Hello guys, how are you doing?
I have one main table that has the fields “dt” (timestamp), “open”, “high”, “low”, “close” and “volume”. The timeframe of the field “dt” is 120m, line in the example below:
See that the field “dt” always starts with 10 AM and finish with 16 PM (the market hours).
I used this script to create the materialized view:
CREATE MATERIALIZED VIEW four_h_bars
WITH (timescaledb.continuous) AS
SELECT stock_id,
time_bucket(INTERVAL '4 hour', dt) AS "time",
first(open, dt) as open,
max(high) as high,
min(low) as low,
last(close, dt) as close,
sum(volume) as volume
FROM stock_prices
GROUP BY stock_id, "time";
The problem is that I am having different times from the original data, like 08 AM,. Is there some way to fix this and keep the same time of the original data (10am to 16pm)?
Thanks.