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Window Join w/ Multiple Symbols
Whats good, Qbies.
I have 2 tables I’m trying to put together with a window join using `sym`time columns.
The output table comes through fine, but I go through the data and it’s clearly mixing results from different symbols. What gives?
I’ve checked datatypes and everything seems in order, with `sym amounting to a “s” type in both tables.
Any help greatly appreciated!
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4 Replies
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update `p#sym from q / or @[q;`sym;`p#]
/ may need to sort first if it isn’t already
update `p#sym from `sym`time xasc q
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wjrequires 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.
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Yeah, I took a look at aj but ultimately wj just better suites my needs.
So I’ve got the tables sorted “sym “time but seem to be missing on the `p# part (pun maybe intended).
How does one `p# a column in a table properly?
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that was it, thanks!
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