diff options
| -rw-r--r-- | sql/et_tables.sql | 13 |
1 files changed, 3 insertions, 10 deletions
diff --git a/sql/et_tables.sql b/sql/et_tables.sql index f0cfbee9..d2f192ae 100644 --- a/sql/et_tables.sql +++ b/sql/et_tables.sql @@ -516,17 +516,10 @@ bloomberg_corp USING (figi) ORDER BY figi, pricingdate DESC; CREATE OR REPLACE FUNCTION historical_bloomberg_corp(p_date date) RETURNS SETOF latest_bloomberg_corp AS $$ BEGIN - RETURN QUERY SELECT b.pricingdate, CASE - WHEN c.cusip is NULL THEN substring(id_bb_unique from 3)::varchar(9) - ELSE c.cusip - END, b.price, - c.issuer, c.issue_size, b.amount_outstanding, c.covlite, c.secondlien, c.defaulted FROM - (SELECT MAX(pricingdate) AS pricingdate, id_bb_unique FROM bloomberg_corp WHERE - pricingdate<=p_date GROUP BY id_bb_unique) a - JOIN bloomberg_corp b USING (id_bb_unique, pricingdate) JOIN bloomberg_corp_ref c - USING (id_bb_unique); + RETURN QUERY SELECT DISTINCT ON (figi) * FROM bloomberg_corp_ref JOIN bloomberg_corp USING (figi) + WHERE pricingdate <=p_date ORDER BY figi, pricingdate DESC; END; - $$ LANGUAGE plpgsql; +$$ LANGUAGE plpgsql; -- CREATE OR REPLACE FUNCTION historical_bloomberg_mtge(p_date date) -- RETURNS TABLE(CUSIP varchar(9), updatedate date, issuer text, maturity date, |