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  Trades table parted by sym and sorted by time (within each sym)

  Posted by RCQT on November 5, 2024 at 10:34 pm

  Hi Community,

  Here in the official document (aj, aj0, ajf, ajf0 – as-of join | Reference | kdb+ and q documentation – kdb+ and q documentation), it mentions that: for in-memory tables, the performance of asof join can be improved if column c1 is grouped, and column c2 is sorted within c1.

  Suppose that we sort a trade table (t) by sym, time (`sym`time xasc t) and apply a parted attribute on sym.

  If we do the following, “meta select from t where sym=`AAPL”, we can see that the time column of the result table does not have a sorted attribute (even though it’s sorted).

  My question is: how does kdb+/q know whether c2 is sorted or not within c1 when performing the speedup for aj?

  Can you please advise? Thanks.

  • This discussion was modified 1 week, 1 day ago by  RCQT.
  • This discussion was modified 1 week, 1 day ago by  RCQT.

  code.kx.com

  aj, aj0, ajf, ajf0 – as-of join | Reference | kdb+ and q documentation - kdb+ and q documentation

  As-of joins join two tables taking from the second the most recent records prior to the times in the first

  RCQT replied 1 week, 1 day ago 1 Member · 0 Replies
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