Question

I am working with price data for futures contracts. I have data for Dec. 2010 and Mar. 2011, that I have loaded into the db.
I want to generate a flat file with the time series that includes both contracts. So, let’s say Dec. 2010 expires on Dec. 31, 2010. On that day I will switch to the prices from the Mar. ’11 contract. Before that, I do not want to capture the Mar. 11 contract.
I know how to do the first step of the process, i.e. get the data for the Dec. 2010 contract, but I am trying to figure out if I should run a separate query and append to the data file, or is there a way I can modify my SQL to handle the above.
This is the code I have written in my perl file.

my $sql=SELECT c_name, t_date, t_price,t_volume FROM $tblname where c_name='FZ10';

If I write a second query, that will be:

my $sql=SELECT c_name, t_date, t_price,t_volume FROM $tblname where c_name='FH11';

my $sth = $dbh->prepare($sql) or die $dbh->errstr;
$sth->execute or die $sth->errstr;
open(FOUT, "> prices.dat");

Can you please let me know what is the best way to combine these 2 time series (given the date constraints) into a flat file.
thx!

Answer 1

What you are looking for is the UNION operator. Try that query:

SELECT c_name, t_date, t_price,t_volume FROM $tblname where c_name='FZ10'
UNION
SELECT c_name, t_date, t_price,t_volume FROM $tblname where c_name='FH11'