Nikolaos Karaolidis
de3989ec35
- Migrate to ClickHouse - Simplify serde renaming - Simplify backfill logic - Compartmentalize database columns Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
39 lines
798 B
SQL
39 lines
798 B
SQL
CREATE TABLE IF NOT EXISTS qrust.assets (
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symbol String,
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class Enum('us_equity' = 1, 'crypto' = 2),
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exchange Enum(
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'AMEX' = 1,
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'ARCA' = 2,
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'BATS' = 3,
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'NASDAQ' = 4,
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'NYSE' = 5,
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'NYSEARCA' = 6,
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'OTC' = 7,
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'CRYPTO' = 8
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),
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time_added DateTime DEFAULT now()
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)
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ENGINE = ReplacingMergeTree()
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PRIMARY KEY symbol;
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CREATE TABLE IF NOT EXISTS qrust.bars (
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symbol String,
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time DateTime,
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open Float64,
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high Float64,
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low Float64,
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close Float64,
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volume Int64,
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trades Int64,
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vwap Float64
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)
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ENGINE = ReplacingMergeTree()
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PRIMARY KEY (symbol, time);
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CREATE TABLE IF NOT EXISTS qrust.bars_validity (
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symbol String,
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time_last DateTime
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)
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ENGINE = ReplacingMergeTree()
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PRIMARY KEY symbol;
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