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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 month ago by  RCQT.
    • This discussion was modified 1 month ago by  RCQT.
    • This discussion was modified 2 weeks, 2 days ago by  supportelearningwp-com.
    RCQT replied 1 month ago 1 Member · 0 Replies
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