Question

任何人都可以帮助一个SQL查询，每隔1分钟将逐个滴答的数据转换为OHLC（Open \ High \ Low \ Close）吗？我能够获得高低数据，但在打开和关闭时遇到困难。

我的示例数据如下所示：

  idc   ServerDateTime          iDateTime   sSymbol cAsk    cBid    Spread
---------------------------------------------------------------------------
2539581 2017-11-13 00:14:56.357 1510539296  EURUSD  1.16473 1.16460 0.00013
2539582 2017-11-13 00:14:56.373 1510539296  EURUSD  1.16475 1.16461 0.00014
2539583 2017-11-13 00:14:56.423 1510539296  EURUSD  1.16476 1.16462 0.00014
2539584 2017-11-13 00:14:56.520 1510539296  EURUSD  1.16477 1.16463 0.00014
2539585 2017-11-13 00:14:56.643 1510539296  EURUSD  1.16478 1.16463 0.00015
2539586 2017-11-13 00:14:58.207 1510539298  EURUSD  1.16478 1.16464 0.00014
2539587 2017-11-13 00:14:59.477 1510539299  EURUSD  1.16477 1.16464 0.00013
2539588 2017-11-13 00:15:00.337 1510539300  EURUSD  1.16477 1.16463 0.00014
2539589 2017-11-13 00:15:00.747 1510539300  EURUSD  1.16478 1.16463 0.00015
2539590 2017-11-13 00:15:00.873 1510539300  EURUSD  1.16477 1.16463 0.00014
2539591 2017-11-13 00:15:01.510 1510539301  EURUSD  1.16477 1.16464 0.00013

答案有一些类似的问题，但这些问题适用于python和MySQL。

Answer 1

我终于找到了一个在此链接中找到的解决方案。 http://data.stackexchange.com/stackoverflow/query/61772/new

select  min(ServerDateTime) as DateTime
,       max(cBid) as Highest
,       min(cBid) as Lowest
,       min(case when rn_asc = 1 then [cBid] end) as first
,       min(case when rn_desc = 1 then [cBid] end) as Last
from    (
        select  row_number() over (
                    partition by cast(cast(ServerDateTime as float) * 60 * 24 as int)
                    order by ServerDateTime) as rn_asc
        ,       row_number() over (
                    partition by cast(cast(ServerDateTime as float) * 60 * 24 as int)
                    order by ServerDateTime desc) as rn_desc
        ,       *
        from    dbo.MT4TICK
        ) as SubQueryAlias

group by
        cast(cast(ServerDateTime as float) * 60 * 24 as int)
order by DateTime

SQL Server：向OHLC发送滴答数据

1 个答案: