Select less and less records over time? - mysql

Question

I'd like to write a query or stored procedure to retrieve less and less records over time from a relational database.
Think of this like populating the Google Finance stock chart: The past few days will have all ticks fit the day, and the further you go back, less and less ticks are displayed on each date. All ticks will show for today, 50% of ticks will show for one week ago, 30% for one month ago, and 10% for one year ago. Think of this like a gradient.
Is it possible to achieve this with one query? Or perhaps it would be necessary to use multiple queries? What might this look like?
Note that record ids are non-contiguous (there are gaps), but each record has a timestamp for determining order.
Also note that I am using MySQL.
Here is the structure of my table:
quotes
id
security_id
last_price
bid_price
ask_price
date
timestamp
trade_volume
cumulative_volume
average_volume
created_at

Answer 1

Sounds like you are looking for a constant set of records that represent the time-span. You can do so by defining a control date set.
Here's a sample query (doesn't account for weekends and holidays but that can be added):
POPULATE:
CREATE TABLE #quotes
(
id int identity(1,1)
,security_id VARCHAR(50)
,last_price FLOAT
,bid_price FLOAT
,ask_price FLOAT
,[date] DATETIME
,[timestamp] DATETIME
,trade_volume FLOAT
,cumulative_volume FLOAT
,average_volume FLOAT
,created_at DATETIME
)
DECLARE #i int
set #i = 100000
WHILE #i > 0
BEGIN
INSERT INTO #quotes (
security_id
,last_price
,bid_price
,ask_price
,[date]
,[timestamp]
,trade_volume
,cumulative_volume
,average_volume
,created_at
)
values( 'IBM US'
, 100.00 + RAND()
, 100.00 + RAND()
, 100.00 + RAND()
, DATEADD(MINUTE, -1* #i, GETDATE())
, DATEADD(MINUTE, -1* #i, GETDATE())
, 10000000.00 + RAND()*1000000.00
, 10000000.00 + RAND()*1000000.00
, 10000000.00 + RAND()*1000000.00
,getdate())
set #i= #i-1
END
You can change around the time span, but the following will give you around 1000 records that represent the set from start to finish.
DECLARE #StartDate DATETIME,
#EndDate DATETIME,
#j FLOAT,
#step FLOAT
set #StartDate = GETDATE()-20
SET #EndDAte = GETDATE()
set #j = 0.0
CREATE TABLE #TimeTable
(
IntervalDate DATETIME
)
--say you always want 1000 measures
--use the datediff value to define the step size:
select #step = DATEDIFF(MINUTE, #StartDate, #EndDate)/1000.0
WHILE #j < DATEDIFF(MINUTE, #StartDate, #EndDate)
BEGIN
INSERT #TimeTable (IntervalDate) VALUES (DATEADD(minute, #j, #StartDate))
SET #j = #j+#step
print #j
END
select security_id
,last_price
,bid_price
,ask_price
,[date]
,[timestamp]
,trade_volume
,cumulative_volume
,average_volume
,created_at
from #Quotes q
join #TimeTable t on dateadd(mi, datediff(mi, 0, q.date), 0) = dateadd(mi, datediff(mi, 0, t.IntervalDate), 0)