mean.5min = aggregateSeries(msftt.ts[,"Price"], + by="minutes",k.by=5,FUN=mean)
Coral8 recently implemented queryable "public windows" as a way to do ad-hoc queries. In order to get this feature out the door quickly, Coral8 embedded a version of SQLite into their system. So, you cannot use the Coral8 streaming query language, CCL, to do ad-hoc queries of windows. Instead, you need to use a dialect of SQL-92.
(Coral8 tells me that eventually. you will be able to use CCL for ad-hoc queries)
SPlus looks like it supports a lot of built-in functions for time-series financial data. This is something I would also like to see in Coral8. (I guess there is an opportunity for a little cottage industry to be built around enhancing Coral8 for capital markets firms...)
I wonder if any of the CEP vendors considered SPlus/R as a query language before deciding on Streaming SQL? (I know that JOS has been on the R bandwagon for a while at Barcap. He hasn't blogged too much about it recently though...)
©2008 Marc Adler - All Rights Reserved.
All opinions here are personal, and have no relation to my employer.