Reputation: 2477
I have a stock market data which looks likes like
instrument_symbol|close |timestamp |
-----------------|------|-------------------|
IOC |134.15|2019-08-05 00:00:00|
YESBANK | 83.75|2019-08-05 00:00:00|
IOC |135.25|2019-08-02 00:00:00|
YESBANK | 88.3|2019-08-02 00:00:00|
IOC |136.95|2019-08-01 00:00:00|
YESBANK | 88.4|2019-08-01 00:00:00|
IOC | 139.3|2019-07-31 00:00:00|
YESBANK | 91.2|2019-07-31 00:00:00|
YESBANK | 86.05|2019-07-30 00:00:00|
IOC | 133.5|2019-07-30 00:00:00|
IOC |138.25|2019-07-29 00:00:00|
I want to transform it to
timestamp, IOC, YESBANK
2019-08-05 00:00:00 134.15 83.75
2019-08-02 00:00:00 135.25 88.3
......
.....
...
format.
Is there some Postgres query to do this? Or do we have to do this programmatically?
Upvotes: 0
Views: 344
Reputation: 1269493
You can use conditional aggregation. In Postgres, I like the filter
syntax:
select "timestamp",
max(close) filter (where instrument_symbol = 'IOC') as ioc,
max(close) filter (where instrument_symbol = 'YESBANK') as yesbank
from t
group by "timestamp"
order by 1 desc;
Upvotes: 2
Reputation: 31648
Use conditional aggregation.
select "timestamp" :: date, max( case
when instrument_symbol = 'IOC'
then close end ) as ioc,
max( case
when instrument_symbol = 'YESBANK'
then close end ) as yesbank FROM t
group by "timestamp" :: date
order by 1 desc
Upvotes: 1