JhQC4N2W

1CREATE table IF NOT EXISTS datasets.option_aggregates (
2    timestamp DateTime CODEC(DoubleDelta, ZSTD),
3    best_bid Int32 CODEC(Gorilla, ZSTD),
4    best_bid_size Int32 CODEC(Gorilla, ZSTD),
5    bid_timestamp DateTime CODEC(DoubleDelta, ZSTD),
6    best_ask Int32 CODEC(Gorilla, ZSTD),
7    best_ask_size  Int32 CODEC(Gorilla, ZSTD),
8    ask_timestamp DateTime CODEC(DoubleDelta, ZSTD),
9    last_trade_price   Int32 CODEC(Gorilla, ZSTD),
10    last_trade_size   Int32 CODEC(Gorilla, ZSTD),
11    last_trade_timestamp     DateTime    CODEC(DoubleDelta, ZSTD),
12    best_under_bid_price   Int32 CODEC(Gorilla, ZSTD),
13    best_under_bid_size  Int32 CODEC(Gorilla, ZSTD),
14    bid_under_timestamp     DateTime      CODEC(DoubleDelta, ZSTD),
15    best_under_ask_price Int32 CODEC(Gorilla, ZSTD),
16    best_under_ask_size  Int32 CODEC(Gorilla, ZSTD),
17    ask_under_timestamp     DateTime      CODEC(DoubleDelta, ZSTD),
18    last_under_trade_price  Int32 CODEC(Gorilla, ZSTD),
19    last_under_trade_size  Int32 CODEC(Gorilla, ZSTD),
20    last_under_trade_timestamp  DateTime  CODEC(DoubleDelta, ZSTD),
21    strike Int32 CODEC(Gorilla, ZSTD),
22    unit UInt16 CODEC(T64, ZSTD),
23    put_call UInt8 CODEC(T64, ZSTD),
24    exp_date DateTime  CODEC(DoubleDelta, ZSTD),
25    ticker LowCardinality(String)
26) 
27ENGINE MergeTree() 
28PARTITION BY toYYYYMM(timestamp) 
29ORDER BY (ticker, timestamp, exp_date, strike, put_call)
30SETTINGS index_granularity=8192