database - How to join splayed table in KDB? -


i have 2 large (billions of rows) splayed tables, trades , stockprices, on remote server. want asof join

h:hopen `:remoteserver:port h"aj[`stock`date`time,         select trades date within 2014.04.01 2014.04.13,         stockprices     ]"

but error (i'm studio kdb+)

an error occurred during execution of query. server sent response: splay studio hint: possibly error refers nyi op on splayed table

so correct way such join?

also, performance , efficiency issue such big table -- should doing ensure query doesn't take hours , doesn't consume of server's system resources?

you need map splayed stockprices table memory. can done using select query:

q)(`::6060)"aj[`sym`time;select trade;quote]"                      / bad    'splay q)(`::6060)"aj[`sym`time;select trade;select quote]"          /    sym time         prx      bid      ask    -------------------------------------------    aea 01:01:16.347 637.7554 866.0131 328.1476    aea 01:59:14.108 819.5301 115.053  208.1114    aea 02:42:44.724 69.38325 641.8554 333.3092

this page may useful looking errors kdb+: http://code.kx.com/wiki/errors

regarding optimising performance of aj see http://code.kx.com/wiki/reference/aj

also, if there isn't overlap of data between days, may faster run query on day day basis, possibly in parallel.

if there overlap of data across days, combining date & time columns single timestamp column speed lookup.


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