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Level 2 Capstone Final Project Issues
I have attached all the screen snippets for context. My questions relate to the Level 2 fundamentals capstone project at section 3.1 and are are as follows:
as seen in the image snippet provided, the question asks for the following:
**3.1 Looking only at the last date in our database, create a new table
tradeContext
which has all thetrade
table information. This should have two extra columns –bid
andask
– which contain thenbbo
information for that particular tradeoption_id
as at that trade time.**1. The sample output provided does not seem to be accurate, it matches the wrong row from the
trade table to the
nbbo table. This can be seen in the other snippet I included: all such bids and asks from thenbbo table that are of option_id
FB20200720C230 have a time equal to 09:33:43.7642. But the option_id of that same value from the
trade table, when as-of joined with the
nbbo table matches with a different time (as seen in the snippet). Thenbbo time it matches to is at 13:01:10.535. This is because the option_id we are dealing with has a
trade table time equal to 13:01:30.268, so the nearest match fromnbbo table would be 13:01:10.535, not 09:33:43.764 (this time corresponds to the time associated with the bids and ask prices seen in the expected sample output section).
3. This result is inconsistent with the sample expected output provided, as the sample expected output seems to match this specific
trade record with the wrongnbbo record (given the fact that all bids = 44.55 and asks= 45.9 for option_id =
FB20200720C230 are at 09:33:43.764, this seems to be the “expected output” when as-of joined.4. First question: Am I understanding this incorrectly? Or is this an actual inconsistency?
5. Moving on from this, after conducting an as-of join on
trade and
nbbo, there seems to be some records fromtrade that happened at times earlier than the earliest time values in
nbbo. This means there are some records that are missing an associated bid and ask value since thesetrade table trades could not as-of join to any
nbbo times (again, since they happened before any and all time stamps observed in `nbbo). Are there supposed to be records that could not as-of join to any nbbo time?6. I am Failing the test that occurs only in this section, as the error reads: “abort in before block due to error \”length\”” (this error can also be seen in the snippet image provided.
Any guidance on these raised issues would be very helpful as I am quite unable to proceed forward for quite some time at this point.
Thank you very much.
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