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-rw-r--r--sql/serenitasdb.sql12
1 files changed, 11 insertions, 1 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql
index d9d31a1c..ab880825 100644
--- a/sql/serenitasdb.sql
+++ b/sql/serenitasdb.sql
@@ -142,6 +142,7 @@ CREATE TYPE bbgSource AS ENUM('MSG1', 'CBIN', 'CBGN', 'MKIT');
CREATE TYPE DocClause AS ENUM('No Restructuring', 'Modified Modified Restructurin', 'Full Restructuring');
CREATE TYPE tenor AS ENUM('6mo', '1yr', '2yr', '3yr', '4yr', '5yr', '7yr', '10yr');
CREATE TYPE index_type AS ENUM('IG', 'HY', 'EU', 'LCDX', 'XO');
+CREATE TYPE BBG_CC AS ENUM('OC');
CREATE TABLE CDS_Issuers_old(
--DEPRECATED
@@ -208,10 +209,19 @@ CREATE TABLE markit_tranche_quotes(
tranche_spread smallint,
index_price float,
PRIMARY KEY (quotedate, basketid, tenor, attach, detach)
-)
+);
GRANT ALL ON markit_tranche_quotes TO serenitas_user;
+CREATE TABLE trace_trades(
+ cusip varchar(9),
+ time timestamptz,
+ condition_code BBG_OC,
+ size int,
+ price float,
+ PRIMARY KEY (cusip, time)
+);
+
CREATE OR REPLACE FUNCTION nameToBasketID(index_name varchar(4), p_date date) RETURNS integer AS $$
DECLARE
p_index index_type;