Real Time & Intraday
====================

This section contains examples of retrieving Real time snapshots, and intraday retrieval.
Real Time data typically requires exchange agreements and associated entitlement.

The ``LATEST`` databases provide last value caches or Market Snapshots, storing the latest prices for each instrument.
``_LATEST`` is added as a suffix to all existing real time sources.  e.g. ``US_COMP_LATEST``
They can only be accessed by those who are entitled to access real time data.


Latest Trade Market Snapshot
############################

The ``SNAP_TRD`` table includes latest trade for every symbol.
Querying by ``SYMBOL_NAME`` returns all symbols.  To filter by symbol, please use the ``SYMBOL`` field.

.. code-block:: sql
   :caption: Trade Retrieval Across All Symbols in Database

   select * from US_COMP_LATEST.SNAP_TRD
   where symbol_name = '-'
   and TIMESTAMP = NOW()


Latest Quote Market Snapshot
############################

The ``SNAP_QTE`` table includes latest quote for every symbol.  It is not available for Composite databases which use ``SNAP_NBBO``.
Querying by ``SYMBOL_NAME`` returns all symbols.  To filter by symbol, please use the ``SYMBOL`` field.

.. code-block:: sql
   :caption: Quote Retrieval Across All Symbols in Database

   select * from CME_GLOBEX_LATEST.SNAP_QTE
   where symbol_name = '-'
   and TIMESTAMP = NOW()



Latest NBBO Market Snapshot
###########################

The ``SNAP_NBBO`` table includes latest NBBO quote for every symbol.  It is only available for Composite databases such as ``US_COMP_LASTEST``.
Other databases provide ``SNAP_QTE``.
Querying by ``SYMBOL_NAME`` returns all symbols.  To filter by symbol, please use the ``SYMBOL`` field.

.. code-block:: sql
   :caption: NBBO Retrieval Across All Symbols in Composite Database

   select * from US_COMP_LATEST.SNAP_NBBO
   where symbol_name = '-'
   and TIMESTAMP = NOW()



Latest Market Snapshot
######################

The ``SNAP`` table includes the combined latest trade and quote or NBBO for every symbol.
Querying by ``SYMBOL_NAME`` returns all symbols.  To filter by symbol, please use the ``SYMBOL`` field.
The latest trade time is stored in field ``LAST_TRADE_TIME``, and the latest Quote or NBBO update is stored in field ``LAST_QUOTE_TIME``.

.. code-block:: sql
   :caption: Trade and Quote / NBBO Retrieval Across All Symbols in Database

   select * from US_COMP_LATEST.SNAP
   where symbol_name = '-'
   and TIMESTAMP = NOW()



Returns Recent Trades
#####################

Data will only be returned for those who are entitled to access real time data.
The ``US_COMP_REPLAY`` database replays older data, and is available to all as a sample database.
Trades across a recent time period are retrieved by filtering on  time range relative to the current time (``NOW``).

The ``NOW`` function returns data upto the current time.
The ``DATEADD`` function allow the start time to be offset to ``NOW`` by a specified amount. (e.g. by 15 minutes).
Possible intervals for ``DATEADD`` include ``YEAR``, ``MONTH``, ``DAY``, ``HOUR``, ``MINUTE`` and ``SECOND``.

.. code-block:: sql
   :caption: Query Real-Time Trade Data across the last 15 Minutes

   select *
   from US_COMP_REPLAY.TRD
   where SYMBOL_NAME='CSCO'
   and TIMESTAMP >= DATEADD('MINUTE',-15,NOW())
   and TIMESTAMP < NOW()
   limit 100



Returns Todays Trades
#####################

Data will only be returned for those who are entitled to access real time data.
The US_COMP_REPLAY database replays older data, and is available to all.
Trades from Today are retrieved by filtering on a time range covering the start of day until the present, 
using the ``TODAY`` and ``NOW`` functions.

The ``TODAY`` function allows specification of the required Time Zone.

.. code-block:: sql
   :caption: Query Real-Time Trade Data with Todays Trades

   select *
   from US_COMP_REPLAY.TRD
   where SYMBOL_NAME='CSCO'
   and TIMESTAMP >= TODAY('America/New_York')
   and TIMESTAMP < NOW()
   limit 100