Calculation based on values in 2 different rows - sql

Question

I have a table in MS Access which has stock prices arranged like
Ticker1, 9:30:00, $49.01
Ticker1, 9:30:01, $49.08
Ticker2, 9:30:00, $102.02
Ticker2, 9:30:01, $102.15
and so on.
I need to do some calculation where I need to compare prices in 1 row, with the immediately previous price (and if the price movement is greater than X% in 1 second, I need to report the instance separately).
If I were doing this in Excel, it's a fairly simple formula. I have a few million rows of data, so that's not an option.
Any suggestions on how I could do it in MS Access?
I am open to any kind of solutions (with or without SQL or VBA).
Update:
I ended up trying to traverse my records by using ADODB.Recordset in nested loops. Code below. I though it was a good idea, and the logic worked for a small table (20k rows). But when I ran it on a larger table (3m rows), Access ballooned to 2GB limit without finishing the task (because of temporary tables, the size of the original table was more like ~300MB). Posting it here in case it helps someone with smaller data sets.
Do While Not rstTickers.EOF
myTicker = rstTickers!ticker
rstDates.MoveFirst
Do While Not rstDates.EOF
myDate = rstDates!Date_Only
strSql = "select * from Prices where ticker = """ & myTicker & """ and Date_Only = #" & myDate & "#" 'get all prices for a given ticker for a given date
rst.Open strSql, cn, adOpenKeyset, adLockOptimistic 'I needed to do this to open in editable mode
rst.MoveFirst
sPrice1 = rst!Open_Price
rst!Row_Num = i
rst.MoveNext
Do While Not rst.EOF
i = i + 1
rst!Row_Num = i
rst!Previous_Price = sPrice1
sPrice2 = rst!Open_Price
rst!Price_Move = Round(Abs((sPrice2 / sPrice1) - 1), 6)
sPrice1 = sPrice2
rst.MoveNext
Loop
i = i + 1
rst.Close
rstDates.MoveNext
Loop
rstTickers.MoveNext
Loop

Answer 1

If the data is always one second apart without any milliseconds, then you can join the table to itself on the Ticker ID and the time offsetting by one second.
Otherwise, if there is no sequence counter of some sort to join on, then you will need to create one. You can do this by doing a "ranking" query. There are multiple approaches to this. You can try each and see which one works the fastest in your situation.
One approach is to use a subquery that returns the number of rows are before the current row. Another approach is to join the table to itself on all the rows before it and do a group by and count. Both approaches produce the same results but depending on the nature of your data and how it's structured and what indexes you have, one approach will be faster than the other.
Once you have a "rank column", you do the procedure described in the first paragraph, but instead of joining on an offset of time, you join on an offset of rank.

Answer 2

I ended up moving my data to a SQL server (which had its own issues). I added a row number variable (row_num) like this
ALTER TABLE Prices ADD Row_Num INT NOT NULL IDENTITY (1,1)
It worked for me (I think) because my underlying data was in the order that I needed for it to be in. I've read enough comments that you shouldn't do it, because you don't know what order is the server storing the data in.
Anyway, after that it was a join on itself. Took me a while to figure out the syntax (I am new to SQL). Adding SQL here for reference (works on SQL server but not Access).
Update A Set Previous_Price = B.Open_Price
FROM Prices A INNER JOIN Prices B
ON A.Date_Only = B.Date_Only
WHERE ((A.Ticker=B.Ticker) AND (A.Row_Num=B.Row_Num+1));
BTW, I had to first add the column Date_Only like this (works on Access but not SQL server)
UPDATE Prices SET Prices.Date_Only = Format([Time_Date],"mm/dd/yyyy");
I think the solution for row numbers described by #Rabbit should work better (broadly speaking). I just haven't had the time to try it out. It took me a whole day to get this far.