Query aggregated data with a given sampling time - sql

Question

Suppose my raw data is:
Timestamp High Low Volume
10:24.22345 100 99 10
10:24.23345 110 97 20
10:24.33455 97 89 40
10:25.33455 60 40 50
10:25.93455 40 20 60
With a sample time of 1 second, the output data should be as following (add additional column):
Timestamp High Low Volume Count
10:24 110 89 70 3
10:25 60 20 110 2
The sampling unit from varying from 1 second, 5 sec, 1 minute, 1 hour, 1 day, ...
How to query the sampled data in quick time in the PostgreSQL database with Rails?
I want to fill all the interval by getting the error
ERROR: JOIN/USING types bigint and timestamp without time zone cannot be matched
SQL
SELECT
t.high,
t.low
FROM
(
SELECT generate_series(
date_trunc('second', min(ticktime)) ,
date_trunc('second', max(ticktime)) ,
interval '1 sec'
) FROM czces AS g (time)
LEFT JOIN
(
SELECT
date_trunc('second', ticktime) AS time ,
max(last_price) OVER w AS high ,
min(last_price) OVER w AS low
FROM czces
WHERE product_type ='TA' AND contract_month = '2014-08-01 00:00:00'::TIMESTAMP
WINDOW w AS (
PARTITION BY date_trunc('second', ticktime)
ORDER BY ticktime ROWS BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING
)
) t USING (time)
ORDER BY 1
) AS t ;

Answer 1

Simply use date_trunc() before you aggregate. Works for basic time units 1 second, 1 minute, 1 hour, 1 day - but not for 5 sec. Arbitrary intervals are slightly more complex, see link below!
SELECT date_trunc('second', timestamp) AS timestamp -- or minute ...
, max(high) AS high, min(low) AS low, sum(volume) AS vol, count(*) AS ct
FROM tbl
GROUP BY 1
ORDER BY 1;
If there are no rows for a sample point, you get no row in the result. If you need one row for every sample point:
SELECT g.timestamp, t.high, t.low, t.volume, t.ct
FROM (SELECT generate_series(date_trunc('second', min(timestamp))
,date_trunc('second', max(timestamp))
,interval '1 sec') AS g (timestamp) -- or minute ...
LEFT JOIN (
SELECT date_trunc('second', timestamp) AS timestamp -- or minute ...
, max(high) AS high, min(low) AS low, sum(volume) AS vol, count(*) AS ct
FROM tbl
GROUP BY 1
) t USING (timestamp)
ORDER BY 1;
The LEFT JOIN is essential.
For arbitrary intervals:
Best way to count records by arbitrary time intervals in Rails+Postgres
Retrieve aggregates for arbitrary time intervals
Aside: Don't use timestamp as column name. It's a basic type name and a reserved word in standard SQL. It's also misleading for data that's not actually a timestamp.