Query 3
Finds the most “volatile” stocks (highest variance in prices) in the last 5 seconds.
SELECT stock_symbol, VARIANCE(share_price) var FROM trade WHERE trade_time * 1 > ( NOW() - 5 ) GROUP BY stock_symbol ORDER BY var DESC;
Finds the most “volatile” stocks (highest variance in prices) in the last 5 seconds.
SELECT stock_symbol, VARIANCE(share_price) var FROM trade WHERE trade_time * 1 > ( NOW() - 5 ) GROUP BY stock_symbol ORDER BY var DESC;