JOIN

QuestDB supports the following types of joins: INNER, OUTER, CROSS, ASOF and SPLICE. FULL joins are not yet implemented and are on our roadmap. All supported join types can be combined in a single SQL statement; it is job of QuestDB SQL optimiser to determine best execution order and algorithms.

There are no known limitations on size of tables or sub-queries participating in joins and there are no limitations on number of joins either.

Join syntax

Following data join columns from joined tables are combined in single row. Same name columns originating from different tables will be automatically aliased to create unique column namespace of the result set.

Though it is a best practice to diligently specify join conditions, QuestDB will also analyse WHERE clause for implicit join condition and will derive transient join conditions where necessary.

tip

When tables are joined on column that has the same name in both tables you can use shorthand ON (column) clause

(INNER) JOIN

Overview

(INNER) JOIN is used to return rows from 2 tables where the records on the compared column have matching values in both tables

Examples

The following query will return the movieId and the average rating from table ratings. It will also add a column for the title from table movies. The corresponding title will be identified based on the movieId in the ratings table matching an id in the movies table.

INNER JOIN ON

SELECT movieId a, title, avg(rating)

FROM ratings

INNER JOIN (select movieId id, title from movies)

ON ratings.movieId = id;

tip

By default JOIN is interpreted as INNER JOIN. Therefore INNER can be dropped.

Dropping INNER

SELECT movieId a, title, avg(rating)

FROM ratings

JOIN (select movieId id, title from movies)

ON ratings.movieId = id;

OUTER JOIN

Overview

OUTER JOIN will return all records from the LEFT table, and if matched, the records of the RIGHT table. When there is no match for the RIGHT table, it will return NULL values in right table fields

Examples

General syntax is as follows:

SELECT tab1.colA, tab2.colB

FROM table1 tab1

OUTER JOIN table2 tab2

ON tab1.colA = tab2.colB;

OUTER JOIN query can also be used to select all rows in left table that do not exist in right table.

SELECT tab1.colA, tab2.colB

FROM table1 tab1

OUTER JOIN table2 tab2

ON tab1.colA = tab2.colB

WHERE tab2.colB = NULL

CROSS JOIN

Overview

CROSS JOIN will return the cartesian product of the two tables being joined. It can be used to a table with all possible combinations.

note

CROSS JOIN does not have ON clause.

EXAMPLE

The following will return all possible combinations of starters and deserts

SELECT * FROM starters CROSS JOIN deserts;

ASOF JOIN

Overview

ASOF joins are used on time series data to join two tables based on timestamp where timestamps do not exactly match. For a given record at a given timestamp, it will return the corresponding record in the other table at the closest timestamp prior to the timestamp in the first table.

note

To be able to leverage ASOF JOIN, both joined table must have a designated timestamp column. To designate a column as timestamp, please refer to the CREATE TABLE section.

ASOF join is performed on tables or result sets that are ordered by time. When table is created as ordered by time order of records is enforced and timestamp column name is in table metadata. ASOF join will use timestamp column from metadata.

Example

Consider the following tables.

ts	ask
2019-10-17T00:00:00.000000Z	100
2019-10-17T00:00:00.200000Z	101
2019-10-17T00:00:00.400000Z	102

ts	bid
2019-10-17T00:00:00.100000Z	101
2019-10-17T00:00:00.300000Z	102
2019-10-17T00:00:00.500000Z	103

Therefore the following query:

SELECT

bids.ts timebid,

bid,

ask

FROM bids ASOF JOIN asks

Will return the following

timebid	bid	ask
2019-10-17T00:00:00.100000Z	100	100
2019-10-17T00:00:00.300000Z	101	101
2019-10-17T00:00:00.500000Z	102	102

note

There is no ASKS at timestamp 2019-10-17T00:00:00.100000Z. The ASOF JOIN will look for the value in the BIDS table that has the closest timestamp inferior or equal to the target timestamp.

In case tables do not have designated timestamp column, but data is in chronological order, timestamp columns can be specified at runtime:

SELECT

bids.ts timebid,

bid,

ask

FROM (bids timestamp(ts)) ASOF JOIN (asks timestamp (ts))

caution

ASOF join does not check timestamp order, if data is not in chronological order join result is non-deterministic

Above query assumes that there is only one instrument in BIDS and ASKS tables and therefore does not use the optional ON clause.

If both tables store data for multiple instruments ON clause will allow you to find bids for asks with matching instrument value.

SELECT * FROM asks ASOF JOIN bids ON (instrument);

SPLICE JOIN

Overview

SPLICE JOIN is a full ASOF JOIN. It will return all the records from both tables. For each record from left table splice join will find prevailing record from right table and for each record from right table - prevailing record from left table.

Examples

Considering the following tables.

ts	ask
2019-10-17T00:00:00.000000Z	100
2019-10-17T00:00:00.200000Z	101
2019-10-17T00:00:00.400000Z	102

ts	bid
2019-10-17T00:00:00.100000Z	101
2019-10-17T00:00:00.300000Z	102
2019-10-17T00:00:00.500000Z	103

This query:

SELECT ts timebid, bid, ask

FROM bids SPLICE JOIN asks

Will return the following results

RESULTS

=================================================

ts, bid ask

-------------------------------------------------

2019-10-17T00:00:00.000000Z, 100, null

2019-10-17T00:00:00.100000Z, 100, 101

2019-10-17T00:00:00.200000Z, 101, 101

2019-10-17T00:00:00.300000Z, 101, 102

2019-10-17T00:00:00.400000Z, 102, 102

2019-10-17T00:00:00.500000Z, 101, 103

Note that the above query does not use the optional ON clause. In case you need additional filtering on the two tables, you can use the ON clause as follows:

SELECT ts timebid, instrument bidInstrument, bid, ask

FROM bids

SPLICE JOIN

(

SELECT ts timesask, instrument askInstrument, ask ask

FROM asks

)

ON bidInstrument=askInstrument;