cdcaveman
Registered: Aug 2011
Posts: 3514 |
07-31-12 01:50 AM
relational tables just aim to reduce duplicates... IE if you have a binary imput like put or call.. you can turn that into a boolean value of 0 or 1 and have the definition in another table that references it.. once you start getting into huge amounts of data this stuff becomes critical.. i'm no database administrator.. but relational tables do start to make sense quickly when data starts to accumulate.. but realistically one would have to ask.. how much can some of this data can be compressed using relational tables? the quote of database fields below is from live vol website.. alot of these fields make sense to store.. but as you can see not alot of them could be compressed by relational tables.. so the need for it in this case is negligible.
Field List:
Option Quotes
Time, Root, Expiration, Strike, OptionType, Open, High, Low, Close, TradeVolume, BidSize, BestBid, AskSize, BestAsk, Underlying Bid, Underlying Ask, {Regional Exchange: BidSize, Bid, AskSize Ask} x[# of exchanges]
Option Calculations
Time, Root, Expiration, Strike, OptionType, Open, High, Low,Close, TradeVolume, BidSize, BestBid, AskSize, BestAsk, Underlying Bid, Underlying Ask, Implied Underlying Price, Active Underlying Price, Implied Volatility, Delta, Gamma, Theta, Vega, Rho
Option Trades
Time, SequenceNumber, Root, Expiration, Strike, OptionType, Exchange ID, TradeSize, TradePrice, TradeConditionID, CanceledTradeConditionID,BestBid, BestAsk, UnderlyingBid,UnderlyingAsk, {Regional Exchange: BidSize, Bid, AskSize Ask} x[# of exchanges]
PS one cool feature i've thought would be interesting to replicate of the live vol software is
Trades and Quotes (TAQ)
Livevol® also offers the complete recorded history of equity and options tick data including an API to simulate real-time playback. Ask the Livevol® team for additional information.
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