[MonetDB-users] porting a financial time series database from mysql (how to represent datetime fields)

8 May 2009

      Hi monetDb collective,

I am porting a test database over from a MySQL schema, and it currently
looks like this;

CREATE TABLE `MSFT` (
  `date` datetime default NULL,
  `o` decimal(10,0) default NULL,
  `h` decimal(10,0) default NULL,
  `l` decimal(10,0) default NULL,
  `c` decimal(10,0) default NULL,
  `v` decimal(10,0) default NULL,
  `a` decimal(10,0) default NULL,
  `period` varchar(12) default 'daily'
) ENGINE=MyISAM DEFAULT CHARSET=latin1

1) Whats the equivalent monetDB method for representing the datetime of
the start of the OHLC period? 

2) As lots of queries are going to pull all the data from a particular
symbol table to do things like calculate moving average, should I even
be using datetime as the time index, should I use an integer value
instead?

Many thanks,

Tom

[MonetDB-users] porting a financial time series database from mysql (how to represent datetime fields)

Tom H