Aggregates
==========
The following aggregations are supported: 

`AT_HIGH`_,
`AT_LOW`_,
`AVG`_, 
`CORR`_, 
`COUNT`_, 
`EXP_TW_AVERAGE`_, 
`EXP_W_AVERAGE`_, 
`FIRST`_, 
`FIRST_TIME`_, 
`HIGH_TIME`_, 
`LAST`_, 
`LAST_TIME`_, 
`LOW_TIME`_, 
`MAX`_, 
`MEDIAN`_, 
`MIN`_, 
`PERCENTILE_CONT`_,
`PERCENTILE_DISC`_,
`STANDARDIZED_MOMENT - KURTOSIS`_, 
`STANDARDIZED_MOMENT - SKEWNESS`_, 
`STDDEV`_, 
`STDDEVP`_, 
`SUM`_, 
`TW_AVG`_, 
`VAR`_, 
`VARP`_, 
`VWAP`_.



AT_HIGH
#######

Returns the target field value at the first high of another fields set of values. If all values inside the group are NaN the aggregate returns NaN.

| Simple Syntax: 
| ``AT_HIGH([High Field Name],[Target Field Name])``

| Window Syntax: 
| ``AT_HIGH([High Field Name,[Target Field Name]) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``AT_HIGH([High Field Name],[Target Field Name]) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 
.. code-block:: sql
   :caption: AT_HIGH Aggregate Simple Example

   select AT_HIGH(PRICE,SIZE) as SIZE_AT_HIGH_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC' 


.. code-block:: sql
   :caption: AT_HIGH Aggregate Group By Example

   select EXCHANGE, AT_HIGH(PRICE,SIZE) as SIZE_AT_HIGH_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE 


.. code-block:: sql
   :caption: AT_HIGH Aggregate Window Example

   select AT_HIGH(PRICE,SIZE) OVER(order by TIMESTAMP asc) as SIZE_AT_HIGH_ROLLING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: AT_HIGH Aggregate Moving Window Example

   select AT_HIGH(PRICE,SIZE) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as SIZE_AT_HIGH_MOVING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   



AT_LOW
######

Returns the target field value at the first Low of another fields set of values. If all values inside the group are NaN the aggregate returns NaN.

| Simple Syntax: 
| ``AT_LOW([Low Field Name],[Target Field Name])``

| Window Syntax: 
| ``AT_LOW([Low Field Name,[Target Field Name]) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``AT_LOW([Low Field Name],[Target Field Name]) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 
.. code-block:: sql
   :caption: AT_LOW Aggregate Simple Example

   select AT_LOW(PRICE,SIZE) as SIZE_AT_LOW_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC' 


.. code-block:: sql
   :caption: AT_LOW Aggregate Group By Example

   select EXCHANGE, AT_LOW(PRICE,SIZE) as SIZE_AT_LOW_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE 


.. code-block:: sql
   :caption: AT_LOW Aggregate Window Example

   select AT_LOW(PRICE,SIZE) OVER(order by TIMESTAMP asc) as SIZE_AT_LOW_ROLLING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: AT_LOW Aggregate Moving Window Example

   select AT_LOW(PRICE,SIZE) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as SIZE_AT_LOW_MOVING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   



AVG
###

Returns the average of non-NaN values. If all values inside the group are NaN the aggregate returns NaN.

| Simple Syntax: 
| ``AVG([Field Name])``

| Window Syntax: 
| ``AVG([Field Name]) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``AVG([Field Name]) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 

.. code-block:: sql
   :caption: AVG - Average Aggregate Simple Example

   select AVG(PRICE) as AVG_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'  


.. code-block:: sql
   :caption: AVG - Average Aggregate Group By Example

   select EXCHANGE, AVG(PRICE) as AVG_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE 


.. code-block:: sql
   :caption: AVG - Average Aggregate Window Example

   SELECT AVG(PRICE) OVER(order by TIMESTAMP asc) as AVG_ROLLING_PRICE
   FROM US_COMP_SAMPLE.TRD                  
   WHERE SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: AVG Aggregate Moving Window Example

   select AVG(PRICE) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as AVG_MOVING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   



CORR
####

Returns the correlation of non-NaN pairs of values. If all values inside the group are NaN the aggregate returns NaN.

| Simple Syntax: 
| ``CORR([Field Name 1],[Field Name 2])``

| Window Syntax: 
| ``CORR([Field Name 1],[Field Name 2]) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``CORR([Field Name 1],[Field Name 2]) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 
.. code-block:: sql
   :caption: CORR - Correlation Aggregate Simple Example

   select CORRELATION(PRICE,SIZE) as CORR_PAIR
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: CORR - Correlation Aggregate Group By Example

   select EXCHANGE, CORRELATION(PRICE,SIZE) as CORR_PAIR
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE 


.. code-block:: sql
   :caption: CORR - Correlation Aggregate Window Example

   select CORRELATION(PRICE,SIZE) OVER(order by TIMESTAMP asc) as CORR_ROLLING_PAIR
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: CORR - Correlation Moving Window Example

   select CORRELATION(PRICE,SIZE) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as CORR_MOVING_PAIR
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   



COUNT
#####

Returns the count of values. 

| Simple Syntax: 
| ``COUNT([Field Name])`` or ``COUNT(*)``

| Window Syntax: 
| ``COUNT([Field Name]) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``COUNT([Field Name]) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 

.. code-block:: sql
   :caption: COUNT Aggregate Simple Example

   select COUNT(PRICE) as COUNT_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'  


.. code-block:: sql
   :caption: COUNT Aggregate Group By Example

   select EXCHANGE, COUNT(PRICE) as COUNT_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE 


.. code-block:: sql
   :caption: COUNT Aggregate Window Example

   SELECT COUNT(PRICE) OVER(order by TIMESTAMP asc) as COUNT_ROLLING_PRICE
   FROM US_COMP_SAMPLE.TRD                  
   WHERE SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: COUNT Aggregate Moving Window Example

   select COUNT(PRICE) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as COUNT_MOVING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   



EXP_W_AVERAGE
#############

Returns the Exponential Weighted Average of a set of values.
It expects the field to aggregate upon, plus the ``DECAY`` value, which has a decay value type of Lambda.

| Simple Syntax: 
| ``EXP_W_AVERAGE([Field Name],DECAY=[Lambda Value])``

| Window Syntax: 
| ``EXP_W_AVERAGE([Field Name],DECAY=[Lambda Value]) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``EXP_W_AVERAGE([Field Name],DECAY=[Lambda Value]) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 
.. code-block:: sql
   :caption: EXP_W_AVERAGE - Exponential Weighted Average Aggregate Simple Example

   select EXP_W_AVERAGE(PRICE,DECAY=0.1) as EXP_W_AVG_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'  


.. code-block:: sql
   :caption: EXP_W_AVERAGE - Exponential Weighted Average Aggregate Group By Example

   select EXCHANGE, EXP_W_AVERAGE(PRICE,DECAY=0.1) as EXP_W_AVG_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE 


.. code-block:: sql
   :caption: EXP_W_AVERAGE - Exponential Weighted Average Aggregate Window Example

   SELECT EXP_W_AVERAGE(PRICE,DECAY=0.1) OVER(order by TIMESTAMP asc) as EXP_W_AVG_ROLLING_PRICE
   FROM US_COMP_SAMPLE.TRD                  
   WHERE SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: EXP_W_AVERAGE - Exponential Weighted Average Aggregate Moving Window Example

   select EXP_W_AVERAGE(PRICE,DECAY=0.1) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as EXP_W_AVG_MOVING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC' 




EXP_TW_AVERAGE
##############

Returns the Exponential Time Weighted Average of a set of values.
It expects the field to aggregate upon, plus the ``DECAY`` value, which has a decay value type of half life in seconds.

| Simple Syntax: 
| ``EXP_TW_AVERAGE([Field Name],DECAY=[Half life in seconds])``

| Window Syntax: 
| ``EXP_TW_AVERAGE([Field Name],DECAY=[Half life in seconds]) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``EXP_TW_AVERAGE([Field Name],DECAY=[Half life in seconds]) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 
.. code-block:: sql
   :caption: EXP_W_AVERAGE - Exponential Time Weighted Average Aggregate Simple Example

   select EXP_TW_AVERAGE(PRICE,DECAY=0.1) as EXP_W_AVG_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'  


.. code-block:: sql
   :caption: EXP_TW_AVERAGE - Exponential Time Weighted Average Aggregate Group By Example

   select EXCHANGE, EXP_TW_AVERAGE(PRICE,DECAY=0.1) as EXP_TW_AVERAGE_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE 


.. code-block:: sql
   :caption: EXP_TW_AVERAGE - Exponential Time Weighted Average Aggregate Window Example

   SELECT EXP_W_AVERAGE(PRICE,DECAY=0.1) OVER(order by TIMESTAMP asc) as EXP_TW_AVERAGE_ROLLING_PRICE
   FROM US_COMP_SAMPLE.TRD                  
   WHERE SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: EXP_TW_AVERAGE - Exponential Time Weighted Average Aggregate Moving Window Example

   select EXP_TW_AVERAGE(PRICE,DECAY=0.1) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as EXP_TW_AVERAGE_MOVING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC' 



FIRST
#####

Returns the First value of a set of values

| Simple Syntax: 
| ``FIRST([Field Name])``

| Window Syntax: 
| ``FIRST([Field Name]) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``FIRST([Field Name]) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 

.. code-block:: sql
   :caption: FIRST Aggregate Simple Example

   select FIRST(PRICE) as FIRST_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'  


.. code-block:: sql
   :caption: FIRST Aggregate Group By Example

   select EXCHANGE, FIRST(PRICE) as FIRST_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE 


.. code-block:: sql
   :caption: FIRST Aggregate Window Example

   SELECT FIRST(PRICE) OVER(order by TIMESTAMP asc) as FIRST_ROLLING_PRICE
   FROM US_COMP_SAMPLE.TRD                  
   WHERE SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: FIRST Aggregate Moving Window Example

   select FIRST(PRICE) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as FIRST_MOVING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   



FIRST_TIME
##########

Returns the Timestamp of the first value of a set of values

| Simple Syntax: 
| ``FIRST_TIME([Field Name])`` or ``FIRST_TIME(*)``

| Window Syntax: 
| ``FIRST_TIME([Field Name]) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``FIRST_TIME([Field Name]) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 

.. code-block:: sql
   :caption: FIRST_TIME Aggregate Simple Example

   select FIRST_TIME(PRICE) as FIRST_TIME_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'  


.. code-block:: sql
   :caption: FIRST_TIME Aggregate Group By Example

   select EXCHANGE, FIRST_TIME(PRICE) as FIRST_TIME_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE 


.. code-block:: sql
   :caption: FIRST_TIME Aggregate Window Example

   SELECT FIRST_TIME(PRICE) OVER(order by TIMESTAMP asc) as FIRST_TIME_ROLLING_PRICE
   FROM US_COMP_SAMPLE.TRD                  
   WHERE SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: FIRST_TIME Aggregate Moving Window Example

   select FIRST_TIME(PRICE) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as FIRST_TIME_MOVING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


HIGH_TIME
#########

Returns the First Timestamp of the maximum value of a set of values

| Simple Syntax: 
| ``HIGH_TIME([Field Name])``

| Window Syntax: 
| ``HIGH_TIME([Field Name]) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``HIGH_TIME([Field Name]) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 

.. code-block:: sql
   :caption: HIGH_TIME Aggregate Simple Example

   select HIGH_TIME(PRICE) as HIGH_TIME_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'  


.. code-block:: sql
   :caption: HIGH_TIME Aggregate Group By Example

   select EXCHANGE, HIGH_TIME(PRICE) as HIGH_TIME_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE 


.. code-block:: sql
   :caption: HIGH_TIME Aggregate Window Example

   SELECT HIGH_TIME(PRICE) OVER(order by TIMESTAMP asc) as HIGH_TIME_ROLLING_PRICE
   FROM US_COMP_SAMPLE.TRD                  
   WHERE SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: HIGH_TIME Aggregate Moving Window Example

   select HIGH_TIME(PRICE) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as HIGH_TIME_MOVING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


LAST
####

Returns the Last value of a set of values

| Simple Syntax: 
| ``LAST([Field Name])``

| Window Syntax: 
| ``LAST([Field Name]) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``LAST([Field Name]) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 

.. code-block:: sql
   :caption: LAST Aggregate Simple Example

   select LAST(PRICE) as LAST_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'  


.. code-block:: sql
   :caption: LAST Aggregate Group By Example

   select EXCHANGE, LAST(PRICE) as LAST_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE 


.. code-block:: sql
   :caption: LAST Aggregate Window Example

   SELECT LAST(PRICE) OVER(order by TIMESTAMP asc) as LAST_ROLLING_PRICE
   FROM US_COMP_SAMPLE.TRD                  
   WHERE SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: LAST Aggregate Moving Window Example

   select LAST(PRICE) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as LAST_MOVING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   



LAST_TIME
#########

Returns the Timestamp of the last value of a set of values

| Simple Syntax: 
| ``LAST_TIME([Field Name])`` or ``LAST_TIME(*)``

| Window Syntax: 
| ``LAST_TIME([Field Name]) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``LAST_TIME([Field Name]) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 

.. code-block:: sql
   :caption: LAST_TIME Aggregate Simple Example

   select LAST_TIME(PRICE) as LAST_TIME_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'  


.. code-block:: sql
   :caption: LAST_TIME Aggregate Group By Example

   select EXCHANGE, LAST_TIME(PRICE) as LAST_TIME_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE 


.. code-block:: sql
   :caption: LAST_TIME Aggregate Window Example

   SELECT LAST_TIME(PRICE) OVER(order by TIMESTAMP asc) as LAST_TIME_ROLLING_PRICE
   FROM US_COMP_SAMPLE.TRD                  
   WHERE SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: LAST_TIME Aggregate Moving Window Example

   select LAST_TIME(PRICE) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as LAST_TIME_MOVING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


LOW_TIME
########

Returns the First Timestamp of the minimum value of a set of values

| Simple Syntax: 
| ``LOW_TIME([Field Name])`` 

| Window Syntax: 
| ``LOW_TIME([Field Name]) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``LOW_TIME([Field Name]) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 
.. code-block:: sql
   :caption: LOW_TIME Aggregate Simple Example

   select LOW_TIME(PRICE) as LOW_TIME_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'  


.. code-block:: sql
   :caption: LOW_TIME Aggregate Group By Example

   select EXCHANGE, LOW_TIME(PRICE) as LOW_TIME_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE 


.. code-block:: sql
   :caption: LOW_TIME Aggregate Window Example

   SELECT LOW_TIME(PRICE) OVER(order by TIMESTAMP asc) as LOW_TIME_ROLLING_PRICE
   FROM US_COMP_SAMPLE.TRD                  
   WHERE SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: LOW_TIME Aggregate Moving Window Example

   select LOW_TIME(PRICE) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as LOW_TIME_MOVING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC' 


MAX
###

Returns the maximum of non-NaN values. If all values inside the group are NaN the aggregate returns NaN.

| Simple Syntax: 
| ``MAX([Field Name])``

| Window Syntax: 
| ``MAX([Field Name]) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``MAX([Field Name]) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 

.. code-block:: sql
   :caption: MAX - Maximum Aggregate Simple Example

   select MAX(PRICE) as MAX_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'  


.. code-block:: sql
   :caption: MAX - Maximum Aggregate Group By Example

   select EXCHANGE, MAX(PRICE) as MAX_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE 


.. code-block:: sql
   :caption: MAX - Maximum Aggregate Window Example

   SELECT MAX(PRICE) OVER(order by TIMESTAMP asc) as MAX_ROLLING_PRICE
   FROM US_COMP_SAMPLE.TRD                  
   WHERE SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: MAX Maximum Moving Window Example

   select MAX(PRICE) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as MAX_MOVING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   



MEDIAN
######

Returns the Median of a set of values. 

| Simple Syntax: 
| ``MEDIAN([Field Name])``

| Window Syntax: 
| ``MEDIAN([Field Name]) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``MEDIAN([Field Name]) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 
.. code-block:: sql
   :caption: MEDIAN Aggregate Simple Example

   select MEDIAN(PRICE) as MEDIAN_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'  


.. code-block:: sql
   :caption: MEDIAN Aggregate Group By Example

   select EXCHANGE, MEDIAN(PRICE) as MEDIAN_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE 


.. code-block:: sql
   :caption: MEDIAN Aggregate Window Example

   SELECT MEDIAN(PRICE) OVER(order by TIMESTAMP asc) as MEDIAN_ROLLING_PRICE
   FROM US_COMP_SAMPLE.TRD                  
   WHERE SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: MEDIAN Aggregate Moving Window Example

   select MEDIAN(PRICE) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as MEDIAN_MOVING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC' 



MIN
###

Returns the minimum of non-NaN values. If all values inside the group are NaN the aggregate returns NaN.

| Simple Syntax: 
| ``MIN([Field Name])``

| Window Syntax: 
| ``MIN([Field Name]) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``MIN([Field Name]) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 

.. code-block:: sql
   :caption: MIN - Minimum Aggregate Simple Example

   select MIN(PRICE) as MIN_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'  


.. code-block:: sql
   :caption: MIN - Minimum Aggregate Group By Example

   select EXCHANGE, MIN(PRICE) as MIN_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE 


.. code-block:: sql
   :caption: MIN - Minimum Aggregate Window Example

   SELECT MIN(PRICE) OVER(order by TIMESTAMP asc) as MIN_ROLLING_PRICE
   FROM US_COMP_SAMPLE.TRD                  
   WHERE SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: MIN Minimum Moving Window Example

   select MIN(PRICE) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as MIN_MOVING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   



PERCENTILE_CONT
###############

Returns the percentile of non-NaN values based on a continuous distribution.  If all values inside the group are NaN the aggregate returns NaN.
The Percentile is written as a decimal.  e.g. 0.9 = 90%, 0.5 = 50%, 0.1 = 10%

| Simple Syntax: 
| ``PERCENTILE_CONT([Percentile]) WITHIN GROUP (ORDER BY [Field Name] asc)``

 
.. code-block:: sql
   :caption: PERCENTILE_CONT - Continuous Distribution Percentile Aggregate Simple Example

   select PERCENTILE_CONT(0.9) WITHIN GROUP (ORDER BY PRICE asc) as P90C
   from US_COMP_SAMPLE.TRD   
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   



PERCENTILE_DISC
###############

Returns the percentile of non-NaN values based on a discrete distribution.  If all values inside the group are NaN the aggregate returns NaN.
The Percentile is written as a decimal.  e.g. 0.9 = 90%, 0.5 = 50%, 0.1 = 10%

| Simple Syntax: 
| ``PERCENTILE_DISC([Percentile]) WITHIN GROUP (ORDER BY [Field Name] asc)``

 
.. code-block:: sql
   :caption: PERCENTILE_DISC - Continuous Distribution Percentile Aggregate Simple Example

   select PERCENTILE_DISC(0.9) WITHIN GROUP (ORDER BY PRICE asc) as P90C
   from US_COMP_SAMPLE.TRD   
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   





STANDARDIZED_MOMENT - SKEWNESS
##############################

Returns the Skewness of a set of values. using the ``STANDARDIZED_MOMENT`` aggregate.
It expects the field to aggregate upon, plus the ``degree" value.   ``3`` for Skewness.

| Simple Syntax: 
| ``STANDARDIZED_MOMENT([Field Name],degree=3)``

| Window Syntax: 
| ``STANDARDIZED_MOMENT([Field Name],degree=3) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``STANDARDIZED_MOMENT([Field Name],degree=3) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 
.. code-block:: sql
   :caption: STANDARDIZED_MOMENT - SKEWNESS Aggregate Simple Example

   select STANDARDIZED_MOMENT(PRICE,degree=3) as SKEWNESS_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'  


.. code-block:: sql
   :caption: STANDARDIZED_MOMENT - SKEWNESS Aggregate Group By Example

   select EXCHANGE, STANDARDIZED_MOMENT(PRICE,degree=3) as SKEWNESS_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE 


.. code-block:: sql
   :caption: STANDARDIZED_MOMENT - SKEWNESS Aggregate Window Example

   SELECT STANDARDIZED_MOMENT(PRICE,degree=3) OVER(order by TIMESTAMP asc) as SKEWNESS_ROLLING_PRICE
   FROM US_COMP_SAMPLE.TRD                  
   WHERE SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: STANDARDIZED_MOMENT - SKEWNESS Aggregate Moving Window Example

   select STANDARDIZED_MOMENT(PRICE,degree=3) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as SKEWNESS_MOVING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC' 



STANDARDIZED_MOMENT - KURTOSIS
##############################

Returns the Kurtosis of a set of values, using the ``STANDARDIZED_MOMENT`` aggregate.
It expects the field to aggregate upon, plus the ``degree`` value.   ``4`` for Kurtosis.

| Simple Syntax: 
| ``STANDARDIZED_MOMENT([Field Name],degree=4)``

| Window Syntax: 
| ``STANDARDIZED_MOMENT([Field Name],degree=4) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``STANDARDIZED_MOMENT([Field Name],degree=4) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 
.. code-block:: sql
   :caption: STANDARDIZED_MOMENT - KURTOSIS Aggregate Simple Example

   select STANDARDIZED_MOMENT(PRICE,degree=4) as KURTOSIS_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'  


.. code-block:: sql
   :caption: STANDARDIZED_MOMENT - KURTOSIS Aggregate Group By Example

   select EXCHANGE, STANDARDIZED_MOMENT(PRICE,degree=4) as KURTOSIS_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE 


.. code-block:: sql
   :caption: STANDARDIZED_MOMENT - KURTOSIS Aggregate Window Example

   SELECT STANDARDIZED_MOMENT(PRICE,degree=4) OVER(order by TIMESTAMP asc) as KURTOSIS_ROLLING_PRICE
   FROM US_COMP_SAMPLE.TRD                  
   WHERE SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: STANDARDIZED_MOMENT - KURTOSIS Aggregate Moving Window Example

   select STANDARDIZED_MOMENT(PRICE,degree=4) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as KURTOSIS_MOVING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC' 



STDDEV
######

Returns the Sample Standard Deviation of non-NaN values. If all values inside the group are NaN the aggregate returns NaN.

| Simple Syntax: 
| ``STDDEV([Field Name])``

| Window Syntax: 
| ``STDDEV([Field Name]) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``STDDEV([Field Name]) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 
.. code-block:: sql
   :caption: STDDEV - Sample Standard Deviation Aggregate Simple Example

   select STDDEV(PRICE) as STDDEV_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'  


.. code-block:: sql
   :caption: STDDEV Sample Standard Deviation Aggregate Group By Example

   select EXCHANGE, STDDEV(PRICE) as STDDEV_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE 


.. code-block:: sql
   :caption: STDDEV - Sample Standard Deviation Aggregate Window Example

   SELECT STDDEV(PRICE) OVER(order by TIMESTAMP asc) as STDDEV_ROLLING_PRICE
   FROM US_COMP_SAMPLE.TRD                  
   WHERE SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: STDDEV - Sample Standard Deviation Aggregate Moving Window Example

   select STDDEV(PRICE) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as STDDEV_MOVING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC' 



STDDEVP
#######

Returns the Population Standard Deviation of non-NaN values. If all values inside the group are NaN the aggregate returns NaN.

| Simple Syntax: 
| ``STDDEVP([Field Name])``

| Window Syntax: 
| ``STDDEVP([Field Name]) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``STDDEVP([Field Name]) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 
.. code-block:: sql
   :caption: STDDEVP - Population Standard Deviation Aggregate Simple Example

   select STDDEVP(PRICE) as STDDEVP_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'  


.. code-block:: sql
   :caption: STDDEVP - Population Standard Deviation Aggregate Group By Example

   select EXCHANGE, STDDEVP(PRICE) as STDDEVP_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE 


.. code-block:: sql
   :caption: STDDEVP - Population Standard Deviation Aggregate Window Example

   SELECT STDDEVP(PRICE) OVER(order by TIMESTAMP asc) as STDDEVP_ROLLING_PRICE
   FROM US_COMP_SAMPLE.TRD                  
   WHERE SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: STDDEVP - Population Standard Deviation Aggregate Moving Window Example

   select STDDEVP(PRICE) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as STDDEVP_MOVING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC' 




SUM 
###

Returns the sum of non-NaN values. If all values inside the group are NaN the aggregate returns 0.

| Simple Syntax: 
| ``SUM([Field Name])``

| Window Syntax: 
| ``SUM([Field Name]) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``SUM([Field Name]) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 
.. code-block:: sql
   :caption: SUM Aggregate Simple Example

   select SUM(SIZE) as SUM_SIZE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   



.. code-block:: sql
   :caption: SUM Aggregate Group By Example

   select EXCHANGE, SUM(SIZE) as SUM_SIZE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE


.. code-block:: sql
   :caption: SUM Aggregate Window Example

   select SUM(SIZE) OVER(order by TIMESTAMP asc) as SUM_ROLLING_SIZE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC' 


.. code-block:: sql
   :caption: SUM Aggregate Moving Window Example

   select SUM(SIZE) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as SUM_MOVING_SIZE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'  




TW_AVG
######

Returns the Time Weighted Average (TWAP) of non-NaN values. If all values inside the group are NaN the aggregate returns NaN.

| Simple Syntax: 
| ``TW_AVG([Field Name])``

| Window Syntax: 
| ``TW_AVG([Field Name]) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``TW_AVG([Field Name]) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 
.. code-block:: sql
   :caption: TW_AVG - Time Weighted Average Aggregate Simple Example

   select TW_AVG(PRICE) as TW_AVG_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'  


.. code-block:: sql
   :caption: TW_AVG - Time Weighted Average Aggregate Group By Example

   select EXCHANGE, TW_AVG(PRICE) as TW_AVG_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE 


.. code-block:: sql
   :caption: TW_AVG - Time Weighted Average Aggregate Window Example

   SELECT TW_AVG(PRICE) OVER(order by TIMESTAMP asc) as TW_AVG_ROLLING_PRICE
   FROM US_COMP_SAMPLE.TRD                  
   WHERE SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: TW_AVG - Time Weighted Average Aggregate Moving Window Example

   select TW_AVG(PRICE) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as TW_AVG_MOVING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   





VAR
###

Returns the Sample Variance of non-NaN values. If all values inside the group are NaN the aggregate returns NaN.

| Simple Syntax: 
| ``VAR([Field Name])``

| Window Syntax: 
| ``VAR([Field Name]) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``VAR([Field Name]) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 
.. code-block:: sql
   :caption: VAR - Sample Variance Aggregate Simple Example

   select VAR(PRICE) as VAR_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'  


.. code-block:: sql
   :caption: VAR Sample Variance Aggregate Group By Example

   select EXCHANGE, VAR(PRICE) as VAR_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE 


.. code-block:: sql
   :caption: VAR - Sample Variance Aggregate Window Example

   SELECT VAR(PRICE) OVER(order by TIMESTAMP asc) as VAR_ROLLING_PRICE
   FROM US_COMP_SAMPLE.TRD                  
   WHERE SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: VAR - Sample Variance Aggregate Moving Window Example

   select VAR(PRICE) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as VAR_MOVING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC' 



VARP
####

Returns the Population Variance of non-NaN values. If all values inside the group are NaN the aggregate returns NaN.

| Simple Syntax: 
| ``VARP([Field Name])``

| Window Syntax: 
| ``VARP([Field Name]) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``VARP([Field Name]) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 
.. code-block:: sql
   :caption: VARP - Population Variance Aggregate Simple Example

   select VARP(PRICE) as VARP_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'  


.. code-block:: sql
   :caption: VARP - Population Variance Aggregate Group By Example

   select EXCHANGE, VARP(PRICE) as VARP_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE 


.. code-block:: sql
   :caption: VARP - Population Variance Aggregate Window Example

   SELECT VARP(PRICE) OVER(order by TIMESTAMP asc) as VARP_ROLLING_PRICE
   FROM US_COMP_SAMPLE.TRD                  
   WHERE SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: VARP - Population Variance Aggregate Moving Window Example

   select VARP(PRICE) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as VARP_MOVING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC' 















VWAP
####

Returns the Weighted Average, typically VWAP of non-NaN values. If all values inside the group are NaN the aggregate returns NaN.
It can also be calculated using the Product of the two fields, divided by the sum of the two fields. e,g.  ``SUM(PRICE*SIZE)/SUM(SIZE)``


| Simple Syntax: 
| ``VWAP(price_field_name=[Field Name],size_field_name=[Weight Field Name])``

| Alternative Syntax: 
| ``SUM([Field Name]*[Weight Field Name])/SUM([Weight Field Name])``

| Window Syntax: 
| ``VWAP(price_field_name=[Field Name],size_field_name=[Weight Field Name]) OVER(order by TIMESTAMP asc)``

| Moving Window Syntax: 
| ``VWAP(price_field_name=[Field Name],size_field_name=[Weight Field Name]) OVER(order by TIMESTAMP asc range interval '[Interval Value]' [Interval Period] preceding)``
 
 
.. code-block:: sql
   :caption: VWAP - Volume Weighted Average Aggregate Simple Example

   select VWAP(price_field_name=PRICE,size_field_name=SIZE) as VWAP_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'  


.. code-block:: sql
   :caption: TW_AVG - Time Weighted Average Aggregate Group By Example

   select EXCHANGE, VWAP(price_field_name=PRICE,size_field_name=SIZE) as VWAP_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   
   group by EXCHANGE 


.. code-block:: sql
   :caption: VWAP - Volume Weighted Average Aggregate Window Example

   SELECT VWAP(price_field_name=PRICE,size_field_name=SIZE) OVER(order by TIMESTAMP asc) as VWAP_ROLLING_PRICE
   FROM US_COMP_SAMPLE.TRD                  
   WHERE SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'   


.. code-block:: sql
   :caption: VWAP - Volume Weighted Average Aggregate Moving Window Example

   select VWAP(price_field_name=PRICE,size_field_name=SIZE) OVER(order by TIMESTAMP asc range interval '1' minute preceding) as VWAP_MOVING_PRICE
   from US_COMP_SAMPLE.TRD                  
   where SYMBOL_NAME='CSCO'                    
   and TIMESTAMP >= '2024-01-03 14:00:00 UTC'  
   and TIMESTAMP < '2024-01-04 15:00:00 UTC'