diff options
Diffstat (limited to 'sql/dawn.sql')
| -rw-r--r-- | sql/dawn.sql | 8 |
1 files changed, 5 insertions, 3 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index c14be071..55805023 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -3221,6 +3221,7 @@ CREATE TABLE equityoptions ( cpty_id text NULL, figi text NULL, globeop_id int4 NULL, + underlyingshares int NOT NULL, CONSTRAINT equity_options2_pkey PRIMARY KEY (id), CONSTRAINT equity_options2_cash_account_fkey FOREIGN KEY (cash_account) REFERENCES public.accounts2(cash_account) ON UPDATE CASCADE, CONSTRAINT equity_options2_cp_code_fkey FOREIGN KEY (cp_code) REFERENCES public.counterparties(code) ON UPDATE CASCADE @@ -3249,7 +3250,8 @@ SELECT eo.id, eo.expiration_date, eo.strike, NOT eo.buysell AS buysell, - -t.termination_fee AS fee + -t.termination_fee AS fee, + eo.underlyingshares AS underlyingshares FROM terminations t RIGHT JOIN equityoptions eo USING (dealid) LEFT JOIN counterparties cps ON termination_cp = code WHERE termination_date IS NOT NULL @@ -3271,9 +3273,9 @@ SELECT eo.id, eo.expiration_date, eo.strike, eo.buysell, - eo.quantity * price * (2* buysell::integer -1.) + eo.quantity * eo.underlyingshares * price * (2* buysell::integer -1.) + eo.underlyingshares FROM equityoptions eo JOIN counterparties cps ON cp_code = code) ORDER BY trade_date DESC; - CREATE TABLE bond_tickets ( bbg_ticket_id text NOT NULL, "Match" text NULL, |