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Fundamental Capstone Project Exercise 3.1
I cannot seem to get the aj function to work to create the tradeContext table.
This is my code:
tradedata: select from trade where date = last date
nbbodata: select option_id, time,bid, ask from nbbo where date = last date
tradedata:`time`option_id xasc tradedata
nbbodata: `time`option_id xasc nbbodata
tradeContext: aj(`option_id`time;tradedata;nbbodata)The output I get is
k){.Q.ft[.Q.ajf0[0;1;x;;z]]y}[(`option_id`time;+`date`option_id`trade_id`time`price`qty`side`edge`exch_id`broker_id!(2020.08.06 2020.08.06 20…Not entirely sure how to fix it.
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