WITH bids AS (
SELECT timestamp AS bid_ts, symbol,
   amount AS bid_size,
   avg(price*amount) AS bid_price
 FROM trades WHERE side = 'buy'  AND timestamp IN '2024-06-01'
 SAMPLE BY 1s
), asks AS  (
 SELECT timestamp AS ask_ts, symbol,
   amount AS ask_size,
   avg(price*amount) AS ask_price
 FROM trades  WHERE side = 'sell'
 AND timestamp BETWEEN '2024-05-31T23:59' AND '2024-06-02'
 SAMPLE BY 1s
)
SELECT bid_ts, bids.symbol, bid_size, bid_price,
wmid(bid_price, bid_size, ask_price, ask_size) AS weighted_mid_price,
ask_price, ask_size,
 FROM bids ASOF JOIN asks ON (symbol) where ask_price is not null`, principal=admin, cache=false, jit=false]
2025-11-21T16:14:55.262156Z E i.q.g.e.QueryProgress err [id=9279909, sql=`WITH bids AS (
SELECT timestamp AS bid_ts, symbol,
   amount AS bid_size,
   avg(price*amount) AS bid_price
 FROM trades WHERE side = 'buy'  AND timestamp IN '2024-06-01'
 SAMPLE BY 1s
), asks AS  (
 SELECT timestamp AS ask_ts, symbol,
   amount AS ask_size,
   avg(price*amount) AS ask_price
 FROM trades  WHERE side = 'sell'
 AND timestamp BETWEEN '2024-05-31T23:59' AND '2024-06-02'
 SAMPLE BY 1s
)
SELECT bid_ts, bids.symbol, bid_size, bid_price,
wmid(bid_price, bid_size, ask_price, ask_size) AS weighted_mid_price,
ask_price, ask_size,
 FROM bids ASOF JOIN asks ON (symbol) where ask_price is not null`, principal=admin, cache=false, jit=true, time=290903, exception=
java.lang.ClassCastException: class io.questdb.griffin.engine.groupby.MapSymbolColumn cannot be cast to class io.questdb.cairo.sql.StaticSymbolTable (io.questdb.griffin.engine.groupby.MapSymbolColumn and io.questdb.cairo.sql.StaticSymbolTable are in module [email protected] of loader 'app')
        at io.questdb.griffin.engine.join.SymbolToSymbolJoinKeyMapping.of(SymbolToSymbolJoinKeyMapping.java:98)
        at io.questdb.griffin.engine.join.AsOfJoinLightRecordCursorFactory$AsOfLightJoinRecordCursor.of(AsOfJoinLightRecordCursorFactory.java:297)
        at io.questdb.griffin.engine.join.AsOfJoinLightRecordCursorFactory.getCursor(AsOfJoinLightRecordCursorFactory.java:110)
        at io.questdb.griffin.engine.table.FilteredRecordCursorFactory.getCursor(FilteredRecordCursorFactory.java:57)
        at io.questdb.griffin.engine.table.SelectedRecordCursorFactory.getCursor(SelectedRecordCursorFactory.java:118)
        at io.questdb.griffin.engine.table.VirtualRecordCursorFactory.getCursor(VirtualRecordCursorFactory.java:114)
        at io.questdb.griffin.engine.QueryProgress.getCursor(QueryProgress.java:288)
        at io.questdb.cutlass.http.processors.JsonQueryProcessor.executeSelect0(JsonQueryProcessor.java:696)
        at io.questdb.cutlass.http.processors.JsonQueryProcessor.executeSelect(JsonQueryProcessor.java:679)
        at io.questdb.cutlass.http.processors.JsonQueryProcessor.executeNewSelect(JsonQueryProcessor.java:657)
        at io.questdb.cutlass.http.processors.JsonQueryProcessor.compileAndExecuteQuery(JsonQueryProcessor.java:523)
        at io.questdb.cutlass.http.processors.JsonQueryProcessor.execute0(JsonQueryProcessor.java:216)
        at io.questdb.cutlass.http.processors.JsonQueryProcessor.onRequestComplete(JsonQueryProcessor.java:298)