Displaying 1 result from an estimated 1 matches for "ctqm".
Did you mean:
ctm
2010 Mar 24
2
translating SQL statements into data.table operations
...dataset occur between 15 and 75 days
before the other, and within the same time window. I can only see how to
express the "WHERE e.SYMBOL = c.SYMBOL" part in data.table syntax. I'm also
at a loss at whether I can express the remainder using data.table's
%between% operator or not.
ctqm <- sqldf("SELECT e.*,
c.DATE 'DATEctrl',
c.TIME 'TIMEctrl',
c.PRICE 'PRICEctrl',
c.SIZE 'SIZEctrl'
FROM edt e, ctq c
WHERE e.SYMBOL = c.SYMBOL AND...