TD Ameritrade API with Neo4j: Cypher to create NEXT_PERIOD Relationships between Price History Nodes

TDA_Cypher_Create_NEXT_PERIOD_Relationships

// Create NEXT_PERIOD relationships
call apoc.periodic.iterate("MATCH (i:Instrument) RETURN i.symbol as Symbol",
"MATCH (price:Price {ticker:Symbol})
WITH price
ORDER BY price.ticker, price.timestamp
WITH collect(price) as prices
FOREACH(i IN range(0, size(prices)-2) |
    FOREACH(price1 IN [prices[i]] |
        FOREACH(price2 IN [prices[i+1]] |
            MERGE (price1)-[:NEXT_PERIOD {priceGap:round(price2.open - price1.close,2)}]->(price2) 
        )
    )
)"
,{batchSize:10000, parallel:false});

// Remove NEXT_PERIOD relationships between instruments that get created 
MATCH (p1:Price)-[r:NEXT_PERIOD]->(p2) WHERE p1.ticker <> p2.ticker DELETE r;