ASOF Join — The "Do What I Mean" of the Database World

QuestDB is an open-source time-series database designed for high-performance demands, offering ultra-low latency and high ingestion throughput with a multi-tier storage engine. It supports Parquet and SQL, ensuring data portability without vendor lock-in. A key feature is the ASOF JOIN, which simplifies handling time-series data by allowing seamless correlation of events across tables based on timestamps, exemplified through use cases in IoT and finance. For instance, it can efficiently align sensor data with rocket launch phases or match buy and sell trades to calculate price spreads. QuestDB's ASOF JOIN is praised for its ability to intuitively match data points without needing explicit join conditions, leveraging timestamps as first-class citizens. The database's support for complex queries is further highlighted through creative applications like analyzing the impact of large trades on market prices. Additionally, the text explores the syntax required to perform ASOF JOINs in other databases like DuckDB, ClickHouse, and TimescaleDB, emphasizing the versatility and potential of this feature in time-series data analysis.