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Latest January Orders with Filled Events
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Latest January Orders with Filled Events

MediumSQL · PostgreSQL

Problem

How would you write SQL queries involving ordering and joins to extract the right records under time constraints?

Use the provided orders, order_events, instruments, and fills tables. Return the latest January 2025 order per instrument, keeping only orders whose latest non-null event is FILLED or PARTIALLY_FILLED. Rows with NULL submitted_at or NULL event_time are ignored.

Output

  1. One row per qualifying instrument and order, with the columns listed below.
  2. Include the instrument symbol, order ID, latest event type, submission time, filled quantity, average fill price, and latest fill time.
  3. Sort by submission time descending, instrument symbol ascending, and order ID ascending.

Output details

  • Return columns in this exact order: instrument_symbol, order_id, latest_event_type, submitted_at, filled_quantity, average_fill_price, latest_fill_at.
  • Break tied latest orders by order_id descending within each instrument.
  • Break tied latest events by event_id descending within each order.
  • Treat January 2025 as submitted_at >= TIMESTAMP '2025-01-01 00:00:00' and < TIMESTAMP '2025-02-01 00:00:00'.
  • Return NULL fill aggregates when no fills exist, and ignore NULL values in SUM, AVG, and MAX calculations.

Schema

orders
ColumnTypeDescription
order_idPKINTEGERUnique order identifier
instrument_idINTEGERReferenced instrument identifier
traderVARCHAR(80)Trader who submitted the order
sideVARCHAR(30)Order side and position action
submitted_atTIMESTAMPOrder submission timestamp
order_events
ColumnTypeDescription
event_idPKINTEGERUnique event identifier
order_idINTEGERReferenced order identifier
event_typeVARCHAR(40)Lifecycle event type
event_timeTIMESTAMPEvent timestamp
instruments
ColumnTypeDescription
instrument_idPKINTEGERUnique instrument identifier
instrument_symbolVARCHAR(40)Instrument symbol
fills
ColumnTypeDescription
fill_idPKINTEGERUnique fill identifier
order_idINTEGERReferenced order identifier
quantityNUMERIC(14,2)Executed quantity
priceNUMERIC(14,4)Execution price
fill_timeTIMESTAMPExecution timestamp
Tablesordersorder_eventsinstrumentsfills
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