candlestick_agg()

Since 1.14.0

This is the first step for performing financial calculations on raw tick data. Use candlestick_agg to create an intermediate aggregate from your tick data. This intermediate form can then be used by one or more accessors in this group to compute final results.

Optionally, multiple such intermediate aggregate objects can be combined using rollup() before an accessor is applied.

If you’re starting with pre-aggregated candlestick data rather than raw tick data, use the companion candlestick() function instead. This function transforms the existing aggregated data into the correct form for use with the candlestick accessors.

Arguments

The syntax is:

candlestick_agg(
  ts TIMESTAMPTZ,
  price DOUBLE PRECISION,
  volume DOUBLE PRECISION
) RETURNS Candlestick

Name	Type	Default	Required	Description
ts	TIMESTAMPTZ	-	✔	Timestamp associated with stock price
price	DOUBLE PRECISION	-	✔	Stock quote/price at the given time
volume	DOUBLE PRECISION	-	✔	Volume of the trade

Returns

Column	Type	Description
agg	Candlestick	An object storing (timestamp, value) pairs for each of the opening, high, low, and closing prices, in addition to information used to calculate the total volume and Volume Weighted Average Price.