Influx DB Schema for OHLC

influx_schema.sql

create database price_history_db

CREATE CONTINUOUS QUERY "cq_1m" ON "price_history_db" BEGIN SELECT MIN(price) as low, MAX(price) as high, FIRST(price) as open, LAST(price) as close, SUM(size) as volume INTO "price_1m" FROM "trade" GROUP BY time(1m), symbol END

CREATE CONTINUOUS QUERY "cq_5m" ON "price_history_db" BEGIN SELECT MIN(low) as low, MAX(high) as high, FIRST(open) as open, LAST(close) as close, SUM(volume) as volume INTO "price_5m" FROM "price_1m" GROUP BY time(5m), symbol END
CREATE CONTINUOUS QUERY "cq_15m" ON "price_history_db" BEGIN SELECT MIN(low) as low, MAX(high) as high, FIRST(open) as open, LAST(close) as close, SUM(volume) as volume INTO "price_15m" FROM "price_5m" GROUP BY time(15m), symbol END
CREATE CONTINUOUS QUERY "cq_1h" ON "price_history_db" BEGIN SELECT MIN(low) as low, MAX(high) as high, FIRST(open) as open, LAST(close) as close, SUM(volume) as volume INTO "price_1h" FROM "price_15m" GROUP BY time(1h), symbol END
CREATE CONTINUOUS QUERY "cq_6h" ON "price_history_db" BEGIN SELECT MIN(low) as low, MAX(high) as high, FIRST(open) as open, LAST(close) as close, SUM(volume) as volume INTO "price_6h" FROM "price_1h" GROUP BY time(6h), symbol END
CREATE CONTINUOUS QUERY "cq_1d" ON "price_history_db" BEGIN SELECT MIN(low) as low, MAX(high) as high, FIRST(open) as open, LAST(close) as close, SUM(volume) as volume INTO "price_1d" FROM "price_6h" GROUP BY time(1d), symbol END
CREATE CONTINUOUS QUERY "cq_7d" ON "price_history_db" BEGIN SELECT MIN(low) as low, MAX(high) as high, FIRST(open) as open, LAST(close) as close, SUM(volume) as volume INTO "price_7d" FROM "price_1d" GROUP BY time(7d), symbol END