• kdb+

  window join on more than 2 columns ?

  Posted by fav_pa on September 12, 2024 at 4:39 pm

  i have a table that has multiple columns, and among them a datetime, sym, trader_type.
  I would like to do a window join on datetime, sym and trader type
  is it possible?

  unterrainer_ale replied 6 days, 7 hours ago 3 Members · 2 Replies
• 2 Replies

• 

  mwoods

  Administrator

  September 13, 2024 at 8:48 am

  Yes it is possible to have more than 2 columns, I extended the example in the Advanced Joins example from the Academy to demonstrate if you want to try it out

  https://learninghub.kx.com/courses/kdb-developer-level-3/lessons/joins-2/

  
• 

  unterrainer_ale

  Member

  September 13, 2024 at 8:52 am

  Hi fav_pa,

  yes, a window join wj for several columns is possible. The syntax is

  wj[w;c;t;(q;(f0;c0);(f1;c1))]

  where w is your window, c are the columns you want to match on, in your case this would be sym, date time and trader type. As with the asof join, aj, the time column should be the last in your list, so I assume it’s sym,traderType,datetime (I am avoiding the symbol syntax because of the known UI issue).

  You can read more about wj here https://code.kx.com/q4m3/9_Queries_q-sql/#999-window-join

  

  code.kx.com

  9. Queries – q-sql - Q for Mortals

  Q for Mortals: a textbook for kdb+ and the q programming language

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