Currently, ASOF JOIN matches records from the right table with timestamps that are equal to or earlier than the timestamp in the left table. This PR addresses the feature request to limit how far back in time the join should look for a match.

This enhancement adds a TOLERANCE clause to the ASOF and LT JOIN syntax. The TOLERANCE parameter accepts a time interval value (e.g., 2s, 100ms, 1d). When specified, a record from the left table t1 at t1.ts will only be joined with a record from the right table t2 at t2.ts if t2.ts <= t1.ts AND t1.ts - t2.ts <= tolerance_value.

This provides more fine-grained control over ASOF joins, particularly useful in scenarios with sparse data where a simple "equal or earlier" match might pick records that are too distant in time to be relevant.

SELECT ...
FROM table1
ASOF JOIN table2 ON <key> TOLERANCE interval_literal
[WHERE ...]

Or without keys:

SELECT ...
FROM table1
ASOF JOIN table2 TOLERANCE interval_literal
[WHERE ...]

Performance impact

Specifying TOLERANCE can also improve performance. ASOF JOIN execution plans often scan backward in time on the right table to find a matching entry for each left-table row. TOLERANCE allows these scans to terminate early - once a right-table record is older than the left-table record by more than the specified tolerance - thus avoiding unnecessary processing of more distant records.

💥 Breaking Change: TOLERANCE as a new keyword in JOIN

This change introduces TOLERANCE as a new keyword specifically within the JOIN clause. This may break existing queries where TOLERANCE was used as an unquoted table alias for the right-hand table in a JOIN.

Example of affected query:

SELECT [...]
FROM tab1 tab1Alias
ASOF JOIN tab2 TOLERANCE  -- Previously, 'TOLERANCE' was an alias for 'tab2'

Reason for breakage:

After this change, TOLERANCE in the position above is interpreted as the new keyword. The query will fail because the parser expects an interval value (e.g., 2s) to follow the TOLERANCE keyword, which is missing in the example.

Solution:

To use TOLERANCE as a table alias in this context, it must now be enclosed in double-quotes, as per standard SQL for identifiers that are also keywords:

SELECT [...]
FROM tab1 tab1Alias
ASOF JOIN tab2 "TOLERANCE" -- 'TOLERANCE' is now correctly treated as an alias

Additional optimizations

This PR introduces a performance enhancement for specific keyed ASOF JOIN scenarios, particularly when the join key is of the SYMBOL type:

[...]
FROM left_table
ASOF JOIN right_table ON left_table.symbol_key = right_table.symbol_key

The optimization works as follows: When processing a row from the left_table, if its particular SYMBOL key value is entirely absent in the right_table's corresponding symbol_key column (meaning no records in right_table share this key value), the improved execution plan can now detect this. By "exiting early" from the search for this non-existent key, the overall query performance can be significantly improved, especially in cases with many such missing keys.

Closes #5562
Documentation PR: questdb/documentation#195