rolling window calculation in DolphinDB database

Question

I have a table with stock trades data. For each trade, I would like to calculate the average price 10 minutes before. I can't use DolphinDB's mavg() directly as its window length is determined by the number of observations, not the length of time.

Answer 1

Please use window join to solve your problem. Window join calculates moving metrics by the length of time rather than by the number of observations.

http://www.dolphindb.com/help/index.html?windowjoin.html