Re: Window Join w/ Multiple Symbols

[matt_moore]

wj requires parted attribute on sym column of 2nd table:

t and q are simple tables to be joined (q should be sorted `sym`time with `p# on sym)

Window join | Reference | kdb+ and q documentation – Kdb+ and q documentation (kx.com)
I’ve found when doing this with more than one sym column you need to join them together and sort/apply part to a combined column.

Also depending on what you are doing, an aj at the start and end of your window can be faster but depends on what you are trying to do.