Customize getStats

This page provides information on how to customize the getStats API.

Customizing getStats

To customize getStats, some complex named analytics are also available, as shown below:

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 initialization. If present, it validates and adds to configured aggregations. Validation prints any errors at initialization time and errors out before adding the configuration. The format is as follows:

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.