Data Source Compatibility

DuckDB Finance does not fetch vendor data or depend on a market-data session. Instead, load or attach data with DuckDB first, then normalize source-specific column names into canonical finance columns.

The normalization helpers accept table or view names plus source column names. That makes them work with ordinary tables, MotherDuck tables, CSV scans, Parquet scans, Iceberg-derived views, or any other relation DuckDB can query after you wrap it in a view.

Canonical Shapes

File Or Vendor Views

Create a view over the source first. Keep source names visible in that view or pass them directly into a normalization helper.

CREATE OR REPLACE VIEW raw_returns AS
SELECT *
FROM read_parquet('returns/*.parquet');

SELECT *
FROM fin_normalize_returns('raw_returns', 'trade_date', 'ticker', 'return_1d');

For option feeds with expiry dates, normalize once and reuse the generated option_spec for pricing and Greeks:

CREATE OR REPLACE VIEW canonical_options AS
SELECT *
FROM fin_normalize_option_chain(
  'raw_options',
  'cp',
  'underlying_px',
  'strike_px',
  'expiry_dt',
  'valuation_dt',
  'zero_rate',
  'iv',
  'q'
);

SELECT
  option_kind,
  strike_price,
  expiry_date,
  fin_bsm_price(option_spec) AS model_price,
  (fin_bsm_greeks(option_spec)).delta AS model_delta
FROM canonical_options;

Portfolio Tables

For real portfolios, prefer table-shaped functions over list literals:

SELECT *
FROM fin_portfolio_return_table('portfolio_inputs', 'asset_id', 'weight', 'expected_return');

SELECT *
FROM fin_portfolio_variance_table(
  'portfolio_inputs',
  'asset_id',
  'weight',
  'covariance_rows',
  'asset_i',
  'asset_j',
  'covariance'
);

Use list and matrix scalar functions for compact examples, small ad hoc calculations, and unit tests. Use table-shaped functions for warehouse data, joined source feeds, or anything with asset identifiers that need to survive auditing.

Naming Guidance

Prefer descriptive canonical names at ingestion boundaries:

• asset_id instead of ticker, symbol, or secid;
• return_decimal instead of ret, r, or percent-scaled values;
• underlying_price and strike_price instead of spot and strike;
• time_to_expiry_years instead of ttm;
• risk_free_rate, implied_volatility, and dividend_yield as annual decimal values.

Short names are fine inside small examples. Canonical names are better for shared views, source adapters, and agent-generated SQL.