I am attempting to design a simple reporting feature for some financial market data.

I have a few sets of data, and I am trying to figure out what will be the best way to organize the tables, in particular for reporting.

I am using Microsoft SQL Server Express, which I am comfortable with for simple tasks and I've designed a few reports.

I have one table with Trade data, which is basically a log, with Trade #, Entry Date, Entry Price, Exit Date, Profit and some other information. Simple and easy.

I want to link each trade entry with some data specific to that entry. For example, in my Trade Table, I might have 200 entries. Each entry, however has pricing data from before and after the trade date that I would like to get.

I want to produce a report that lists the trade data, adjusted for parameters which I can do. The report could display a graph to show trade specific data that is more detailed than can just be fit in columns from the current record.

Any ideas or references to check out would be greatly appreciated.

  • You will probably need to define your tables a little more to get a better answer, but from what I read above you may want to maintain an [instruments] table, and join your point-in-time (trades) to the instrument in question, and then get the before/after you seek. Now this is a veeeeery basic approach. What you are doing ultimately calls for something more robust like SSAS, but that's a pretty steep learning curve. – Eric Higgins Sep 12 '12 at 21:29
  • I have edited your question in an attempt to clarify your requirements - however it would help if you added more information about your reporting requirements and table structure. – Max Vernon Sep 26 '12 at 3:30

If you have the option of moving the data into another database I would begin looking at using a star schema. Here is a website that might help you begin research


Star schemas are built specificly for the fast retrieval of large amounts of data and are very good at aggregating that data over time. Plus having the data seperated from your OLTP database means that there are not as many draw backs to adding indexes. What's more having your data layed out in a Star Schema sets you up to be for creating data cubes with SSAS in the future; although, you do not need a cube to interface with the data.

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