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11
config/influxdb/build_candles.sql
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11
config/influxdb/build_candles.sql
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SELECT FIRST(open) as open, MAX(high) as high, MIN(low) as low, LAST(close) as close, SUM(volume) as volume INTO "candles_5m" FROM "candles_1m" GROUP BY time(5m), market;
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SELECT FIRST(open) as open, MAX(high) as high, MIN(low) as low, LAST(close) as close, SUM(volume) as volume INTO "candles_15m" FROM "candles_5m" GROUP BY time(15m), market;
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SELECT FIRST(open) as open, MAX(high) as high, MIN(low) as low, LAST(close) as close, SUM(volume) as volume INTO "candles_30m" FROM "candles_15m" GROUP BY time(30m), market;
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SELECT FIRST(open) as open, MAX(high) as high, MIN(low) as low, LAST(close) as close, SUM(volume) as volume INTO "candles_1h" FROM "candles_30m" GROUP BY time(1h), market;
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SELECT FIRST(open) as open, MAX(high) as high, MIN(low) as low, LAST(close) as close, SUM(volume) as volume INTO "candles_2h" FROM "candles_1h" GROUP BY time(2h), market;
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SELECT FIRST(open) as open, MAX(high) as high, MIN(low) as low, LAST(close) as close, SUM(volume) as volume INTO "candles_4h" FROM "candles_2h" GROUP BY time(4h), market;
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SELECT FIRST(open) as open, MAX(high) as high, MIN(low) as low, LAST(close) as close, SUM(volume) as volume INTO "candles_6h" FROM "candles_2h" GROUP BY time(6h), market;
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SELECT FIRST(open) as open, MAX(high) as high, MIN(low) as low, LAST(close) as close, SUM(volume) as volume INTO "candles_12h" FROM "candles_6h" GROUP BY time(6h), market;
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SELECT FIRST(open) as open, MAX(high) as high, MIN(low) as low, LAST(close) as close, SUM(volume) as volume INTO "candles_1d" FROM "candles_4h" GROUP BY time(1d), market;
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SELECT FIRST(open) as open, MAX(high) as high, MIN(low) as low, LAST(close) as close, SUM(volume) as volume INTO "candles_3d" FROM "candles_1d" GROUP BY time(3d), market;
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SELECT FIRST(open) as open, MAX(high) as high, MIN(low) as low, LAST(close) as close, SUM(volume) as volume INTO "candles_1w" FROM "candles_1d" GROUP BY time(1w), market;
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