I am making a small database trading system and I have a problem with duplication which I am unsure how to solve. Basically I have a table with prices with the datetime which that price was set and I also have a table with the time a trade was made. I want to get the correct price based on trade datetime.
USE [a_trading_system]
GO
/****** Object: Table [dbo].[Trade] Script Date: 06/30/2012 14:49:44 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[Trade](
[trade_id] [uniqueidentifier] ROWGUIDCOL NOT NULL,
[trade_volume] [int] NOT NULL,
[trade_action] [varchar](5) NOT NULL,
[trade_date] [datetime] NOT NULL,
[timestap] [timestamp] NOT NULL,
[trader_id] [int] NOT NULL,
[exch_ticker] [varchar](8) NOT NULL,
CONSTRAINT [PK_Trades] PRIMARY KEY CLUSTERED
(
[trade_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
ALTER TABLE [dbo].[Trade] WITH CHECK ADD CONSTRAINT [FK_Trade_Contract] FOREIGN KEY([exch_ticker])
REFERENCES [dbo].[Contract] ([exch_ticker])
GO
ALTER TABLE [dbo].[Trade] CHECK CONSTRAINT [FK_Trade_Contract]
GO
ALTER TABLE [dbo].[Trade] WITH CHECK ADD CONSTRAINT [FK_Trade_Trader] FOREIGN KEY([trader_id])
REFERENCES [dbo].[Trader] ([trader_id])
GO
ALTER TABLE [dbo].[Trade] CHECK CONSTRAINT [FK_Trade_Trader]
GO
ALTER TABLE [dbo].[Trade] ADD CONSTRAINT [DF_Trades_trade_id] DEFAULT (newid()) FOR [trade_id]
GO
USE [a_trading_system]
GO
/****** Object: Table [dbo].[Contract] Script Date: 06/30/2012 14:56:19 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[Contract](
[exch_ticker] [varchar](8) NOT NULL,
[exch_name] [varchar](50) NULL,
[portfolio_id] [varchar](8) NOT NULL,
[region_cd] [varchar](5) NULL,
CONSTRAINT [PK_Contract] PRIMARY KEY CLUSTERED
(
[exch_ticker] 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
ALTER TABLE [dbo].[Contract] WITH CHECK ADD CONSTRAINT [FK_Contract_portfolio] FOREIGN KEY([portfolio_id])
REFERENCES [dbo].[portfolio] ([portfolio_id])
GO
ALTER TABLE [dbo].[Contract] CHECK CONSTRAINT [FK_Contract_portfolio]
GO
ALTER TABLE [dbo].[Contract] WITH CHECK ADD CONSTRAINT [FK_Contract_region] FOREIGN KEY([region_cd])
REFERENCES [dbo].[Region] ([region_cd])
GO
ALTER TABLE [dbo].[Contract] CHECK CONSTRAINT [FK_Contract_region]
GO
USE [a_trading_system]
GO
/****** Object: Table [dbo].[price_details] Script Date: 06/30/2012 14:58:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[price_details](
[price_id] [int] IDENTITY(1,1) NOT NULL,
[exch_ticker] [varchar](8) NOT NULL,
[price_set_date] [datetime] NOT NULL,
[buy_price] [decimal](7, 2) NOT NULL,
[sell_price] [decimal](7, 2) NOT NULL,
CONSTRAINT [PK_price_detail] PRIMARY KEY CLUSTERED
(
[price_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
ALTER TABLE [dbo].[price_details] WITH CHECK ADD CONSTRAINT [FK_price_details_Contract] FOREIGN KEY([exch_ticker])
REFERENCES [dbo].[Contract] ([exch_ticker])
GO
ALTER TABLE [dbo].[price_details] CHECK CONSTRAINT [FK_price_details_Contract]
GO
View
USE [a_trading_system]
GO
/****** Object: View [dbo].[V_all_uk] Script Date: 06/30/2012 14:39:18 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
ALTER VIEW [dbo].[V_all_uk]
AS
SELECT distinct
co.exch_ticker,
--co.region_cd,
po.portfolio_type,
r.region_name,
r.currency,
t.trade_id,
t.trade_volume,
t.trade_action,
t.trade_date,
pr.buy_price,
--(select distinct pr.buy_price from price_details pr
--where pr.price_set_date <= t.trade_date or pr.price_set_date >= t.trade_date) as price_details,
--MIN(t.trade_date) as trade_date,
--pr.buy_price,
--pr.sell_price,
--pr.price_set_date, --This is the cause of duplication
--pr.price_set_time,case when t.trade_date IS NOT NULL then
--case
--when t.trade_action = 'Buy' then
--t.trade_volume * max(pr.buy_price)
--else
--case when trade_action = 'Sell' then
--t.trade_volume * max(pr.sell_price)
--end
--end as 'trade_value' ,
tr.trader_name,
tr.trader_address,
tr.phone
FROM dbo.Contract as co
INNER JOIN dbo.Portfolio as po ON co.portfolio_id = po.portfolio_id
INNER JOIN dbo.region as r ON co.region_cd = r.region_cd
INNER JOIN dbo.Trade as t ON co.exch_ticker = t.exch_ticker
INNER JOIN dbo.trader as tr ON t.trader_id = tr.trader_id
inner join dbo.price_details as pr on pr.exch_ticker = t.exch_ticker
where r.region_cd = 'UK'
--group by
--co.exch_ticker,
--co.region_cd,
--po.portfolio_type,
--r.region_name,
--r.currency,
--t.trade_id,
--t.trade_volume,
--t.trade_action,
--pr.buy_price,
--pr.sell_price,
--tr.trader_name,
--tr.trader_address,
--tr.phone
GO
These are the three main tables if you need to see data as well just say because I don’t usually post SQL questions on this website.
Explanation
If a price is set at 12:20 and the price is 100 then at 12:40 the price is 80. These are two date ranges. So if I buy at 12:30 then I am buying at the price of 100 because that is last price. I am also doing my joins in a view so I can see all data. I will post that now.
Thanks
To get the latest price prior to a particular trade date:
You may want to add an index on
exch_ticker/trade_date(desc) toprice_details.