Input Table Schema
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.
Column | Data Type | Description |
---|---|---|
input_column | Any | [Column appears zero or more times.] Column to copy to output table. |
price_column | NUMERIC, INTEGER, BIGINT, or DOUBLE PRECISION | Price at which item traded. |
volume_column | NUMERIC, INTEGER, BIGINT, or DOUBLE PRECISION | Number of units traded in transaction. |
time_column | TIMESTAMP | Timestamp (date and time) of trade. Timestamp of first row in partition is considered to be start time of first interval. Second interval starts immediately after end of first interval, and so on. |