Kdb+/q: How to bulk insert into a KDB+ table with an index? - time-series

Question

I am trying to bulk insert multiple records simultaneously into a KDB+ database:
> trades:([]time:`datetime$();side:`symbol$();qty:`float$();price:`float$();exch:`symbol$();sym:`symbol$())
> t: .z.z / intentionally the same time
> `trades insert (t t;`buy `sell;10 10;10 10;`exch `exch;`sym `sym)
However It raises an error at the sym column
'sym
[0] `depths insert (t t;`buy `sell;10 10;10 10; `exch `exch;`sym `sym)
^
Have no Idea what I could be doing wrong here, but it seems to be value invariant i.e. it always raises an error on the last column irrespective of the value provided.
Could someone please advise me how I should go about inserting bulk records into kdb+ with an time index as depicted above.
Thanks

Answer 1

In your original insert statement, you had spaces between
`sym `sym
,
`exch `exch
and `buy `sell. The spaces between the symbols makes it an apply or index instead of a list which you desire.
Additionally, because you have specified your qty and price as
float
, you would have to specify the numbers as float when you are inserting to the
trades
table.
The following line should accomplish what you are intending to do:
`trades insert (2#t;`buy`sell;10 10f;10 10f;`exch`exch;`sym`sym)
Lastly, I would recommend changing the schema for the qtycolumn to int/long, as quantity generally does not require decimal points.
Hope this helps!

Answer 2

Daniel is on the money. To expand on his answer, q will collate space-separated lists into a single object for numeric values, and even then the type specification must be only present for the last item. Further details on list creation can be found here.
q)a:10f 10f
'10f
q)a:10 10f
Secondly, it's common for those learning kdb to often encounter type errors when appending to tables. The problem in this case is that kdb is not promoting a list of homogeneous atoms to a wider type (which is expected behaviour). The following is a useful little lambda for letting you know where you are going wrong when performing insert or upsert operations:
q)trades:([]time:`datetime$();side:`symbol$();qty:`float$();price:`float$();exch:`symbol$();sym:`symbol$())
q)rows:(t,t;`buy`sell;10 10;10 10;`exch`exch;`sym`sym)
q)insertTest:{[tab;rows] m:0!meta tab; wh: where not m[`t] ~' rt:.Q.ty each rows; #[flip;;enlist] `item`currType`expectedType!(m[`c] wh;rt wh; m[`t] wh)}
item currType expectedType
---------------------------
qty j f
price j f