Home › Forums › kdb+ › Large Scale WindowJoins Questions › Re: Large Scale WindowJoins Questions
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I have 800,000 rows of data in a table with the following meta:
c | t f a ---------------| ----- col1 | n col2 | s col3 | d mmm3 | f col4 | f col5 | s col6 | i col7 | i col8 | j col9 | f col10 | j dt | p s col11 | f col12 | f col13 | j col14 | j col15 | f col16 | f col17 | f col18 | f col19 | f col20 | f col21 | f col22 | f col23 | j col24 | j
Im attempting to get a rolling 5minute min/max using wj. (i recognize the window isn’t such for 5minutes, im just writing up an example)
f:`dt; w:(-1000000; 0)+:data[`dt];
data: wj[w;f;data;(data;(max;`mmm3);(min;`mmm3))];The wj works just fine, but takes insanely long to complete.