Re: kdb equivalent of pandas groupby - KX Learning Hub

davidcrossey

Member
November 22, 2021 at 12:00 am
Hi powerpeanuts,

I would keep it simple as you have it, and change select to update in your example as follows:
```
q)update change:0^price-prev[price] by sym from trade 
time       sym price size change 
----------------------------------- 
09:30:00.000 a 10.75  100 0 
09:31:00.000 a 11.75  100 1 
09:32:00.000 a 13.2   100 1.45 
09:30:00.000 b 100.75 100 0 
09:31:00.000 b 106.95 100 6.2 
09:32:00.000 b 123.95 100 17
```
Note, I’ve also used fill (^) here to set the first change value for each sym as 0; this is optional and you can leave it as null if you prefer.

Hope this helps and answers your question.

Kind regards,

David