Window Group

Given data for NASDAQ trades, report the 10-minute Volume Weighted Average Price (VWAP) for each stock, over a period of roughly two months. Since no Parallel block is given, this computation will be carried out sequentially.

Here is the same VWAP app, but now it will be executed in parallel in a MapReduce style, by partitioning the two month period into 6 hour intervals. The resulting computation will therefore consist of over 200 concurrent tasks. These tasks can be run on a single compute node or on hundreds of nodes, depending on how quickly the results are required.