Re: [personal kdb+] Aggregating Best Bid/Offer an Quantity By Time

Community Support
1

could take some inspiration from http://kx.com/q/taq/daily.q
section
/ nbbo and total sizes from quotes

2

As a side-note you could use time(-span) as left argument for readability

q)60000000000j xbar 0D00:01:10

0D00:01:00.000000000

q)0D00:01 xbar 0D00:01:10

0D00:01:00.000000000

q)00:01n  xbar 0D00:01:10

0D00:01:00.000000000

Cheers,

  Attila