If you run this, only use the output to validate result correctness. Do not run any of the output scripts without thorough review and testing, as doing so may be harmful to your database performance.

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CE_OI, LAG(CE_OI) OVER (PARTITION BY expiry_date, strike_price ORDER BY timestamp) AS prev_CE_OI, (CE_OI - LAG(CE_OI) OVER (PARTITION BY expiry_date, strike_price ORDER BY timestamp)) AS CE_OI_Change, ...