add materialized view to keep individual contract existences

2024-07-05 16:47:15 -04:00
parent cd9dd9fefc
commit df4925e3a4
1 changed files with 15 additions and 0 deletions
@@ -23,6 +23,21 @@ CREATE TABLE option_contract_existences
 ENGINE ReplacingMergeTree()
 PRIMARY KEY (asOfDate, symbol)
 ORDER BY (asOfDate, symbol, expirationDate, strike, type);
+CREATE MATERIALIZED VIEW option_contract_existences_mv TO option_contract_existences
+AS
+SELECT 
+  toDate(tsStart) as asOfDate,
+  symbol,
+  expirationDate,
+  strike,
+  type
+FROM option_contract_aggregates
+GROUP BY 
+  asOfDate,
+  symbol,
+  expirationDate,
+  strike,
+  type;

 CREATE TABLE option_contracts
 (