Customize getStats
Customising getStats
Some complex named analytics are also available;
select from .tbls.cfg.analytics where tableName=`Trade, analytic in `VWAP`TWAP`turnover
tableName analytic clause
-------------------------------------------------------------------------------------------------------
Trade VWAP (wavg;`volume;`price)
Trade turnover (sum;(*;`price;`volume))
Trade TWAP (%;(sum;(enlist;(*:;`price);(max;(max;`price));(min;(min;`price));(last;`price)));4)
Including analytics with custom configuration
Custom named aggregations can be added to getStats with configuration in q table format. The API is looking for a table named .fsi.custom.analytics on initialisation, if present it will validate and add to configured aggregations. Validation will print any errors at initialisation time and error out before adding the configuration. The format is;
column | type | Description |
---|---|---|
tableName | symbol | Name of the table that the analytic operates on |
analytic | symbol | Name of the aggregation |
clause | mixed | q functional clause |
For example,
.fsi.custom.analytics:flip `tableName`analytic`clause! flip (
(`Trade;`custom;(wavg;`accVol;`tickCount));
(`Quote;`custom;(sum;(*;`askSize;`bidSize)))
);
This table can be included with any custom configuration. Steps to add custom configuration can be found here: Adding Custom Configuration or Code.