KDB select only rows with max value on a column elegantly

Question

I have this table for stock prices (simplified version here):

+----------+--------+-------+
|   Time   | Ticker | Price |
+----------+--------+-------+
| 10:00:00 | A      |     5 |
| 10:00:01 | A      |     6 |
| 10:00:00 | B      |     3 |
+----------+--------+-------+

I want to select the row group by Ticker with maximum Time, e.g.

+----------+--------+-------+
|   Time   | Ticker | Price |
+----------+--------+-------+
| 10:00:01 | A      |     6 |
| 10:00:00 | B      |     3 |
+----------+--------+-------+

I know how to do it in SQL, similar question can be found here , but I have no idea how to do elegantly it in KDB.

I have a solution that do selection twice:

select first Time, first Ticker, first Price by Ticker from (`Time xdesc select Time, Ticker, Price from table where date=2018.06.21)

Is there more clean solution?

Trustworthy

Answer 1

Whenever you're doing a double select involving a by, it's a good sign that you can instead use fby

q)t:([]time:10:00:00 10:00:01 10:00:00;ticker:`A`A`B;price:5 6 3)
q)
q)select from t where time=(max;time) fby ticker
time     ticker price
---------------------
10:00:01 A      6
10:00:00 B      3

Kdb also offers a shortcut of taking last records whenever do you a select by with no specified columns but this approach isn't as general or customizable

q)select by ticker from t
ticker| time     price
------| --------------
A     | 10:00:01 6
B     | 10:00:00 3

Creature

Also on "select by" vs fby: fby gives the flexibility to return more than one row per group. – Levigate

Answer 2

One additional thing to note, select by can give wrong results if the data is not sorted correctly. e.g.

select by ticker from reverse[t]
ticker| time     price
------| --------------
A     | 10:00:00 5 //wrong result
B     | 10:00:00 3

The fby can get the correct results regardless of the order:

select from (reverse  t) where time=(max;time) fby ticker
time     ticker price
---------------------
10:00:00 B      3
10:00:01 A      6

Selfpropulsion