7.00.02 - Input - Aster Analytics

Teradata Aster® Analytics Foundation User GuideUpdate 2

Product
Aster Analytics
Release Number
7.00.02
Release Date
September 2017
Content Type
Programming Reference
User Guide
Publication ID
B700-1022-700K
Language
English (United States)

You must partition the input table such that each partition contains all rows of the entity whose volume-weighted average is to be calculated. For example, if the entity is a particular equity share, then all transactions of that share must be in the same partition.

You must sort the input data on the DT column in ascending order.

VWAP Input Table Schema
Column Name Data Type Description
input_column Any [Optional] Column to be copied to the output table.
price_column NUMERIC, INTEGER, BIGINT, or DOUBLE PRECISION Contains the price at which the item traded.
volume_column NUMERIC, INTEGER, BIGINT, or DOUBLE PRECISION Contains the number of units traded in the transaction.
date_column TIMESTAMP Contains the timestamp (date and time) of the trade. The timestamp of the first row in the partition is considered to be the start time of the first interval. The next interval starts immediately after the end of the first, and so on.