbol
update A
set BidOpen_Value = B.CRTD_BidOpeningValue,
MidOpen_Value = B.CRTD_MidOpeningValue
FROM #temp1 A
INNER JOIN (select StartIntervalDate,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_MidOpeningValue,ROW_NUMBER() over (partition by CRTD_PairSymbol,StartIntervalDate order by crtd_period) as rownum
from #temp) B ON A.CRTD_PairSymbol = B.CRTD_PairSymbol and A.StartPeriod=B.StartIntervalDate
where B.rownum=1
update A
set BidClose_Value = B.CRTD_BidClosingValue,
MidClose_Value = B.CRTD_MidClosingValue
FROM #temp1 A
INNER JOIN (select StartIntervalDate,CRTD_PairSymbol,CRTD_BidClosingValue,CRTD_MidClosingValue,ROW_NUMBER() over (partition by CRTD_PairSymbol,StartIntervalDate order by crtd_period desc) as rownum
from #temp) B ON A.CRTD_PairSymbol = B.CRTD_PairSymbol and A.StartPeriod=B.StartIntervalDate
where B.rownum=1
insert into #MismatchRecords
(CRTD_Period,CRTD_FirstQuote,CRTD_LastQuote,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_BidClosingValue,CRTD_BidLowValue,CRTD_BidHighValue,
CRTD_MidOpeningValue,CRTD_MidClosingValue,CRTD_MidLowValue,CRTD_MidHighValue)
select StartPeriod, First_Quote, Last_Quote, CRTD_PairSymbol, BidOpen_Value, BidClose_Value, BidMin_Value, BidMax_Value,
MidOpen_Value, MidClose_Value, MidMin_Value, MidMax_Value
from #temp1
except
select CRTD_Period,CRTD_FirstQuote,CRTD_LastQuote,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_BidClosingValue,CRTD_BidLowValue,CRTD_BidHighValue,
CRTD_MidOpeningValue,CRTD_MidClosingValue,CRTD_MidLowValue,CRTD_MidHighValue
from CRT_Data_5Minutes
where CRTD_Period BETWEEN CAST(@checkDay AS DATE) AND CAST(dateadd(millisecond,-3,@checkDay+1) AS DATEtIME)
if @@rowcount>0
begin
select 'There are mismatches in CRT_Data_5Minutes. Here are the mismatched records:'
select * from
(select 'Calculated' as Source,CRTD_Period,CRTD_FirstQuote,CRTD_LastQuote,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_BidClosingValue,CRTD_BidLowValue,CRTD_BidHighValue,
CRTD_MidOpeningValue,CRTD_MidClosingValue,CRTD_MidLowValue,CRTD_MidHighValue
from #MismatchRecords
union all
select 'Saved' as Source,CRTD_Period,CRTD_FirstQuote,CRTD_LastQuote,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_BidClosingValue,CRTD_BidLowValue,CRTD_BidHighValue,
CRTD_MidOpeningValue,CRTD_MidClosingValue,CRTD_MidLowValue,CRTD_MidHighValue
from CRT_Data_5Minutes A
where CRTD_Period BETWEEN CAST(@checkDay AS DATE) AND CAST(dateadd(millisecond,-3,@checkDay+1) AS DATEtIME)
and exists(select 1 from #MismatchRecords B where A.CRTD_Period=B.CRTD_Period and A.CRTD_PairSymbol=B.CRTD_PairSymbol))s
order by CRTD_Period,CRTD_PairSymbol,Source
end
else
begin
insert into #MismatchRecords
(CRTD_Period,CRTD_FirstQuote,CRTD_LastQuote,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_BidClosingValue,CRTD_BidLowValue,CRTD_BidHighValue,
CRTD_MidOpeningValue,CRTD_MidClosingValue,CRTD_MidLowValue,CRTD_MidHighValue)
select CRTD_Period,CRTD_FirstQuote,CRTD_LastQuote,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_BidClosingValue,CRTD_BidLowValue,CRTD_BidHighValue,
CRTD_MidOpeningValue,CRTD_MidClosingValue,CRTD_MidLowValue,CRTD_MidHighValue
from CRT_Data_5Minutes
where CRTD_Period BETWEEN CAST(@checkDay AS DATE) AND CAST(dateadd(millisecond,-3,@checkDay+1) AS DATEtIME)
except
select StartPeriod, First_Quote, Last_Quote, CRTD_PairSymbol, BidOpen_Value, BidClose_Value, BidMin_Value, BidMax_Value,
MidOpen_Value, MidClose_Value, MidMin_Value, MidMax_Value
from #temp1
if @@rowcount>0
begin
select 'There are mismatches in CRT_Data_5Minutes. Here are the mismatched records:'
select * from
(select 'Saved' as Source,CRTD_Period,CRTD_FirstQuote,CRTD_LastQuote,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_BidClosingValue,CRTD_BidLowValue,CRTD_BidHighValue,
CRTD_MidOpeningValue,CRTD_MidClosingValue,CRTD_MidLowValue,CRTD_MidHighValue
from #MismatchRecords
union all
select 'Calculated' as Source,StartPeriod, First_Quote, Last_Quote, CRTD_PairSymbol, BidMin_Value, BidMax_Value, MidMin_Value, MidMax_Value,
MidOpen_Value, MidClose_Value,BidOpen_Value, BidClose_Value
from #temp1 A
where exists(select 1 from #MismatchRecords B where A.StartPeriod=B.CRTD_Period and A.CRTD_PairSymbol=B.CRTD_PairSymbol))s
order by CRTD_Period,CRTD_PairSymbol,Source
end
else
select 'There are no mismatches in CRT_Data_5Minutes at '+convert(varchar(30),@checkDay,120)
end
drop table #temp
drop table #temp1
drop table #MismatchRecords
drop table #LastQuote
GO
/****** Object: StoredProcedure [dbo].[USP_UTIL_INIT_CRT_LastQuote] Script Date: 15/06/2017 15:02:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
create procedure [dbo].[USP_UTIL_INIT_CRT_LastQuote]
AS
/*create table CRT_LastQuote
(TableName varchar(20),
CRTD_PairSymbol varchar(50),
LAST_CRTD_Period datetime,
NEXT_CRTD_Period datetime,
Next_End_period datetime,
LastQuote datetime)
create index ix_TableName on CRT_LastQuote(TableName)
create index ix_CRTD_PairSymbol on CRT_LastQuote(CRTD_PairSymbol)
*/
truncate table CRT_LastQuote
declare @TableName varchar(100),@sql varchar(max),@UnitDefinition varchar(15),@TimeUnit varchar(10),@TimeInterval varchar(10),
@Source_TableName varchar(100)
create table #LastQuote
(CRTD_PairSymbol varchar(20),
max_LastQuote datetime)
insert into #LastQuote
select B.CRTD_PairSymbol,max([CRTD_LastQuote]) as max_LastQuote
from CRT_Data_1Minute B (nolock)
group by B.CRTD_PairSymbol
declare cTasks cursor local static for
select CRTT_TableName,CRTT_UnitDefinition,CRTT_Source_TableName
from CRT_tasks with (nolock)
where 1=1
and CRTT_Name <> '1Minute'
and CRTT_IsActive = 1 and CRTT_Source_TableName <> ''
order by 1
open cTasks
fetch next from cTasks into @TableName, @UnitDefinition,@Source_TableName
while @@fetch_status = 0
begin
set @TimeUnit=substring(@UnitDefinition,1,1)
set @TimeInterval=substring(@UnitDefinition,2,4)
SELECT @TimeUnit=CASE @TimeUnit when 'N' then 'minute'
when 'H' then 'hour'
when 'D' then 'day'
when 'W' then 'Week'
when 'M' then 'Month'
end
Set @SQL =
'insert into CRT_LastQuote(TableName,CRTD_PairSymbol,LAST_CRTD_Period)
SELECT '''+@TableName+''',CRTD_PairSymbol ,max(CRTD_Period)
from ' + quotename(@TableName) + '(nolock)
group by CRTD_PairSymbol '
exec(@SQL)
update A
set LastQuote=B.max_LastQuote
from CRT_LastQuote A
inner join #LastQuote B on A.CRTD_PairSymbol=B.CRTD_PairSymbol
where A.tableName=@TableName
Set @SQL =
'update CRT_LastQuote
set NEXT_CRTD_Period=dateadd('+@TimeUnit+','+@TimeInterval+', (dateadd('+@TimeUnit+', datediff('+@TimeUnit+',0,LAST_CRTD_Period) / '+@TimeInterval+' * '+@TimeInterval+', 0)))
where TableName='''+@TableName+''''
exec(@SQL)
Set @SQL =
'update CRT_LastQuote
set Next_End_period=dateadd('+@TimeUnit+','+@TimeInterval+', (dateadd('+@TimeUnit+', datediff('+@TimeUnit+',0,NEXT_CRTD_Period) / '+@TimeInterval+' * '+@TimeInterval+', 0)))
where TableName='''+@TableName+''''
exec(@SQL)
fetch next from cTasks into @TableName, @UnitDefinition,@Source_TableName
end
close cTasks
deallocate cTasks
drop table #LastQuote
GO
USE [master]
GO
ALTER DATABASE [YB_Charts] SET READ_WRITE
GO
Reference in New Issue View Git Blame Copy Permalink