I cannot seem to get the aj function to work to create the tradeContext table.
This is my code:
tradedata: select from trade where date = last date
nbbodata: select option_id, time,bid, ask from nbbo where date = last date
tradedata:timeoption_id xasc tradedata
nbbodata: timeoption_id xasc nbbodata
tradeContext: aj(option_idtime;tradedata;nbbodata)
The output I get is
k){.Q.ft[.Q.ajf0[0;1;x;;z]]y}[(option_idtime;+dateoption_idtrade_idtimepriceqtysideedgeexch_idbroker_id!(2020.08.06 2020.08.06 20…
What you are unintentionally doing is passing the list as a single argument. And so, it’s returning you back the projection of the aj function.
You should be able to differentiate between () & . While () is used for a list, is used to pass the arguments to a function and “;” is used as a separator for the parameters.