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fby for fills

Hungry_Goat
New Contributor
I have a quote table.
quote: (
  []
  TIMESTAMP:    `time$();
  SYMBOL:       `$();
  BID:          `float$();
  ASK:          `float$();
  BIDSIZE:      `float$();
  ASKSIZE:      `float$()
)

TIMESTAMP    SYMBOL  BID  ASK  BIDSIZE ASKSIZE
----------------------------------------------
09:00:07.082 GOOG    2.51 2.59 10000   350000
09:00:08.885 AAPL    0.71 0.73 250000  20000
09:00:09.499 GOOG              200000
09:00:11.467 GOOG    2.52
09:00:12.892 GOOG    2.54      36000
09:00:12.892 AAPL    0.72              50000
09:00:13.702 AAPL                      100000


I want to fill the table with the missing data.

TIMESTAMP    SYMBOL  BID  ASK  BIDSIZE ASKSIZE
----------------------------------------------
09:00:07.082 GOOG    2.51 2.59 10000   350000
09:00:08.885 AAPL    0.71 0.73 250000  20000
09:00:09.499 GOOG    2.51 2.59 200000  350000
09:00:11.467 GOOG    2.52 2.59 200000  350000
09:00:12.892 GOOG    2.54 2.59 36000   350000
09:00:12.892 AAPL    0.72 0.73 250000  50000
09:00:13.702 AAPL    0.72 0.73 250000  100000

I basically need an fby clause to work with fills.

Thanks

2 REPLIES 2

Flying
New Contributor III
You could do so with a plain `by', since you are filling all the columns with the same partitioning scheme:

update fills BID, fills ASK, fills BIDSIZE, fills ASKSIZE by SYMBOL from quote

AquaQMatt
New Contributor
Ordering by symbol for filling then ordering from timestamp again to get the table in the correct order. @Flying has already provided a more clean cut solution to your problem, but just in case any of this syntax will help you in the way you think about future problems.
 
TIMESTAMP xasc quote:update BID:fills BID, ASK:fills ASK, BIDSIZE:fills BIDSIZE, ASKSIZE:fills ASKSIZE from quote:`SYMBOL xasc quote

Kind regards,
Matt