As-of join
t1 asof t2 asof[t1;t2]
Where
t1 is a tablet2 is a table or dictionaryt2 corresponds to a time column in t1returns the values from the last rows matching the rest of the keys and time ≤ the time in t2.
q)show trade asof`sym`time!(`IBM;09:30:00.0)
price| 96.3e
size | 200
stop | 0b
corr | 0
cond | "T"
ex | "D"
q)show trade asof([]sym:`AAPL`IBM;ex:"TD";time:09:30:00.0)
price size stop corr cond
-------------------------
78.14 100 0 0 T
96.3 200 0 0 T