@supercoco9

Developer Advocate at QuestDB and all around happy person. Fan of Open Source,Tech Communities,Data&ML.He/him.Ex-AWS,Ex Google Developer Expert. @j@chaos.social

 Madrid, Spain
javier-ramirez.com/
Joined March 2007
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429Media

Weighted mid price using SQL

For my SQL and Finance people out there. I have ~380K bids and ~190K asks for a day of trading with 29 tickers at sub-second level. I want to sample avg price per second then join bids and asks by app…

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