I tried to solve this using the batch-function.

In essence: One solution would to extract the results of the subqueries and 
put this together in one table
The subquery-results are accessible via this batch:

 13       "let con = select expand( contracts )  from Openinterest; ",
 14       "let sub = select from Subcategories where contracts in $con;",
 15       "let cat = select from Categories where subcategories in $sub;",
 16       "let ind = select from Industries where categories in $cat;",
 17       "SELECT expand(unionall) FROM (SELECT unionall $cat, $con)"

which is much more readable. ... but gives neither an Error nor a result



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