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PMeinshausen/VWAP.sql

Created September 29, 2014 03:06
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VWAP.sql
--Syntax (version 1.1)
SELECT * FROM VWAP(
ON {table_name | view_name | (query)}
PARTITION BY expression [, ...]
ORDER BY date_column
[PRICE('price_column')]
[VOLUME ('volume_column')]
[TIMEINTERVAL('number_of_seconds')]
[DT('date_column')]
);
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