fby for fills

Community Support
1 
    I have a quote table.


quote: (  


<font color='"#000000"'><span style='"font-size:'> []

TIMESTAMP: time$(); SYMBOL: $();
BID: float$(); ASK: float$();
BIDSIZE: float$(); ASKSIZE: float$()

<font color='"#000000"'><span style='"font-size:'>)</span></font>



TIMESTAMP SYMBOL BID ASK BIDSIZE ASKSIZE

----------------------------------------------

09:00:07.082 GOOG 2.51 2.59 10000 350000
09:00:08.885 AAPL 0.71 0.73 250000 20000
09:00:09.499 GOOG 200000
09:00:11.467 GOOG 2.52
09:00:12.892 GOOG 2.54 36000
09:00:12.892 AAPL 0.72 50000
09:00:13.702 AAPL 100000

I want to fill the table with the missing data.



    




    TIMESTAMP SYMBOL BID ASK BIDSIZE ASKSIZE

09:00:07.082 GOOG 2.51 2.59 10000 350000
09:00:08.885 AAPL 0.71 0.73 250000 20000
09:00:09.499 GOOG 2.51 2.59 200000 350000
09:00:11.467 GOOG 2.52 2.59 200000 350000
09:00:12.892 GOOG 2.54 2.59 36000 350000
09:00:12.892 AAPL 0.72 0.73 250000 50000
09:00:13.702 AAPL 0.72 0.73 250000 100000

I basically need an fby clause to work with fills.

  


Thanks
2

You could do so with a plain `by’, since you are filling all the columns with the same partitioning scheme:

update fills BID, fills ASK, fills BIDSIZE, fills ASKSIZE by SYMBOL from quote

3

Ordering by symbol for filling then ordering from timestamp again to get the table in the correct order. @Flying has already provided a more clean cut solution to your problem, but just in case any of this syntax will help you in the way you think about future problems.
 

TIMESTAMP xasc quote:update BID:fills BID, ASK:fills ASK, BIDSIZE:fills BIDSIZE, ASKSIZE:fills ASKSIZE from quote:`SYMBOL xasc quote

Kind regards,
Matt