SELECT
      date_trunc('second', ticktime) AS ticktime ,
      max(last_price) OVER w AS high ,
      min(last_price) OVER w AS low
   FROM czces
   WHERE product_type ='TA' AND contract_month = '2014-08-01 00:00:00'::TIMESTAMP
     WINDOW w AS (
      PARTITION BY date_trunc('second', ticktime)
      ORDER BY ticktime ROWS BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING
      )

SELECT
       t.high,
       t.low
FROM
(

  SELECT generate_series(
    date_trunc('second', min(ticktime)) ,
    date_trunc('second', max(ticktime)) ,
    interval '1 sec'
  ) FROM czces  AS g (time)

  LEFT JOIN
  (
    SELECT
      date_trunc('second', ticktime) AS time ,
      max(last_price) OVER w AS high ,
      min(last_price) OVER w AS low
   FROM czces
   WHERE product_type ='TA' AND contract_month = '2014-08-01 00:00:00'::TIMESTAMP
     WINDOW w AS (
      PARTITION BY date_trunc('second', ticktime)
      ORDER BY ticktime ROWS BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING
      )
  ) t USING (time)



  ORDER BY 1
) AS t ;

SELECT
           t.high,
           t.low
    FROM
    (

      SELECT generate_series(
        date_trunc('second', min(ticktime)) ,
        date_trunc('second', max(ticktime)) ,
        interval '1 sec'
      ) FROM  czces AS g(ticktime)

      LEFT JOIN
      (
        SELECT
          date_trunc('second', ticktime) AS ticktime ,
          max(last_price) OVER w AS high ,
          min(last_price) OVER w AS low
       FROM czces
       WHERE product_type ='TA' AND contract_month = '2014-08-01 00:00:00'::TIMESTAMP
         WINDOW w AS (
          PARTITION BY date_trunc('second', ticktime)
          ORDER BY ticktime ROWS BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING
          )
      ) t USING (ticktime)



      ORDER BY 1
    ) ;

SELECT generate_series(
    date_trunc('second', min(ticktime)) ,
    date_trunc('second', max(ticktime)) ,
    interval '1 sec'
  ) FROM czces  AS g (time)

SELECT generate_series(
    date_trunc('second', min(ticktime)) ,
    date_trunc('second', max(ticktime)) ,
    interval '1 sec'
  ) AS "time" FROM czces;

ERROR:  subquery in FROM must have an alias
    LINE 6: (
            ^
    HINT:  For example, FROM (SELECT ...) [AS] foo.

SELECT
           x.ticktime,
           t.high,
           t.low
    FROM
    (

      SELECT generate_series(
        date_trunc('second', min(ticktime)) ,
        date_trunc('second', max(ticktime)) ,
        interval '1 sec'
      ) AS ticktime FROM czces  ) x

      LEFT JOIN
      (
        SELECT
          date_trunc('second', ticktime) AS ticktime ,
          max(last_price) OVER w AS high ,
          min(last_price) OVER w AS low
       FROM czces
       WHERE product_type ='TA' AND contract_month = '2014-08-01 00:00:00'::TIMESTAMP
         WINDOW w AS (
          PARTITION BY date_trunc('second', ticktime)
          ORDER BY ticktime ROWS BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING
          )
      ) t USING (ticktime)


      ORDER BY 1
    ;