SAMPLE BY is used on time series data to summarise large datasets into
aggregates of homogeneous time chunks as part of a
SAMPLE BY queries on datasets with missing data may make
use of the FILL keyword to specify a fill behavior.
SAMPLE BY, one column needs to be designated as
timestamp. Find out
more in the designated timestamp section.
SAMPLE_SIZE is the unit of time by which you wish to aggregate your
n is the number of time chunks that will be summarised together.
Assume the following table
The following will return the number of trades per hour:
The following will return the trade volume in 30 minute intervals
The following will return the average trade notional (where notional is = q * p) by day: