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.
| 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. |