Use case
In FS server, when doing some research or exploration, user would like to replay the histroical data/stream and using the replayed result to validate or run backtest.
replay both streams, so the quote and trade will replay in the same time interval
run some query that corelate these two streams to monitor or analysis the trade/quote
the existing query cannot be used in such case as the current replay is based on append time, and in my case, all historical data are appended in the same time.
Describe the solution you'd like
support using _tp_time as the time col when replay
select * from s settings replay_speed = 1, time_col = '_tp_time'
support using customer time col when replay
select * from s settings replay_speed = 1, time_col = 'time'
3 support replay historical query in streaming way
select * from table(s) order by _tp_time limit 10 settings replay_speed = 1, time_col = '_tp_time'
Use case In FS server, when doing some research or exploration, user would like to replay the histroical data/stream and using the replayed result to validate or run backtest.
my case is
the existing query cannot be used in such case as the current replay is based on append time, and in my case, all historical data are appended in the same time.
Describe the solution you'd like
3 support replay historical query in streaming way