I have this kdb table:
ts ticker eid bid ask
--------------------------------------------------
09:30:00.001 TIF NASDAQ 781700 792500
09:30:00.001 MRVL BATSX 114500 118200
09:30:00.001 AVP BATSX 239100 240100
09:30:00.001 AVP ARCA 238000 239900
09:30:00.002 TIF ARCA 780400 790400
09:30:00.002 AVP BATSX 239100 239800
09:30:00.003 TIF NYSE 783700 784000
09:30:00.003 TIF ARCA 783400 790400
09:30:00.004 AVP NYSE 239300 240000
09:30:00.004 TIF NASDAQ 783500 792500
09:30:00.006 MRVL BATSX 114500 117600
..
How can I select the last row of each ticker,eid pair? For this subset that would be:
09:30:00.001 AVP ARCA 238000 239900
09:30:00.002 AVP BATSX 239100 239800
09:30:00.003 TIF NYSE 783700 784000
09:30:00.003 TIF ARCA 783400 790400
09:30:00.004 AVP NYSE 239300 240000
09:30:00.004 TIF NASDAQ 783500 792500
09:30:00.006 MRVL BATSX 114500 117600
Select without column list does this by default:
select by ticker,eid form t