'Failed to retrieve now() from the output table of DolphinDB asof join engine

I'm using the following code to obtain now() from an asof join output table.

share streamTable(70000:0, `datatime`symbol`inserttime`spread`bidasksum`posneg`ma3, [NANOTIMESTAMP, SYMBOL, NANOTIMESTAMP, LONG, STRING, LONG]) as result
result_aje = createAsofJoinEngine(name="aje", leftTable=res_quotes, right_table=res_ohlc, outputTable = result, metrics = <[now(), spread, bidasksum, posneg, ma3]>, matchingColumn=`symbol, timeColumn=`datetime, delayedTime=1)
subscribeTable(tableName="res_quotes", actionName="joinLeft", offset=0, handler=appendForJoin{result_aje, true}, msgAsTable=true)
subscribeTable(tableName="res_ohlc", actionName="joinRight", offset=0, handler=appendForJoin{result_aje, false}, msgAsTable=true)

I got the following error, which I am confused about:

Usage: createAsofJoinEngine(name, leftTable, rightTable, outputTavle, metrics, matchingColumn, [timeColumn], [useSystemTime=false], [delayedTime], [garbageSize]). aggregate metric is not supported.

Can anyone share some insight on this? Thank you!

dolphindb


Solution 1:[1]

You can try adding a handler. For example:

def addRecvTimestamp(mutable msg)
{
    msg[`recvTimestamp] = take(now(), size(msg))
    tbl.append!(msg)
}
subscribeTable(tableName="tbl", actionName="addRecvTimestamp", offset=-1, handler=addRecvTimestamp, msgAsTable=true)

Sources

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Source: Stack Overflow

Solution Source
Solution 1 damie

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