Aggregation table: aggregating trade and quote

Community Support
1

In advanced KDB, we are asked to make an aggregation table, I’m am looking for some clarity on what these terms mean?

a. Max/min trade prices b. Traded volume c. Top of book details

Here is the context below:

Create a tickerplant which contains the schema for the below tables: i) Trade ii) Quote iii) Aggregation table which will contain following metrics by symbol a. Max/min trade prices b. Traded volume c. Top of book details

2

Hi,

Hopefully the below helps:

a) Max/min trade prices  >> running record of the highest and lowest trade prices by sym

b) Traded volume >> Running total of the total volume (sum size/quantity ) by sym

c) Top of the book >>  the highest bid and lowest ask prices by sym

Let me know if you need more info.

Thanks