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stonks-oracle/lakehouse/schemas/trade_fills.sql
T

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802 B
SQL

-- Analytical fact table: trade_fills
-- Fill and execution records from broker.
-- Partitioned by dt on MinIO.
-- Path: s3://stonks-lakehouse/warehouse/trade_fills/dt={yyyy-mm-dd}/part-*.parquet
-- Requirements: 9.4, 9.5, 10.1, 10.3
-- Design ref: Section 7 (lake.trade_fills)
CREATE TABLE IF NOT EXISTS lakehouse.stonks.trade_fills (
fill_id VARCHAR,
order_id VARCHAR,
ticker VARCHAR,
side VARCHAR,
fill_price DOUBLE,
fill_quantity DOUBLE,
commission DOUBLE,
broker_account VARCHAR,
filled_at TIMESTAMP(6) WITH TIME ZONE,
dt DATE
) WITH (
format = 'PARQUET',
partitioned_by = ARRAY['dt'],
external_location = 's3a://stonks-lakehouse/warehouse/trade_fills/'
);