Description
Proposal:
asof join like described in these documentations:
https://code.kx.com/q/ref/aj/
http://pandas.pydata.org/pandas-docs/version/0.19.0/whatsnew.html#whatsnew-0190-enhancements-asof-merge
https://questdb.io/docs/reference/sql/join/#asof-join
Current behavior:
Not supported.
Desired behavior:
An asof join done at the InfluxDB level. A performant flux query achieving the same thing would be appreciated, too.
Alternatives considered:
I pull the tables and use R or Pandas to do the asof join.
Use case:
Much time series data is not perfectly aligned. It's a very common operation in financial applications (prices relative to each other). I've asked on the Slack, but was only told that it's 'commonly requested', so I'm putting in a feature request.