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Add sample query to scratch.sql

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Avraham Sakal
2023-06-28 21:47:09 -04:00
parent e0e7182ac5
commit e94f0fadaf
1 changed files with 20 additions and 0 deletions
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scratch.sql
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@@ -70,3 +70,23 @@ ORDER BY
strike, strike,
"type" "type"
LIMIT 30; 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" = '?'