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@ -23,6 +23,21 @@ CREATE TABLE option_contract_existences
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ENGINE ReplacingMergeTree()
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ENGINE ReplacingMergeTree()
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PRIMARY KEY (asOfDate, symbol)
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PRIMARY KEY (asOfDate, symbol)
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ORDER BY (asOfDate, symbol, expirationDate, strike, type);
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ORDER BY (asOfDate, symbol, expirationDate, strike, type);
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CREATE MATERIALIZED VIEW option_contract_existences_mv TO option_contract_existences
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AS
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SELECT
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toDate(tsStart) as asOfDate,
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symbol,
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expirationDate,
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strike,
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type
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FROM option_contract_aggregates
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GROUP BY
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asOfDate,
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symbol,
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expirationDate,
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strike,
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type;
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CREATE TABLE option_contracts
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CREATE TABLE option_contracts
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(
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(
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