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I've got an esper query for pulling market data. It looks like 

select * from L1Quote(Symbol='MSFT')

This will fire when ever a new quote occurs. I require a first quote/event to do some initial setup. This is no problem for symbols where events/quotes fire every second but for some symbols you won't get a new quote event for a minute.

Working under the assumption that there have been quote events before this expressions is setup. Is there a way to force output when the expression is first parsed? ie is there a way to say, give me the last event when the expression starts?

chollida
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2 Answers2

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You just need to create a window to store the latest quote and then query against it.

In you Esper EPL:

//the L1Quote event definition
create schema L1Quote(Symbol string, ...)

//create a window with the same definition as L1Quote and it retain the latest event by Symbol
create window L1Quotes.std:unique(Symbol) as select * from L1Quote

//insert all incoming quotes into the window we created
insert into L1Quotes select * from L1Quote

Your client will need to both query the window and subscribe to it:

//subscribe to quote updates
EPStatement statement = epAdmin.createEPL("select * from L1Quotes(Symbol='MSFT')");
statement.addListener([my listener]);

//get the latest quote
epEngine.executeQuery("select * from L1Quotes(Symbol='MSFT')");
xpa1492
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Esper does not retain old events in memory (unless your EPL specifies so using a data window or pattern). Therefore it does not have past events given the query you provided.

user3613754
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