I would like to ask as to how to output a column with the tickerID
.
As of now I have the following:
select distinct
mtime,
avg(lastBid) Bid ,
avg(lastAsk) Ask
from
(Select
a.mtime, a.IntradayTime, f.lastBid, f.lastAsk
from
(select
cte.*,
(select top 1 datetime
from IntradayHistory_1min.dbo.IntradayDataHistory' + @product + '_1min' + '
where datetime <= cte.mtime
and TickerID = ' + cast(@ticker as nvarchar(24)) + '
order by datetime desc) as IntradayTime
from
cte) a
left join
Intradayhistory_1min.dbo.IntradayDataHistory'+ @product + '_1min' + ' f on f.datetime = a.IntradayTime and f.tickerid = ' + cast(@ticker as nvarchar(24)) + ') b
group by
mtime
order by
mtime
option (maxrecursion 0)
A screenshot of dbo.IntradayDataHistory_Rebar_1min
(in this case: Rebar is @product):
Updated for clarification: Output to look like this,
I have tried the following too, which didn't work:
select distinct mtime,
(ticker) tickerid
avg(lastBid) Bid ,
avg(lastAsk) Ask
from ( Select a.mtime, a.IntradayTime, f.tickerid, f.lastBid, f.lastAsk
from (select cte.*, (select top 1 datetime from IntradayHistory_1min.dbo.IntradayDataHistory' + @product + '_1min' + '
where datetime <= cte.mtime and TickerID = ' + cast(@ticker as nvarchar(24)) + ' order by datetime desc) as IntradayTime from cte ) a
left join Intradayhistory_1min.dbo.IntradayDataHistory'+ @product + '_1min' + ' f
on f.datetime = a.IntradayTime and f.tickerid = ' + cast(@ticker as nvarchar(24)) + ' ) b
group by mtime order by mtime option (maxrecursion 0)
The error I get:
Column 'b.tickerid' is invalid in the select list because it is not contained in either an aggregate function or the GROUP BY clause.