1.1 - 8.10 - VWAP Input - Teradata Vantage

Teradata Vantage™ - Machine Learning Engine Analytic Function Reference

Teradata Vantage
Release Number
October 2019
Content Type
Programming Reference
Publication ID
English (United States)

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.