I have an in-memory table myt holding trades (created using ( …)) and a historical database mhdb holding market data in a splayed partitioned table md. I start q, load my trades table from a csv file into memory, then map the hdb database (using \l myhdb) and attempt to perform an as-of join on column time on the two tables:
aj[`time;myt;md]
I get the message `splay. When I load the persisted table into memory (tt:select bpx1, opx1 from md) and THEN join the in-memory table tt with trades myt, the as-of join works fine.
Am I doing something wrong in trying to join the persisted market data table with the in-memory trades table or is this a limitation of q?