first commit

This commit is contained in:
Alexandru Pisarenco
2021-04-19 22:55:28 +02:00
commit 186f4f11be
21 changed files with 571 additions and 0 deletions

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clickhouse/ddl.sql Normal file
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CREATE TABLE IF NOT EXISTS traderepublic.quotes
(
isin String,
minute_start DateTime,
last_record_timestamp AggregateFunction(max, DateTime),
first_value AggregateFunction(argMin, Int64, DateTime),
last_value AggregateFunction(argMax, Int64, DateTime),
min_value AggregateFunction(min, Int64),
max_value AggregateFunction(max, Int64)
) ENGINE = AggregatingMergeTree()
PARTITION BY isin
ORDER BY (isin, minute_start);
CREATE TABLE IF NOT EXISTS traderepublic.symbols
(
isin String,
description String,
status Int8,
added_on DateTime
) ENGINE = CollapsingMergeTree(status)
PARTITION BY isin
ORDER BY (isin, added_on)