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since ‎2015.06.16

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I'm hoping to get some clarification on how a splayed table should be arranged. There will be be a maximum of roughly 4 million rows and 600 columns.This is what I've got right now:c | t f a---------| ------date | d ssym | s id gopen | fhigh | flow |...
I'm having trouble wrapping my head around how to calculate trailing averages in a table that contains many securities. The examples I've found only demonstrate how to perform the calculation on a single timeseries.q)select from day where bbgid.ticke...
I'm fairly new to databases. My current system uses hdf5 and is really starting to hit its limit.I have roughly 15 years of data for 1000 securities. Each security has ~100 fields of varying frequency:Daily: Open, Close, Adjusted close, Volume, VWAP,...