This website uses cookies to improve its functionality.
By using this site, you accept the use of cookies on your device.
Find out more
Accept and Close
=GOOGLEFINANCE("CURRENCY:BTCUSD")
/ create typed empty trade table (recommended to set correct types up front)
trade:([] date:`date$(); time:`time$(); sym:`symbol$(); price:`float$(); size:`long$(); side:`symbol$(); exch:`symbol$(); tradeid:`long$())
/ verify schema
meta trade
/ insert sample rows
trade upsert (`date$2025.09.29; `time$09:31:12.000; `AAPL; 186.45f; 100j; `B; `NASDAQ; 1001j)
trade upsert (`date$2025.09.29; `time$09:31:18.000; `AAPL; 186.50f; 50j; `S; `NASDAQ; 1002j)
trade upsert (`date$2025.09.29; `time$09:32:00.000; `MSFT; 340.12f; 200j; `B; `NYSE; 2001j)
/ simple meta summary per sym
select total_volume:sum size, vwap: sum price*size % sum size, trades:count i by sym from trade
/ per-day per-symbol meta
select total_volume:sum size, vwap: sum price*size % sum size, trades:count i by date,sym from trade