Add sample query to scratch.sql

2023-06-28 21:47:09 -04:00
parent e0e7182ac5
commit e94f0fadaf
1 changed files with 20 additions and 0 deletions
@@ -70,3 +70,23 @@ ORDER BY
  strike,
  "type"
 LIMIT 30;
+
+-- given an underlying, contract type, strike, and front/back expirations: for each quote_date, list prices of calendars:
+SELECT
+  "front_contract"."quote_date",
+  ("back_contract"."ask" - "front_contract"."bid") AS "price"
+FROM
+  "option_quote" AS "front_contract"
+INNER JOIN
+  "option_quote" AS "back_contract"
+  ON
+        "back_contract"."underlying" = "front_contract"."underlying"
+    AND "back_contract"."type" = "front_contract"."type"
+    AND "back_contract"."quote_date" = "front_contract"."quote_date"
+    AND "back_contract"."strike" = "front_contract"."strike"
+    AND "back_contract"."expiration" = '?'
+WHERE
+      "front_contract"."underlying" = '?'
+  AND "front_contract"."type" = 'call'
+  AND "front_contract"."strike" = '?'
+  AND "front_contract"."expiration" = '?'