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a guest Apr 17th, 2018 40 Never
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  1. select a.time_stamp / 100000 as bar_time, a.price as bar_open,
  2.     b.bar_high, b.bar_low, c.price as bar_close
  3. FROM
  4. (
  5.     select max(price) as bar_high, min(price) as bar_low, min(id) as first_id, max(id) as last_id
  6.     from [20160104]
  7.     where symbol = 'AAPL' and price_field = 0
  8.     group by (time_stamp / 100000)
  9. ) as b
  10. join [20160104] as a on b.first_id = a.id
  11. join [20160104] as c on b.last_id = c.id
  12. order by bar_time
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