Currently, say I have a database with sym-date
rows.
If I want to extract two series and align them on date, I currently have to do two queries and then join them:
pair: {[x;y]
aa: select date, a: target1 from z where sym = x;
bb: select date, b: target1 from z where sym = y;
1!aa ij 1!bb
}
corr[`AAPL;`MSFT]
Is there a more elegant way to do this in KDB?
It looks like you essentially want to pivot the data? https://code.kx.com/q/kb/pivoting-tables/
q)t:([]date:2021.01.01 2021.01.01 2021.01.01;sym:`AAPL`MSFT`TSLA;target1:1.1 2.2 3.3)
q)P:`AAPL`MSFT
q)exec P#(sym!target1) by date:date from t
date | AAPL MSFT
----------| ---------
2021.01.01| 1.1 2.2