Is there any development plan by dolphindb to support embedded list as a column in a table? we need something like the followings:
1. We quickly calculate the cumulative ask/bid qty according to the orderbook and save it to a column.
2. According to the provided qty, we can quickly figure out the corresponding price position on the orderbook and the distance from the price to mid.
A simple example, as shown, in this example only 5 levels in the ask volume, in practice, we have 64-128 profile price and volume.
| av1 | av2 | av3 | av4 | av5 | cav |
|---|---|---|---|---|---|
| 1 | 2 | 3 | 4 | 5 | [1,3,6,10,15] |
