JOIN GROUP BY. , , sqlite "" , :
SELECT a.date, a.symbol, SUM(a.oi * a.contract_settle) AS oi_dollar
FROM (SELECT date, symbol, oi, contract_settle
FROM ann
UNION
SELECT date, symbol, oi, contract_settle
FROM qtr) a
INNER JOIN crsp c ON a.date = c.date AND a.symbol = c.symbol
WHERE a.oi * a.contract_settle > 0
GROUP BY a.date, a.symbol
oi contract_settle (, ), WHERE a.oi <> 0 AND a.contract_settle <> 0 .