Hello, I am a newbie here. I am trying to find the last quote before agiven set of times(also given the date and the symbol). Currently I amgetting all the quotes for the day and using asof join on the set oftimes to get the last quote before the set of times but this seems tobe taking a lot of time. Is there any faster way of getting this done.Regards,Krishna
AsOf joins should be quite fast.
Have you made sure that your quote table is parted or sorted by sym before you apply the join?
Cheers,
Andrew
yes I have used the `p# as suggested in the website before using the asof join
Can you give us an example query that you run, and an idea of the layout of your DB?
?
Thanks,
Andrew
i have the db based on symbol and divided into folders based on the dates. This db is something that I inherited, so am not exactly sure how it was created
doing a:
(update g#sym from time xasc select from mytbl where … ) asof
(…)
will be very fast.
The limiting factors are the speed when you hit the disk (the select),
how many columns you are fetching values for and, of course, available
memory.