SQL数据聚合-将行转换为列-具有数十亿行的表

Question

I have billions of rows in a table. Just pasting a sample data.

ticker     trade_date          trade_time     Price      Volume
---------------------------------------------------------------
AKS         01242017             1025           9.995    75038
AKS         01242017             1030          10        86891
AKS         01242017             1031           9.97     52815
AKS         01242017             1036          10.03     83556
AKS         01242017             1037          10.05     92644

I want to sum the data by trade hour.Usual NYSE hours of 0930 to 1600 hrs.

I want to see the above data as follows

ticker    tdate        1sthour       Avg Price        2nd hour   Avg price
---------------------------------------------------------------------------
AKS        01242017     161929          9.99            229015     10.02

The challenge is I have 42000 different tickers and most tickers may not have data in each hour. In such cases I want 0 displayed for the hour in which there is no sale of stock. Tried case with sum but result does not look good.

Volume is calculated as follows 1st hor 930 - 1030=75038+86891=169129 Avg price=(75038*9.995+86891*10)/(75038+86891)

Answer 1

I think this will do what you want:

select ticker, tdate,
       sum(case when tradetime >= '0930' and tradetime <= '1030' then volume else 0 end) as volume_1,
       avg(case when tradetime >= '0930' and tradetime <= '1030' then price end) as price_1,
       sum(case when tradetime > '1030' and tradetime <= '1130' then volume else 0 end) as volume_2,
       avg(case when tradetime >= '1030' and tradetime <= '1130' then price end) as price_2,
       . . . 
from t
group by ticker, tdate ;