(kdb+/q) Is it possible to join or combine rows?

StackOverflow https://stackoverflow.com/questions/17597362

  •  02-06-2022
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Question

Here is my situation: I currently have a data table that looks something like this:

Symbol    Date          Time             Sequence       Type
---------------------------------------------------------------------------
A      2013.06.06      20:00:00.137   36654383         BestAsk
A      2013.06.06      20:00:00.137   36654383         BestBid
A      2013.06.07      04:00:00.788   3                BestAsk
A      2013.06.07      04:00:00.788   3                BestBid
A      2013.06.07      04:00:00.788   3                BestAsk
A      2013.06.07      04:00:00.788   3                BestBid
A      2013.06.07      07:01:09.584   43126            BestAsk
A      2013.06.07      07:01:09.584   43126            BestBid
A      2013.06.07      07:02:09.012   43431            BestAsk
A      2013.06.07      07:02:09.012   43431            BestBid

As you can tell, the rows come in pairs. Each BestAsk and BestBid row has the same Symbol Date Time and Sequence. Since they are all sorted all nicely, I am thinking the rows can be combined in relation to their order, but all the join commands I looked at only combine columns(aj,aj0,etc). I tried flipping the table into a dictionary and then combining in dictionary form but have been unsuccesful.

What I am looking for in the result is that the identical values Symbol Date Time Sequence don't have to be duplicated but in the Type column, show BestAsk and BestBid : 

Symbol   Date          Time             Sequence       Type
---------------------------------------------------------------------------
A      2013.06.06      20:00:00.137   36654383          BestAsk,BestBid
A      2013.06.07      04:00:00.788   3                BestAsk,BestBid
A      2013.06.07      04:00:00.788   3                BestAsk,BestBid
A      2013.06.07      07:01:09.584   43126            BestAsk,BestBid
A      2013.06.07      07:02:09.012   43431            BestAsk,BestBid

Something like this, Thank you!

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Solution 

select distinct Type by Symbol,Date,Time,Sequence from table

or use xgroup

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