Here's a streamlined 8-week roadmap focused purely on practical SQL skills for forex bid/ask analysis, structured for immediate application in cron jobs: ### **Week 1-2: Core Foundations for Tick Data** **Goal:** Process raw ticks into usable formats **Key Skills:** 1. **Basic filtering** ```sql -- Isolate specific currency pairs/time windows SELECT * FROM ticks WHERE symbol = 'EUR/USD' AND timestamp BETWEEN '2024-01-01 00:00' AND '2024-01-01 23:59' ``` 2. **Candlestick generation** ```sql -- 1-minute OHLC candles SELECT symbol, DATE_TRUNC('minute', timestamp) AS minute, FIRST(bid) AS open, MAX(bid) AS high, MIN(bid) AS low, LAST(bid) AS close FROM ticks GROUP BY symbol, minute ``` 3. **Spread metrics** ```sql -- Average spread by hour SELECT symbol, EXTRACT(HOUR FROM timestamp) AS hour, AVG(ask - bid) AS avg_spread FROM ticks GROUP BY symbol, hour ``` ### **Week 3-4: Session Analysis & Basic Signals** **Goal:** Identify trading opportunities **Key Skills:** 1. **Session volatility** ```sql -- London vs. NY session comparison SELECT CASE WHEN EXTRACT(HOUR FROM timestamp) BETWEEN 7 AND 15 THEN 'London' WHEN EXTRACT(HOUR FROM timestamp) BETWEEN 13 AND 21 THEN 'NY' ELSE 'Other' END AS session, STDDEV((bid+ask)/2) AS volatility FROM ticks GROUP BY session ``` 2. **Rolling spreads** ```sql -- 30-minute moving spread SELECT timestamp, AVG(ask - bid) OVER ( ORDER BY timestamp ROWS BETWEEN 29 PRECEDING AND CURRENT ROW ) AS rolling_spread FROM ticks WHERE symbol = 'GBP/USD' ``` 3. **Basic alerts** ```sql -- Spread widening alert SELECT symbol, timestamp, (ask - bid) AS spread FROM ticks WHERE (ask - bid) > 3 * ( SELECT AVG(ask - bid) FROM ticks WHERE timestamp > NOW() - INTERVAL '1 day' ) ``` ### **Week 5-6: Advanced Pattern Detection** **Goal:** Build automated signal detectors **Key Skills:** 1. **Microprice calculation** ```sql -- Weighted mid-price SELECT timestamp, (bid*ask_size + ask*bid_size)/(bid_size + ask_size) AS microprice FROM ticks ``` 2. **Order flow imbalance** ```sql -- Bid/ask size ratio SELECT timestamp, (bid_size - ask_size)/(bid_size + ask_size) AS imbalance FROM ticks WHERE ABS((bid_size - ask_size)/(bid_size + ask_size)) > 0.7 ``` 3. **Consecutive moves** ```sql -- 5+ consecutive bid increases WITH changes AS ( SELECT *, CASE WHEN bid > LAG(bid) OVER (ORDER BY timestamp) THEN 1 ELSE 0 END AS is_up FROM ticks ) SELECT timestamp, bid FROM changes WHERE is_up = 1 ORDER BY timestamp LIMIT 5 ``` ### **Week 7-8: Optimization & Productionization** **Goal:** Make scripts robust and efficient **Key Skills:** 1. **Indexing for time-series** ```sql CREATE INDEX idx_symbol_time ON ticks(symbol, timestamp); ``` 2. **CTEs for complex logic** ```sql WITH london_ticks AS ( SELECT * FROM ticks WHERE EXTRACT(HOUR FROM timestamp) BETWEEN 7 AND 15 ), spreads AS ( SELECT symbol, AVG(ask - bid) AS avg_spread FROM london_ticks GROUP BY symbol ) SELECT * FROM spreads WHERE avg_spread > 0.0005; ``` 3. **Partitioning large tables** ```sql CREATE TABLE ticks_partitioned ( -- schema ) PARTITION BY RANGE (timestamp); ``` ### **Daily Practice Structure** 1. **Morning (5 min):** Run basic monitoring query ```sql -- Current spread status SELECT symbol, AVG(ask - bid) AS spread FROM ticks WHERE timestamp > NOW() - INTERVAL '15 minutes' GROUP BY symbol; ``` 2. **Evening (15 min):** Build one new analysis query - Monday: Session comparisons - Tuesday: Rolling metrics - Wednesday: Alert conditions - Thursday: Optimization tweaks - Friday: Backtest old queries ### **Key Mindset Shifts** 1. **Think in ticks, not hours:** Your queries should process milliseconds efficiently 2. **Pre-compute everything:** Generate candlesticks/aggregates in SQL, not Python 3. **Log everything:** Every cron job should write results to a logging table Want the condensed 1-page cheat sheet version of this roadmap? Or should we focus next on building your first complete cron-ready SQL script?