There are no JOIN commands in InfluxQL. Your output has a timestamp as a column but it is not organized by timestamps, it's organized by bidPrice and askPrice. InfluxQL only supports queries that output a continuous timeline.
On Mon, Jun 20, 2016 at 11:41 PM, <[email protected]> wrote: > Hi, > > I currently trying to build the Top of the book > <https://en.wikipedia.org/wiki/Order_book_(trading)> out of full market > depth and struggling a bit. > > I am currently have one measurement called book, with two tags sym and > side (bid or ask): > > > show series > key > book,side=A,sym=DE0007236101 > book,side=B,sym=DE0007236101 > > which contains data like: > > > select * from book where sym='DE0007236101' and lvl=1 limit 10 > > name: book > ---------- > time lvl noOrders price seqNo side > size sym > 1412578805000000000 1 1 91.38 499 B > 359 DE0007236101 > 1412578818000000000 1 1 91.64 985 A > 119 DE0007236101 > 1412578821000000000 1 1 91.09 1034 B > 119 DE0007236101 > 1412578831000000000 1 1 91.12 1222 B > 187 DE0007236101 > 1412578843000000000 1 1 91.33 1404 A 64 > DE0007236101 > 1412578857000000000 1 2 91.31 1584 B > 144 DE0007236101 > 1412578871000000000 1 1 91.39 1811 A 18 > DE0007236101 > 1412578892000000000 1 1 91.39 1920 A > 119 DE0007236101 > 1412578900000000000 1 3 91.39 1938 A > 516 DE0007236101 > 1412578901000000000 1 4 91.39 1939 A > 601 DE0007236101 > > Which shows that bid and asks are not arriving at the time time. This > means for any given time T the latest valid bid and ask (for level 1) have > to be joined. > The result I would expect is: > > time bidOrders bidPrice bidSize askPrice askSize askOrders sym > 1412578805000000000 1 91.38 359 DE0007236101 > 1412578818000000000 1 91.38 359 91.64 119 1 DE0007236102 > 1412578821000000000 1 91.09 119 91.64 119 1 DE0007236103 > 1412578831000000000 1 91.12 187 91.64 119 1 DE0007236104 > 1412578843000000000 1 91.12 187 91.33 64 1 DE0007236105 > 1412578857000000000 2 91.31 144 91.33 64 1 DE0007236106 > 1412578871000000000 2 91.31 144 91.39 18 1 DE0007236107 > 1412578892000000000 2 91.31 144 91.39 119 1 DE0007236108 > 1412578900000000000 2 91.31 144 91.39 516 3 DE0007236109 > 1412578901000000000 2 91.31 144 91.39 601 4 DE0007236110 > Unfortunately, I have not been able to formulate this "temporal join" on > the same measurement in any way. > > I would appreciate any help input on this... > > Thanks, > Marc > > -- > Remember to include the InfluxDB version number with all issue reports > --- > You received this message because you are subscribed to the Google Groups > "InfluxDB" group. > To unsubscribe from this group and stop receiving emails from it, send an > email to [email protected]. > To post to this group, send email to [email protected]. > Visit this group at https://groups.google.com/group/influxdb. > To view this discussion on the web visit > https://groups.google.com/d/msgid/influxdb/395d6d3d-3b46-425d-b322-5babd6cc8c3b%40googlegroups.com > <https://groups.google.com/d/msgid/influxdb/395d6d3d-3b46-425d-b322-5babd6cc8c3b%40googlegroups.com?utm_medium=email&utm_source=footer> > . > For more options, visit https://groups.google.com/d/optout. > -- Sean Beckett Director of Support and Professional Services InfluxDB -- Remember to include the InfluxDB version number with all issue reports --- You received this message because you are subscribed to the Google Groups "InfluxDB" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at https://groups.google.com/group/influxdb. To view this discussion on the web visit https://groups.google.com/d/msgid/influxdb/CALGqCvOQsVuChb2zeNh1ZZxDVukxt%2B2mXodP_uztz-TCn_OH5w%40mail.gmail.com. For more options, visit https://groups.google.com/d/optout.
