Skip to content

getStatsCustomize

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)
Additional custom named aggregations can be added by including them with any custom configuration you are applying

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.