peter
eed06559c0
Single source of truth for the timeseries PostgreSQL schema shared by the Python (TSAPI_SERIESDB_PG_PY) and C++ (TSAPI_POSTGRES_CPP) libraries. SQL seeded byte-for-byte from TSAPI_SERIESDB_PG_PY/tsapi_pgdb/sql on 2026-09-02. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
99 lines
4.7 KiB
SQL
99 lines
4.7 KiB
SQL
-- Migration: Add Instrument Metadata Columns
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-- Date: 2026-02-11
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-- Description: Adds classification and trading specification columns to meta.exchanges and meta.instruments
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-- ============================================================================
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-- 1. Add columns to meta.exchanges
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-- ============================================================================
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-- Trading specifications
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ALTER TABLE meta.exchanges ADD COLUMN IF NOT EXISTS default_tick_size DOUBLE PRECISION;
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ALTER TABLE meta.exchanges ADD COLUMN IF NOT EXISTS default_tick_value DOUBLE PRECISION;
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ALTER TABLE meta.exchanges ADD COLUMN IF NOT EXISTS default_extended_hours BOOLEAN DEFAULT false;
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-- Geographic info
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ALTER TABLE meta.exchanges ADD COLUMN IF NOT EXISTS country VARCHAR(3);
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COMMENT ON COLUMN meta.exchanges.default_tick_size IS 'Default minimum price increment (e.g., 0.01 for stocks)';
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COMMENT ON COLUMN meta.exchanges.default_tick_value IS 'Default value per tick in currency (0.01 for stocks = 1 cent per share)';
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COMMENT ON COLUMN meta.exchanges.default_extended_hours IS 'Default for whether instruments support pre/post market trading';
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COMMENT ON COLUMN meta.exchanges.country IS 'ISO 3166-1 alpha-3 country code (USA, GBR, JPN)';
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-- ============================================================================
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-- 2. Add columns to meta.instruments
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-- ============================================================================
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-- Basic info
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ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS description VARCHAR(255);
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ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS country VARCHAR(3);
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-- Trading specifications
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ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS extended_hours BOOLEAN;
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-- Company/Fund classification
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ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS sector VARCHAR(50);
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ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS industry VARCHAR(100);
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ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS category VARCHAR(50);
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ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS subcategory VARCHAR(50);
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ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS asset_class VARCHAR(30);
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ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS geography VARCHAR(30);
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-- ETF-specific
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ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS underlying VARCHAR(30);
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COMMENT ON COLUMN meta.instruments.description IS 'Full name/description of the instrument';
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COMMENT ON COLUMN meta.instruments.country IS 'ISO 3166-1 alpha-3 country code (overrides exchange default)';
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COMMENT ON COLUMN meta.instruments.extended_hours IS 'Override exchange default for pre/post market trading';
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COMMENT ON COLUMN meta.instruments.sector IS 'GICS sector (e.g., Technology, Financials)';
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COMMENT ON COLUMN meta.instruments.industry IS 'GICS industry (e.g., Software-Application)';
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COMMENT ON COLUMN meta.instruments.category IS 'Custom categorization (e.g., Sector ETF, Broad Market)';
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COMMENT ON COLUMN meta.instruments.subcategory IS 'Custom sub-categorization (e.g., S&P 500, Technology)';
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COMMENT ON COLUMN meta.instruments.asset_class IS 'Asset class (Equity, Fixed Income, Commodity, Currency)';
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COMMENT ON COLUMN meta.instruments.geography IS 'Geographic focus (US, International, Emerging)';
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COMMENT ON COLUMN meta.instruments.underlying IS 'Underlying symbol for ETFs/derivatives (e.g., SPX, NDX)';
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-- ============================================================================
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-- 3. Update existing exchange data
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-- ============================================================================
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-- Update NYSE if it exists
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UPDATE meta.exchanges
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SET
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default_tick_size = 0.01,
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default_tick_value = 0.01,
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default_extended_hours = true,
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country = 'USA'
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WHERE id = 'NYSE';
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-- Update CME if it exists
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UPDATE meta.exchanges
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SET
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country = 'USA',
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default_extended_hours = true
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WHERE id = 'CME';
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-- Add NASDAQ if it doesn't exist
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INSERT INTO meta.exchanges (
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id, name, timezone, currency, default_sec_type,
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default_tick_size, default_tick_value, default_extended_hours, country
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)
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SELECT 'NASDAQ', 'NASDAQ Stock Market', 'America/New_York', 'USD', 'STK',
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0.01, 0.01, true, 'USA'
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WHERE NOT EXISTS (SELECT 1 FROM meta.exchanges WHERE id = 'NASDAQ');
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-- ============================================================================
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-- Migration Complete
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-- ============================================================================
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-- Verify the changes
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SELECT 'meta.exchanges columns:' as info;
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SELECT column_name, data_type, character_maximum_length
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FROM information_schema.columns
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WHERE table_schema = 'meta' AND table_name = 'exchanges'
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ORDER BY ordinal_position;
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SELECT 'meta.instruments columns:' as info;
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SELECT column_name, data_type, character_maximum_length
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FROM information_schema.columns
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WHERE table_schema = 'meta' AND table_name = 'instruments'
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ORDER BY ordinal_position;
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