Window Functions

This page unpacks QuestDB window functions and provides references.

Window functions exist within many SQL dialects. QuestDB is consistent with expected function.

What is a Window Function?

A window function performs a calculation across a set of rows that are related to the current row. This set of related rows is called a "window", defined by an OVER clause that follows the window function.

In practical terms, window functions are used when you need to perform a calculation that depends on a group of rows, but you want to retain the individual rows in the result set. This is different from aggregate functions like a cumulative sum or avg, which perform calculations on a group of rows and return a single result.

The underlying mechanism of a window function involves three components:

Partitioning: The PARTITION BY clause divides the result set into partitions (groups of rows) upon which the window function is applied. If no partition is defined, the function treats all rows of the query result set as a single partition.
Ordering: The ORDER BY clause within the OVER clause determines the order of the rows in each partition.
Frame Specification: This defines the set of rows included in the window, relative to the current row. For example, ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW includes all rows from the start of the partition to the current row.

Use cases for window functions are vast.

They are often used in analytics for tasks such as:

Calculating running totals or averages
Finding the maximum or minimum value in a sequence or partition
Ranking items within a specific category or partition
Calculating moving averages or cumulative sums

Window functions are tough to grok.

An analogy before we get to building:

Imagine a group of cars in a race. Each car has a number, a name, and a finish time. If you wanted to know the average finish time, you could use an aggregate function like avg to calculate it. But this would only give you a single result: the average time. You wouldn't know anything about individual cars' times.

Now, let's say you want to know how each car's time compares to the average. Enter window functions. A window function allows you to calculate the average finish time (the window), but for each car (row) individually.

For example, you could use a window function to calculate the average finish time for all cars, but then apply this average to each car to see if they were faster or slower than the average. The OVER clause in a window function is like saying, "for each car, compare their time to the average time of all cars."

So, in essence, window functions allow you to perform calculations that consider more than just the individual row or the entire table, but a 'window' of related rows. This 'window' could be all rows with the same value in a certain column, like all cars of the same engine size, or it could be a range of rows based on some order, like the three cars who finished before and after a certain car.

This makes window functions incredibly powerful for complex calculations and analyses.

Building Window Functions

At the peak of its complexity, a window function can appear as such:

functionName OVER (
    PARTITION BY columnName [, columnName ...]
    ORDER BY columnName [ASC | DESC] [, columnName [ASC | DESC] ...]
    RANGE | ROWS (
        UNBOUNDED PRECEDING | offset PRECEDING | CURRENT ROW
        | BETWEEN (UNBOUNDED PRECEDING | offset PRECEDING | CURRENT ROW)
        AND (offset PRECEDING | CURRENT ROW)
    )
    EXCLUDE CURRENT ROW | EXCLUDE NO OTHERS
)

The broad scope of possible choices can be overwhelming. But once the options become clear, assembling valuable and performant queries is quick work.

We will break down the above into:

Base Function
OVER Clause - PARTITION & ORDER
"Frame" Clause - RANGE or ROWS
Exclusion Option

Base Function

This reference page demonstrates 5 base functions:

We can assemble our window functions into "blocks" so that it is easier to understand. Each block is then explained in its own small section.

The base function is the first block.

It contextualizes the "way we look through our window":

avg(price) ... (
      ...
    )
    ...
)

Next we define OVER. It is the key to assembling valuable and performant window functions:

avg(price) OVER (
      ...
    )
    ...
)

Within OVER, we will define PARTITION BY and ORDER BY, as well as provide our "Frame" clause, which details our RANGE or ROWS. This is the heart and shape of our window:

avg(price) OVER (
    PARTITION BY columnName [, columnName ...]
    ORDER BY columnName [ASC | DESC] [, columnName [ASC | DESC] ...]
    RANGE | ROWS (
        UNBOUNDED PRECEDING | offset PRECEDING | CURRENT ROW
        | BETWEEN (UNBOUNDED PRECEDING | offset PRECEDING | CURRENT ROW)
        AND (offset PRECEDING | CURRENT ROW)
    )
    ...
)

Finally, our exclusion clauses indicate what to omit. It's a bit like sculpting the final details into the window:

avg(price) OVER (
    PARTITION BY columnName [, columnName ...]
    ORDER BY columnName [ASC | DESC] [, columnName [ASC | DESC] ...]
    RANGE | ROWS (
        UNBOUNDED PRECEDING | offset PRECEDING | CURRENT ROW
        | BETWEEN (UNBOUNDED PRECEDING | offset PRECEDING | CURRENT ROW)
        AND (offset PRECEDING | CURRENT ROW)
    )
    EXCLUDE CURRENT ROW | EXCLUDE NO OTHERS
)

OVER Clause - PARTITION & ORDER

The OVER clause defines how data is grouped and processed. When you set the function ahead of OVER, it's a bit like a "for each" operation. It is framed as: "perform this function OVER related rows based on the following terms".

It can be used with PARTITION BY and ORDER BY to set unique parameters and organize the rows. For performance reasons, if ORDER BY is set within an OVER clause, it should match the base query's ORDER BY.

"Frame" Clause - RANGE or ROWS

Window functions use a "frame" to define the subset of data the function operates on. Two modes are available for defining this frame: RANGE and ROWS.

RANGE Mode

RANGE mode defines the window frame based on a range of values in the ORDER BY column. This is useful when the data has a continuous or time-based nature.

For example, to calculate a moving average of prices over time, you might use RANGE mode with ORDER BY timestamp:

SELECT symbol, price, timestamp,
       avg(price) OVER (
        PARTITION BY symbol
        ORDER BY timestamp
        RANGE BETWEEN '1' HOUR PRECEDING AND CURRENT ROW)
as moving_avg
FROM trades

This calculates the average price for each symbol, for the current row and all rows with a timestamp within the preceding hour.

ROWS Mode

ROWS mode defines the window frame based on a specific number of rows. This is useful when you want to consider a fixed number of rows, regardless of their values.

For example, to calculate a moving average of the last N prices, you might use ROWS mode:

SELECT symbol, price, timestamp,
       avg(price) OVER (PARTITION BY symbol ORDER BY timestamp ROWS BETWEEN 3 PRECEDING AND CURRENT ROW) as moving_avg
FROM trades

This calculates the average price for each symbol, for the current row and the three preceding rows.

Common Syntax

Both RANGE and ROWS modes share similar syntax for defining the frame:

UNBOUNDED PRECEDING: The window starts at the first row of the partition
value PRECEDING or offset PRECEDING: The window starts at a specified value or number of rows before the current row
CURRENT ROW: The window starts or ends at the current row
BETWEEN (UNBOUNDED PRECEDING | value PRECEDING | CURRENT ROW) AND (value PRECEDING | CURRENT ROW): The window starts and ends at specified points relative to the current row

The choice between RANGE and ROWS depends on the nature of your data and the specific requirements of your calculation.

Default Frame Definition

When the frame clause is not specified, the default frame is RANGE UNBOUNDED PRECEDING, which includes all rows from the start of the partition to the current row.

If ORDER BY is not present, the frame includes the entire partition, as all rows are considered equal.
If ORDER BY is present, the frame includes all rows from the start of the partition to the current row. Note that UNBOUNDED FOLLOWING is only allowed when the frame start is UNBOUNDED PRECEDING, which means the frame includes the entire partition.

Exclusion Option

The OVER clause can also include an exclusion option, which determines whether certain rows are excluded from the frame:

EXCLUDE CURRENT ROW: Excludes the current row in ROWS mode and all rows with the same ORDER BY value in RANGE mode. This is equivalent to setting the frame end to 1 PRECEDING.
EXCLUDE NO OTHERS: Includes all rows in the frame. This is the default if no exclusion option is specified.

Time Units

The time units that can be used in window functions are:

day
hour
minute
second
millisecond
microsecond

Plural forms of these time units are also accepted.

avg

In the context of window functions, avg(value) calculates the average of value over the set of rows defined by the window frame.

Arguments:

value: The column of numeric values to calculate the average of.

Return value:

The average of value for the rows in the window frame.

Description

When used as a window function, avg() operates on a "window" of rows defined by the OVER clause. The rows in this window are determined by the PARTITION BY, ORDER BY, and frame specification components of the OVER clause.

The avg() function respects the frame clause, meaning it only includes rows within the specified frame in the calculation. The result is a separate average for each row, based on the corresponding window of rows.

Note that the order of rows in the result set is not guaranteed to be the same with each execution of the query. To ensure a consistent order, use an ORDER BY clause outside of the OVER clause.

Examples:

Examples below use trades table:

CREATE TABLE trades (
  symbol SYMBOL,
  price DOUBLE,
  amount DOUBLE,
  timestamp TIMESTAMP
) TIMESTAMP (timestamp)
PARTITION BY DAY WAL;

INSERT INTO trades(symbol, price, amount, timestamp)
VALUES
('ETH-USD', 2615.54, 0.00044, '2022-03-08 18:03:57'),
('BTC-USD', 39269.98, 0.001, '2022-03-08 18:03:57'),
('BTC-USD', 39265.31, 0.000127, '2022-03-08 18:03:58'),
('BTC-USD', 39265.31, 0.000245, '2022-03-08 18:03:58'),
('BTC-USD', 39265.31, 0.000073, '2022-03-08 18:03:58'),
('BTC-USD', 39263.28, 0.00392897, '2022-03-08 18:03:58'),
('ETH-USD', 2615.35, 0.02245868, '2022-03-08 18:03:58'),
('ETH-USD', 2615.36, 0.03244613, '2022-03-08 18:03:58'),
('BTC-USD', 39265.27, 0.00006847, '2022-03-08 18:03:58'),
('BTC-USD', 39262.42, 0.00046562, '2022-03-08 18:03:58');

Moving average price over latest 4 rows

SELECT symbol, price, amount, timestamp,
avg(price) OVER (PARTITION BY symbol
                 ROWS BETWEEN 3 PRECEDING AND CURRENT ROW)
FROM trades

symbol	price	amount	timestamp	avg
ETH-USD	2615.54	0.00044	2022-03-08T18:03:57.609765Z	2615.54
BTC-USD	39269.98	0.001	2022-03-08T18:03:57.710419Z	39269.98
BTC-USD	39265.31	0.000127	2022-03-08T18:03:58.357448Z	39267.645
BTC-USD	39265.31	0.000245	2022-03-08T18:03:58.357448Z	39266.8666
BTC-USD	39265.31	0.000073	2022-03-08T18:03:58.357448Z	39266.4775
BTC-USD	39263.28	0.00392897	2022-03-08T18:03:58.357448Z	39264.8025
ETH-USD	2615.35	0.02245868	2022-03-08T18:03:58.612275Z	2615.445
ETH-USD	2615.36	0.03244613	2022-03-08T18:03:58.612275Z	2615.4166
BTC-USD	39265.27	0.00006847	2022-03-08T18:03:58.660121Z	39264.7925
BTC-USD	39262.42	0.00046562	2022-03-08T18:03:58.660121Z	39264.07

Moving average price over preceding X rows

If frame is specified only on preceding rows, avg() returns null until at least one non-null value enters the frame.

SELECT symbol, price, amount, timestamp,
avg(price) OVER (PARTITION BY symbol
                 ROWS BETWEEN UNBOUNDED PRECEDING AND 4 PRECEDING)
FROM trades

symbol	price	amount	timestamp	avg
ETH-USD	2615.54	0.00044	2022-03-08T18:03:57.609765Z	null
BTC-USD	39269.98	0.001	2022-03-08T18:03:57.710419Z	null
BTC-USD	39265.31	0.000127	2022-03-08T18:03:58.357448Z	null
BTC-USD	39265.31	0.000245	2022-03-08T18:03:58.357448Z	null
BTC-USD	39265.31	0.000073	2022-03-08T18:03:58.357448Z	null
BTC-USD	39263.28	0.00392897	2022-03-08T18:03:58.357448Z	39269.98
ETH-USD	2615.35	0.02245868	2022-03-08T18:03:58.612275Z	null
ETH-USD	2615.36	0.03244613	2022-03-08T18:03:58.612275Z	null
BTC-USD	39265.27	0.00006847	2022-03-08T18:03:58.660121Z	39267.6450
BTC-USD	39262.42	0.00046562	2022-03-08T18:03:58.660121Z	39266.8666

Moving average price over values in the latest second

SELECT symbol, price, amount, timestamp,
avg(price) OVER (PARTITION BY symbol
                 ORDER BY timestamp
                 RANGE BETWEEN '1' SECOND PRECEDING AND CURRENT ROW)
FROM trades
ORDER BY timestamp

symbol	price	amount	timestamp	avg
ETH-USD	2615.54	0.00044	2022-03-08T18:03:57.609765Z	2615.54
BTC-USD	39269.98	0.001	2022-03-08T18:03:57.710419Z	39269.98
BTC-USD	39265.31	0.000127	2022-03-08T18:03:58.357448Z	39267.645
BTC-USD	39265.31	0.000245	2022-03-08T18:03:58.357448Z	39266.8666
BTC-USD	39265.31	0.000073	2022-03-08T18:03:58.357448Z	39266.4775
BTC-USD	39263.28	0.00392897	2022-03-08T18:03:58.357448Z	39265.838
ETH-USD	2615.35	0.02245868	2022-03-08T18:03:58.612275Z	2615.35
ETH-USD	2615.36	0.03244613	2022-03-08T18:03:58.612275Z	2615.355
BTC-USD	39265.27	0.00006847	2022-03-08T18:03:58.660121Z	39265.7433
BTC-USD	39262.42	0.00046562	2022-03-08T18:03:58.660121Z	39265.2685

Moving average price over values in the latest second, descending designated timestamp order

SELECT symbol, price, amount, timestamp,
avg(price) OVER (PARTITION BY symbol
                 ORDER BY timestamp DESC
                 RANGE BETWEEN '1' SECOND PRECEDING AND CURRENT ROW)
FROM trades
ORDER BY timestamp DESC

symbol	price	amount	timestamp	avg
BTC-USD	39262.42	0.00046562	2022-03-08T18:03:58.660121Z	39262.42
BTC-USD	39265.27	0.00006847	2022-03-08T18:03:58.660121Z	39263.845
ETH-USD	2615.36	0.03244613	2022-03-08T18:03:58.612275Z	2615.36
ETH-USD	2615.35	0.02245868	2022-03-08T18:03:58.612275Z	2615.355
BTC-USD	39263.28	0.00392897	2022-03-08T18:03:58.357448Z	39263.6566
BTC-USD	39265.31	0.000073	2022-03-08T18:03:58.357448Z	39264.07
BTC-USD	39265.31	0.000245	2022-03-08T18:03:58.357448Z	39264.318
BTC-USD	39265.31	0.000127	2022-03-08T18:03:58.357448Z	39264.4833
BTC-USD	39269.98	0.001	2022-03-08T18:03:57.710419Z	39265.2685
ETH-USD	2615.54	0.00044	2022-03-08T18:03:57.609765Z	2615.54

Moving average over default frame

Default frame is RANGE BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW, which spans whole partition in absence of ORDER BY clause.

SELECT symbol, price, amount, timestamp,
avg(price) OVER (PARTITION BY symbol)
FROM trades
ORDER BY timestamp

symbol	price	amount	timestamp	avg
ETH-USD	2615.54	0.00044	2022-03-08T18:03:57.609765Z	2615.4166
BTC-USD	39269.98	0.001	2022-03-08T18:03:57.710419Z	39265.2685
BTC-USD	39265.31	0.000127	2022-03-08T18:03:58.357448Z	39265.2685
BTC-USD	39265.31	0.000245	2022-03-08T18:03:58.357448Z	39265.2685
BTC-USD	39265.31	0.000073	2022-03-08T18:03:58.357448Z	39265.2685
BTC-USD	39263.28	0.00392897	2022-03-08T18:03:58.357448Z	39265.2685
ETH-USD	2615.35	0.02245868	2022-03-08T18:03:58.612275Z	2615.4166
ETH-USD	2615.36	0.03244613	2022-03-08T18:03:58.612275Z	2615.4166
BTC-USD	39265.27	0.00006847	2022-03-08T18:03:58.660121Z	39265.2685
BTC-USD	39262.42	0.00046562	2022-03-08T18:03:58.660121Z	39265.2685

Moving average over default ordered frame

SELECT symbol, price, amount, timestamp,
avg(price) OVER (PARTITION BY symbol ORDER BY timestamp)
FROM trades
ORDER BY timestamp

symbol	price	amount	timestamp	avg
ETH-USD	2615.54	0.00044	2022-03-08T18:03:57.609765Z	2615.54
BTC-USD	39269.98	0.001	2022-03-08T18:03:57.710419Z	39269.98
BTC-USD	39265.31	0.000127	2022-03-08T18:03:58.357448Z	39267.645
BTC-USD	39265.31	0.000245	2022-03-08T18:03:58.357448Z	39266.8666
BTC-USD	39265.31	0.000073	2022-03-08T18:03:58.357448Z	39266.4775
BTC-USD	39263.28	0.00392897	2022-03-08T18:03:58.357448Z	39265.838
ETH-USD	2615.35	0.02245868	2022-03-08T18:03:58.612275Z	2615.445
ETH-USD	2615.36	0.03244613	2022-03-08T18:03:58.612275Z	2615.4166
BTC-USD	39265.27	0.00006847	2022-03-08T18:03:58.660121Z	39265.7433
BTC-USD	39262.42	0.00046562	2022-03-08T18:03:58.660121Z	39265.2685

Moving average over whole result set

SELECT symbol, price, amount, timestamp,
avg(price) OVER ()
FROM trades
ORDER BY timestamp

symbol	price	amount	timestamp	avg
ETH-USD	2615.54	0.00044	2022-03-08T18:03:57.609765Z	28270.3130
BTC-USD	39269.98	0.001	2022-03-08T18:03:57.710419Z	28270.3130
BTC-USD	39265.31	0.000127	2022-03-08T18:03:58.357448Z	28270.3130
BTC-USD	39265.31	0.000245	2022-03-08T18:03:58.357448Z	28270.3130
BTC-USD	39265.31	0.000073	2022-03-08T18:03:58.357448Z	28270.3130
BTC-USD	39263.28	0.00392897	2022-03-08T18:03:58.357448Z	28270.3130
ETH-USD	2615.35	0.02245868	2022-03-08T18:03:58.612275Z	28270.3130
ETH-USD	2615.36	0.03244613	2022-03-08T18:03:58.612275Z	28270.3130
BTC-USD	39265.27	0.00006847	2022-03-08T18:03:58.660121Z	28270.3130
BTC-USD	39262.42	0.00046562	2022-03-08T18:03:58.660121Z	28270.3130

first_value

In the context of window functions, first_value(value) calculates the first value in the set of rows defined by the window frame.

Arguments:

value: Any numeric value.

Return value:

The first occurrence of value (including null) for the rows in the window frame.

Description

first_value() operates on a "window" of rows defined by the OVER clause. The rows in this window are determined by the PARTITION BY, ORDER BY, and frame specification components of the OVER clause.

The first_value() function respects the frame clause, meaning it only includes rows within the specified frame in the calculation. The result is a separate value for each row, based on the corresponding window of rows.

Note that the order of rows in the result set is not guaranteed to be the same with each execution of the query. To ensure a consistent order, use an ORDER BY clause outside of the OVER clause.

Examples:

Examples below use trades table defined above.

First price over latest 4 rows

SELECT
    symbol,
    price,
    amount,
    timestamp,
    first_value(price) OVER (
        PARTITION BY symbol
        ROWS BETWEEN 3 PRECEDING AND CURRENT ROW
    )
FROM
    trades

symbol	price	amount	timestamp	first_value
ETH-USD	2615.54	0.00044	2022-03-08T18:03:57.000000Z	2615.54
BTC-USD	39269.98	0.001	2022-03-08T18:03:57.000000Z	39269.98
BTC-USD	39265.31	0.000127	2022-03-08T18:03:58.000000Z	39269.98
BTC-USD	39265.31	0.000245	2022-03-08T18:03:58.000000Z	39269.98
BTC-USD	39265.31	0.000073	2022-03-08T18:03:58.000000Z	39269.98
BTC-USD	39263.28	0.00392897	2022-03-08T18:03:58.000000Z	39265.31
ETH-USD	2615.35	0.02245868	2022-03-08T18:03:58.000000Z	2615.54
ETH-USD	2615.36	0.03244613	2022-03-08T18:03:58.000000Z	2615.54
BTC-USD	39265.27	0.00006847	2022-03-08T18:03:58.000000Z	39265.31
BTC-USD	39262.42	0.00046562	2022-03-08T18:03:58.000000Z	39265.31

First price over preceding rows except 4 latest

If frame is specified only on preceding rows, first_value() returns null until at least one non-null value enters the frame.

SELECT
    symbol,
    price,
    amount,
    timestamp,
    first_value(price) OVER (
        PARTITION BY symbol
        ROWS BETWEEN UNBOUNDED PRECEDING AND 4 PRECEDING
    )
FROM
    trades

symbol	price	amount	timestamp	first_value
ETH-USD	2615.54	0.00044	2022-03-08T18:03:57.000000Z	null
BTC-USD	39269.98	0.001	2022-03-08T18:03:57.000000Z	null
BTC-USD	39265.31	0.000127	2022-03-08T18:03:58.000000Z	null
BTC-USD	39265.31	0.000245	2022-03-08T18:03:58.000000Z	null
BTC-USD	39265.31	0.000073	2022-03-08T18:03:58.000000Z	null
BTC-USD	39263.28	0.00392897	2022-03-08T18:03:58.000000Z	39269.98
ETH-USD	2615.35	0.02245868	2022-03-08T18:03:58.000000Z	null
ETH-USD	2615.36	0.03244613	2022-03-08T18:03:58.000000Z	null
BTC-USD	39265.27	0.00006847	2022-03-08T18:03:58.000000Z	39269.98
BTC-USD	39262.42	0.00046562	2022-03-08T18:03:58.000000Z	39269.98

First value of price in the latest second

SELECT symbol, price, amount, timestamp,
first_value(price) OVER (PARTITION BY symbol
                         ORDER BY timestamp
                         RANGE BETWEEN '1' SECOND PRECEDING AND CURRENT ROW)
FROM trades
ORDER BY timestamp

symbol	price	amount	timestamp	first_value
ETH-USD	2615.54	0.00044	2022-03-08T18:03:57.000000Z	2615.54
BTC-USD	39269.98	0.001	2022-03-08T18:03:57.000000Z	39269.98
BTC-USD	39265.31	0.000127	2022-03-08T18:03:58.000000Z	39269.98
BTC-USD	39265.31	0.000245	2022-03-08T18:03:58.000000Z	39269.98
BTC-USD	39265.31	0.000073	2022-03-08T18:03:58.000000Z	39269.98
BTC-USD	39263.28	0.00392897	2022-03-08T18:03:58.000000Z	39269.98
ETH-USD	2615.35	0.02245868	2022-03-08T18:03:58.000000Z	2615.54
ETH-USD	2615.36	0.03244613	2022-03-08T18:03:58.000000Z	2615.54
BTC-USD	39265.27	0.00006847	2022-03-08T18:03:58.000000Z	39269.98
BTC-USD	39262.42	0.00046562	2022-03-08T18:03:58.000000Z	39269.98

First value of price in the latest second, descending designated timestamp order

SELECT
    symbol,
    price,
    amount,
    timestamp,
    first_value(price) OVER (
        PARTITION BY symbol
        ORDER BY timestamp DESC
        RANGE BETWEEN '1' SECOND PRECEDING AND CURRENT ROW
    )
FROM
    trades
ORDER BY
    timestamp DESC

symbol	price	amount	timestamp	first_value
BTC-USD	39262.42	0.00046562	2022-03-08T18:03:58.000000Z	39262.42
BTC-USD	39265.27	0.00006847	2022-03-08T18:03:58.000000Z	39262.42
ETH-USD	2615.36	0.03244613	2022-03-08T18:03:58.000000Z	2615.36
ETH-USD	2615.35	0.02245868	2022-03-08T18:03:58.000000Z	2615.36
BTC-USD	39263.28	0.00392897	2022-03-08T18:03:58.000000Z	39262.42
BTC-USD	39265.31	0.000073	2022-03-08T18:03:58.000000Z	39262.42
BTC-USD	39265.31	0.000245	2022-03-08T18:03:58.000000Z	39262.42
BTC-USD	39265.31	0.000127	2022-03-08T18:03:58.000000Z	39262.42
BTC-USD	39269.98	0.001	2022-03-08T18:03:57.000000Z	39262.42
ETH-USD	2615.54	0.00044	2022-03-08T18:03:57.000000Z	2615.36

First value of price in default frame

Default frame is RANGE BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW, which spans the whole partition in absence of an ORDER BY clause.

SELECT
    symbol,
    price,
    amount,
    timestamp,
    first_value(price) OVER (
        PARTITION BY symbol
    )
FROM
    trades
ORDER BY
    timestamp

symbol	price	amount	timestamp	first_value
ETH-USD	2615.54	0.00044	2022-03-08T18:03:57.000000Z	2615.54
BTC-USD	39269.98	0.001	2022-03-08T18:03:57.000000Z	39269.98
BTC-USD	39265.31	0.000127	2022-03-08T18:03:58.000000Z	39269.98
BTC-USD	39265.31	0.000245	2022-03-08T18:03:58.000000Z	39269.98
BTC-USD	39265.31	0.000073	2022-03-08T18:03:58.000000Z	39269.98
BTC-USD	39263.28	0.00392897	2022-03-08T18:03:58.000000Z	39269.98
ETH-USD	2615.35	0.02245868	2022-03-08T18:03:58.000000Z	2615.54
ETH-USD	2615.36	0.03244613	2022-03-08T18:03:58.000000Z	2615.54
BTC-USD	39265.27	0.00006847	2022-03-08T18:03:58.000000Z	39269.98
BTC-USD	39262.42	0.00046562	2022-03-08T18:03:58.000000Z	39269.98

First value of price in default ordered frame

SELECT
    symbol,
    price,
    amount,
    timestamp,
    first_value(price) OVER (
        PARTITION BY symbol
        ORDER BY timestamp
    )
FROM
    trades
ORDER BY
    timestamp

symbol	price	amount	timestamp	first_value
ETH-USD	2615.54	0.00044	2022-03-08T18:03:57.000000Z	2615.54
BTC-USD	39269.98	0.001	2022-03-08T18:03:57.000000Z	39269.98
BTC-USD	39265.31	0.000127	2022-03-08T18:03:58.000000Z	39269.98
BTC-USD	39265.31	0.000245	2022-03-08T18:03:58.000000Z	39269.98
BTC-USD	39265.31	0.000073	2022-03-08T18:03:58.000000Z	39269.98
BTC-USD	39263.28	0.00392897	2022-03-08T18:03:58.000000Z	39269.98
ETH-USD	2615.35	0.02245868	2022-03-08T18:03:58.000000Z	2615.54
ETH-USD	2615.36	0.03244613	2022-03-08T18:03:58.000000Z	2615.54
BTC-USD	39265.27	0.00006847	2022-03-08T18:03:58.000000Z	39269.98
BTC-USD	39262.42	0.00046562	2022-03-08T18:03:58.000000Z	39269.98

First value of price in whole result set

SELECT
    symbol,
    price,
    amount,
    timestamp,
    first_value(price) OVER ()
FROM
    trades
ORDER BY
    timestamp

symbol	price	amount	timestamp	first_value
ETH-USD	2615.54	0.00044	2022-03-08T18:03:57.000000Z	2615.54
BTC-USD	39269.98	0.001	2022-03-08T18:03:57.000000Z	2615.54
BTC-USD	39265.31	0.000127	2022-03-08T18:03:58.000000Z	2615.54
BTC-USD	39265.31	0.000245	2022-03-08T18:03:58.000000Z	2615.54
BTC-USD	39265.31	0.000073	2022-03-08T18:03:58.000000Z	2615.54
BTC-USD	39263.28	0.00392897	2022-03-08T18:03:58.000000Z	2615.54
ETH-USD	2615.35	0.02245868	2022-03-08T18:03:58.000000Z	2615.54
ETH-USD	2615.36	0.03244613	2022-03-08T18:03:58.000000Z	2615.54
BTC-USD	39265.27	0.00006847	2022-03-08T18:03:58.000000Z	2615.54
BTC-USD	39262.42	0.00046562	2022-03-08T18:03:58.000000Z	2615.54

rank

In the context of window functions, rank() assigns a unique rank to each row within the window frame, with the same rank assigned to rows with the same values. Rows with equal values receive the same rank, and a gap appears in the sequence for the next distinct value; that is, the row_number of the first row in its peer group.

Arguments:

rank() does not require arguments.

Return value:

The rank of each row within the window frame. Return value type is long.

Description

When used as a window function, rank() operates on a "window" of rows defined by the OVER clause. The rows in this window are determined by the PARTITION BY and ORDER BY components of the OVER clause.

The rank() function assigns a unique rank to each row within its window, with the same rank assigned to rows with the same values in the ORDER BY clause of the OVER clause. It ignores the frame clause, meaning it considers all rows in each partition, regardless of the frame specification.

Note that the order of rows in the result set is not guaranteed to be the same with each execution of the query. To ensure a consistent order, use an ORDER BY clause outside of the OVER clause.

Examples:

For a given table housing:

CREATE TABLE housing (
  id INT,
  price DOUBLE,
  rating INT,
  location VARCHAR,
  date_sold TIMESTAMP
);

INSERT INTO housing(id, price, rating, location, date_sold)
VALUES
(2, 246.3393, 1, 'alcatraz_ave', '2021-02-01 00:00:00'),
(10, 69.2601, 5, 'alcatraz_ave', '2021-02-01 04:00:00'),
(15, 616.2569, 3, 'westbrae', '2021-02-01 08:00:00'),
(3, 112.7856, 5, 'south_side', '2021-02-01 12:00:00'),
(17, 993.3345, 1, 'south_side', '2021-02-01 16:00:00'),
(8, 937.4274, 1, 'berkeley_hills', '2021-02-01 20:00:00'),
(4, 207.7797, 1, 'alcatraz_ave', '2021-02-02 00:00:00'),
(17, 352.3193, 3, 'downtown', '2021-02-02 04:00:00'),
(3, 140.0437, 1, 'westbrae', '2021-02-02 08:00:00'),
(15, 971.7142, 1, 'westbrae', '2021-02-02 12:00:00');

The following query uses rank() to display output based on the rating:

SELECT
    location,
    price,
    date_sold,
    rating,
    rank() OVER (
        ORDER BY rating ASC
    ) AS rank
FROM
    housing
ORDER BY
    rank

location	price	date_sold	rating	rank
westbrae	971.7142	2021-02-02T12:00:00.000000Z	1	1
westbrae	140.0437	2021-02-02T08:00:00.000000Z	1	1
alcatraz_ave	207.7797	2021-02-02T00:00:00.000000Z	1	1
berkeley_hills	937.4274	2021-02-01T20:00:00.000000Z	1	1
south_side	993.3345	2021-02-01T16:00:00.000000Z	1	1
alcatraz_ave	246.3393	2021-02-01T00:00:00.000000Z	1	1
downtown	352.3193	2021-02-02T04:00:00.000000Z	3	7
westbrae	616.2569	2021-02-01T08:00:00.000000Z	3	7
south_side	112.7856	2021-02-01T12:00:00.000000Z	5	9
alcatraz_ave	69.2601	2021-02-01T04:00:00.000000Z	5	9

row_number

In the context of window functions, row_number() assigns a unique row number to each row within the window frame. For each partition, the row number starts with one and increments by one.

Arguments:

row_number() does not require arguments.

Return value:

The row number of each row within the window frame. Return value type is long.

Description

When used as a window function, row_number() operates on a "window" of rows defined by the OVER clause. The rows in this window are determined by the PARTITION BY and ORDER BY components of the OVER clause.

The row_number() function assigns a unique row number to each row within its window, starting at one for the first row in each partition and incrementing by one for each subsequent row. It ignores the frame clause, meaning it considers all rows in each partition, regardless of the frame specification.

Note that the order of rows in the result set is not guaranteed to be the same with each execution of the query. To ensure a consistent order, use an ORDER BY clause outside of the OVER clause.

Examples:

Given a table trades, the queries below use row_number() with a WHERE clause to filter trading records added within one day.

The following query assigns row numbers and orders output based on them:

SELECT
    symbol,
    price,
    amount,
    row_number() OVER () AS row_num
FROM trades
WHERE timestamp > DATEADD('d', -1, NOW())
ORDER BY row_num ASC;
-- The ORDER BY clause arranges the output based on the assigned row_num.

symbol	price	amount	row_num
BTC-USD	20633.47	0.17569298	1
ETH-USD	1560.04	1.3289	2
ETH-USD	1560.04	0.3	3
ETH-USD	1560	1.40426786	4
BTC-USD	20633.48	0.00179092	5

The following query groups the table based on symbol and assigns row numbers to each group based on price:

SELECT
    symbol,
    price,
    amount,
    row_number() OVER (PARTITION BY symbol ORDER BY price) AS row_num
FROM trades
WHERE timestamp > DATEADD('d', -1, NOW())
ORDER BY row_num ASC;
-- The ORDER BY clause arranges the output based on the assigned row_num.

symbol	price	amount	row_num
BTC-USD	1479.41	0.10904633	1
ETH-USD	20000	0.1	1
BTC-USD	1479.45	0.02	2
ETH-USD	20000	0.000249	2

Cumulative sum

In the context of window functions, sum(value) calculates the sum of value in the set of rows defined by the window frame. Also known as "cumulative sum".

Arguments:

value: Any numeric value.

Return value:

The sum of value for the rows in the window frame.

Description

When used as a window function, sum() operates on a "window" of rows defined by the OVER clause. The rows in this window are determined by the PARTITION BY, ORDER BY, and frame specification components of the OVER clause.

The sum() function respects the frame clause, meaning it only includes rows within the specified frame in the calculation. The result is a separate value for each row, based on the corresponding window of rows.

Note that the order of rows in the result set is not guaranteed to be the same with each execution of the query. To ensure a consistent order, use an ORDER BY clause outside of the OVER clause.

Examples:

Examples below use trades table defined above.

Moving price sum over latest 4 rows

SELECT
    symbol,
    price,
    amount,
    timestamp,
    sum(price) OVER (
        PARTITION BY symbol
        ROWS BETWEEN 3 PRECEDING AND CURRENT ROW
    )
FROM
    trades

symbol	price	amount	timestamp	sum
ETH-USD	2615.54	0.00044	2022-03-08T18:03:57.000000Z	2615.54
BTC-USD	39269.98	0.001	2022-03-08T18:03:57.000000Z	39269.98
BTC-USD	39265.31	0.000127	2022-03-08T18:03:58.000000Z	78535.29
BTC-USD	39265.31	0.000245	2022-03-08T18:03:58.000000Z	117800.6
BTC-USD	39265.31	0.000073	2022-03-08T18:03:58.000000Z	157065.91
BTC-USD	39263.28	0.00392897	2022-03-08T18:03:58.000000Z	157059.21
ETH-USD	2615.35	0.02245868	2022-03-08T18:03:58.000000Z	5230.89
ETH-USD	2615.36	0.03244613	2022-03-08T18:03:58.000000Z	7846.25
BTC-USD	39265.27	0.00006847	2022-03-08T18:03:58.000000Z	157059.17
BTC-USD	39262.42	0.00046562	2022-03-08T18:03:58.000000Z	157056.28

Moving price sum over preceding rows except 4 latest

If frame is specified only on preceding rows, sum() returns null until at least one non-null value enters the frame.

SELECT
    symbol,
    price,
    amount,
    timestamp,
    sum(price) OVER (
        PARTITION BY symbol
        ROWS BETWEEN UNBOUNDED PRECEDING AND 4 PRECEDING
    )
FROM
    trades

symbol	price	amount	timestamp	sum
ETH-USD	2615.54	0.00044	2022-03-08T18:03:57.000000Z	null
BTC-USD	39269.98	0.001	2022-03-08T18:03:57.000000Z	null
BTC-USD	39265.31	0.000127	2022-03-08T18:03:58.000000Z	null
BTC-USD	39265.31	0.000245	2022-03-08T18:03:58.000000Z	null
BTC-USD	39265.31	0.000073	2022-03-08T18:03:58.000000Z	null
BTC-USD	39263.28	0.00392897	2022-03-08T18:03:58.000000Z	39269.98
ETH-USD	2615.35	0.02245868	2022-03-08T18:03:58.000000Z	null
ETH-USD	2615.36	0.03244613	2022-03-08T18:03:58.000000Z	null
BTC-USD	39265.27	0.00006847	2022-03-08T18:03:58.000000Z	78535.29
BTC-USD	39262.42	0.00046562	2022-03-08T18:03:58.000000Z	117800.6

Moving price sum over the latest second

SELECT
    symbol,
    price,
    amount,
    timestamp,
    sum(price) OVER (
        PARTITION BY symbol
        ORDER BY timestamp
        RANGE BETWEEN '1' SECOND PRECEDING AND CURRENT ROW
    )
FROM
    trades
ORDER BY
    timestamp

symbol	price	amount	timestamp	sum
ETH-USD	2615.54	0.00044	2022-03-08T18:03:57.000000Z	2615.54
BTC-USD	39269.98	0.001	2022-03-08T18:03:57.000000Z	39269.98
BTC-USD	39265.31	0.000127	2022-03-08T18:03:58.000000Z	78535.29
BTC-USD	39265.31	0.000245	2022-03-08T18:03:58.000000Z	117800.6
BTC-USD	39265.31	0.000073	2022-03-08T18:03:58.000000Z	157065.91
BTC-USD	39263.28	0.00392897	2022-03-08T18:03:58.000000Z	196329.19
ETH-USD	2615.35	0.02245868	2022-03-08T18:03:58.000000Z	5230.89
ETH-USD	2615.36	0.03244613	2022-03-08T18:03:58.000000Z	7846.25
BTC-USD	39265.27	0.00006847	2022-03-08T18:03:58.000000Z	235594.46
BTC-USD	39262.42	0.00046562	2022-03-08T18:03:58.000000Z	274856.88

Moving price sum over the latest second, descending designated timestamp order

SELECT
    symbol,
    price,
    amount,
    timestamp,
    sum(price) OVER (
        PARTITION BY symbol
        ORDER BY timestamp DESC
        RANGE BETWEEN '1' SECOND PRECEDING AND CURRENT ROW
    )
FROM
    trades
ORDER BY
    timestamp DESC

symbol	price	amount	timestamp	sum
BTC-USD	39262.42	0.00046562	2022-03-08T18:03:58.000000Z	39262.42
BTC-USD	39265.27	0.00006847	2022-03-08T18:03:58.000000Z	78527.69
ETH-USD	2615.36	0.03244613	2022-03-08T18:03:58.000000Z	2615.36
ETH-USD	2615.35	0.02245868	2022-03-08T18:03:58.000000Z	5230.71
BTC-USD	39263.28	0.00392897	2022-03-08T18:03:58.000000Z	117790.97
BTC-USD	39265.31	0.000073	2022-03-08T18:03:58.000000Z	157056.28
BTC-USD	39265.31	0.000245	2022-03-08T18:03:58.000000Z	196321.59
BTC-USD	39265.31	0.000127	2022-03-08T18:03:58.000000Z	235586.9
BTC-USD	39269.98	0.001	2022-03-08T18:03:57.000000Z	274856.88
ETH-USD	2615.54	0.00044	2022-03-08T18:03:57.000000Z	7846.25

Moving price sum over default frame

Default frame is RANGE BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW, which spans whole partition in absence of ORDER BY clause.

SELECT
    symbol,
    price,
    amount,
    timestamp,
    sum(price) OVER (
        PARTITION BY symbol
    )
FROM
    trades
ORDER BY
    timestamp

symbol	price	amount	timestamp	sum
ETH-USD	2615.54	0.00044	2022-03-08T18:03:57.000000Z	7846.25
BTC-USD	39269.98	0.001	2022-03-08T18:03:57.000000Z	274856.88
BTC-USD	39265.31	0.000127	2022-03-08T18:03:58.000000Z	274856.88
BTC-USD	39265.31	0.000245	2022-03-08T18:03:58.000000Z	274856.88
BTC-USD	39265.31	0.000073	2022-03-08T18:03:58.000000Z	274856.88
BTC-USD	39263.28	0.00392897	2022-03-08T18:03:58.000000Z	274856.88
ETH-USD	2615.35	0.02245868	2022-03-08T18:03:58.000000Z	7846.25
ETH-USD	2615.36	0.03244613	2022-03-08T18:03:58.000000Z	7846.25
BTC-USD	39265.27	0.00006847	2022-03-08T18:03:58.000000Z	274856.88
BTC-USD	39262.42	0.00046562	2022-03-08T18:03:58.000000Z	274856.88

Moving price sum over default ordered frame

SELECT
    symbol,
    price,
    amount,
    timestamp,
    sum(price) OVER (
        PARTITION BY symbol
        ORDER BY timestamp
    )
FROM
    trades
ORDER BY
    timestamp

symbol	price	amount	timestamp	sum
ETH-USD	2615.54	0.00044	2022-03-08T18:03:57.000000Z	2615.54
BTC-USD	39269.98	0.001	2022-03-08T18:03:57.000000Z	39269.98
BTC-USD	39265.31	0.000127	2022-03-08T18:03:58.000000Z	78535.29
BTC-USD	39265.31	0.000245	2022-03-08T18:03:58.000000Z	117800.6
BTC-USD	39265.31	0.000073	2022-03-08T18:03:58.000000Z	157065.91
BTC-USD	39263.28	0.00392897	2022-03-08T18:03:58.000000Z	196329.19
ETH-USD	2615.35	0.02245868	2022-03-08T18:03:58.000000Z	5230.89
ETH-USD	2615.36	0.03244613	2022-03-08T18:03:58.000000Z	7846.25
BTC-USD	39265.27	0.00006847	2022-03-08T18:03:58.000000Z	235594.46
BTC-USD	39262.42	0.00046562	2022-03-08T18:03:58.000000Z	274856.88

Moving price sum over whole result set

SELECT
    symbol,
    price,
    amount,
    timestamp,
    sum(price) OVER ()
FROM
    trades
ORDER BY
    timestamp

symbol	price	amount	timestamp	sum
ETH-USD	2615.54	0.00044	2022-03-08T18:03:57.000000Z	282703.13
BTC-USD	39269.98	0.001	2022-03-08T18:03:57.000000Z	282703.13
BTC-USD	39265.31	0.000127	2022-03-08T18:03:58.000000Z	282703.13
BTC-USD	39265.31	0.000245	2022-03-08T18:03:58.000000Z	282703.13
BTC-USD	39265.31	0.000073	2022-03-08T18:03:58.000000Z	282703.13
BTC-USD	39263.28	0.00392897	2022-03-08T18:03:58.000000Z	282703.13
ETH-USD	2615.35	0.02245868	2022-03-08T18:03:58.000000Z	282703.13
ETH-USD	2615.36	0.03244613	2022-03-08T18:03:58.000000Z	282703.13
BTC-USD	39265.27	0.00006847	2022-03-08T18:03:58.000000Z	282703.13
BTC-USD	39262.42	0.00046562	2022-03-08T18:03:58.000000Z	282703.13

What is a Window Function?​

Building Window Functions​

Base Function​

OVER Clause - PARTITION & ORDER​

"Frame" Clause - RANGE or ROWS​

RANGE Mode​

ROWS Mode​

Common Syntax​

Default Frame Definition​

Exclusion Option​

Time Units​

avg​

Moving average price over latest 4 rows​

Moving average price over preceding X rows​

Moving average price over values in the latest second​

Moving average price over values in the latest second, descending designated timestamp order​

Moving average over default frame​

Moving average over default ordered frame​

Moving average over whole result set​

first_value​

First price over latest 4 rows​

First price over preceding rows except 4 latest​

First value of price in the latest second​

First value of price in the latest second, descending designated timestamp order​

First value of price in default frame​

First value of price in default ordered frame​

First value of price in whole result set​

rank​

row_number​

Cumulative sum​

Moving price sum over latest 4 rows​

Moving price sum over preceding rows except 4 latest​

Moving price sum over the latest second​

Moving price sum over the latest second, descending designated timestamp order​

Moving price sum over default frame​

Moving price sum over default ordered frame​

Moving price sum over whole result set​

What is a Window Function?

Building Window Functions

Base Function

OVER Clause - PARTITION & ORDER

"Frame" Clause - RANGE or ROWS

RANGE Mode

ROWS Mode

Common Syntax

Default Frame Definition

Exclusion Option

Time Units

avg

Moving average price over latest 4 rows

Moving average price over preceding X rows

Moving average price over values in the latest second

Moving average price over values in the latest second, descending designated timestamp order

Moving average over default frame

Moving average over default ordered frame

Moving average over whole result set

first_value

First price over latest 4 rows

First price over preceding rows except 4 latest

First value of price in the latest second

First value of price in the latest second, descending designated timestamp order

First value of price in default frame

First value of price in default ordered frame

First value of price in whole result set

rank

row_number

Cumulative sum

Moving price sum over latest 4 rows

Moving price sum over preceding rows except 4 latest

Moving price sum over the latest second

Moving price sum over the latest second, descending designated timestamp order

Moving price sum over default frame

Moving price sum over default ordered frame

Moving price sum over whole result set