tsapi-seriesdb-shared-sql/sql/03_tables.sql

-- Meta schema tables
-- Generated: 2025-10-15T12:24:56.295509

CREATE UNLOGGED TABLE log.pending_changes (
    id BIGSERIAL PRIMARY KEY,
    "timestamp" TIMESTAMPTZ DEFAULT CURRENT_TIMESTAMP,
    series_name TEXT NOT NULL,
    db_schema TEXT NOT NULL,
    op_type TEXT NOT NULL,
    db_user TEXT DEFAULT CURRENT_USER,
    details JSONB
);

CREATE TABLE log.event_log (
    id BIGINT NOT NULL DEFAULT nextval('log.event_log_id_seq'),
    "timestamp" TIMESTAMPTZ,
    series_name TEXT NOT NULL,
    db_schema TEXT NOT NULL,
    event_type TEXT NOT NULL,
    details JSONB,
    source TEXT,
    db_user TEXT,
    PRIMARY KEY (id)
);

CREATE TABLE meta.currencies (
    code character varying(3) NOT NULL,
    name character varying(100) NOT NULL,
    symbol character varying(10),
    decimal_places integer DEFAULT 2,
    notes text
);

CREATE TABLE meta.exchanges (
    id character varying(12) NOT NULL,
    name character varying(50),
    timezone character varying(35),
    currency character varying(3),
    default_sec_type character varying(18),
    default_session character varying(40),
    default_holiday_calendar public.citext,
    default_tick_size double precision,
    default_tick_value double precision,
    default_extended_hours boolean DEFAULT false,
    country character varying(3)
);

-- Holiday calendar registry (1.5.0). A calendar exists when it has a row
-- here -- not when it has holidays. covered_from/covered_to: the range over
-- which its list of closures is complete (both set, or both NULL = unknown).
-- Names are citext: stored as given, matched case-insensitively ('NYSE' and
-- 'nyse' are one calendar), the same rule as the native TSAPI backend.
CREATE TABLE meta.holiday_calendars (
    name public.citext NOT NULL,
    description text,
    covered_from date,
    covered_to date,
    source text,
    updated_at timestamp with time zone NOT NULL DEFAULT CURRENT_TIMESTAMP
);

CREATE TABLE meta.holidays (
    calendar_name public.citext NOT NULL,
    date date NOT NULL,
    description character varying(255),
    early_close boolean NOT NULL DEFAULT false,
    PRIMARY KEY (calendar_name, date)
);

CREATE TABLE meta.instruments (
    symbol character varying(12) NOT NULL,
    exchange character varying(12) NOT NULL,
    name character varying(50) NOT NULL,
    type character varying(10),
    tick_size double precision,
    tick_value double precision,
    expiry character varying(20),
    strike double precision,
    currency character varying(3),
    session character varying(40),
    holiday_calendar public.citext,
    sec_id character varying(50),
    sec_id_type character varying(20),
    description character varying(255),
    country character varying(3),
    extended_hours boolean,
    sector character varying(50),
    industry character varying(100),
    category character varying(50),
    subcategory character varying(50),
    asset_class character varying(30),
    geography character varying(30),
    underlying character varying(30)
);

CREATE TABLE meta.security_types (
    code character varying(10) NOT NULL,
    name character varying(50) NOT NULL,
    description text,
    notes text
);

CREATE TABLE meta.schema_version (
    version character varying(20) NOT NULL,
    installed_at timestamp with time zone DEFAULT CURRENT_TIMESTAMP NOT NULL,
    description text
);

-- No record count is stored (removed in 1.5.0): "num_records" was maintained by
-- some write paths only, sometimes held an estimate, and was NULL for a series
-- never written to. Ask the table itself: SELECT count(*), or for "is it empty?"
-- SELECT EXISTS (SELECT 1 FROM <table>) -- fast, stops at the first row.
CREATE TABLE meta.series (
    table_id integer DEFAULT nextval('meta._table_meta__table_id_seq'::regclass) NOT NULL,
    db_schema character varying(70) NOT NULL,
    table_name character varying(70) NOT NULL,
    type character varying(30),
    description character varying(255),
    column_schema text DEFAULT ''::text,
    symbol character varying(30),
    root_symbol character varying(30),
    exchange character varying(30),
    frequency character varying(30),
    session text,
    sec_type character varying(30),
    sec_id character varying(30),
    sec_id_type character varying(30),
    create_timestamp timestamp without time zone DEFAULT CURRENT_TIMESTAMP,
    first_timestamp timestamp without time zone,
    last_timestamp timestamp without time zone,
    bar_type character varying(30),
    feed character varying(30),
    currency character varying(30),
    expiry character varying(30),
    roll_type character varying(30),
    feed_type character varying(30),
    user_attr text,
    user_attr_2 text,
    script text,
    notes text,
    timezone character varying(50),
    category character varying(30),
    subcategory character varying(30),
    json JSONB,
    needs_reindex boolean NOT NULL DEFAULT false
);

-- A session's schedule is its definition string, nothing else. (Until 1.4.0
-- a parsed copy was also stored in a "json" column; nothing read it, the C++
-- client never wrote it, and it could silently disagree with the definition.
-- Clients derive the parsed form from the definition when they need it.)
CREATE TABLE meta.sessions (
    name character varying(50) NOT NULL,
    definition text NOT NULL,
    exchange_id character varying(12) NOT NULL
);

-- Registry of series schemas. A series may only live in a registered schema
-- (FK from meta.series.db_schema, 04_indexes.sql). Every other schema in the
-- database belongs to the user and is never touched by the clients.
CREATE TABLE meta.series_schemas (
    name text NOT NULL,
    description text,
    created_at timestamp with time zone NOT NULL DEFAULT CURRENT_TIMESTAMP,
    created_by text NOT NULL DEFAULT CURRENT_USER
);

CREATE TABLE meta.timezones (
    iana_name character varying(50) NOT NULL,
    display_name character varying(100) NOT NULL,
    description text,
    region character varying(50),
    utc_offset_hours real,
    notes text
);