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Amazon Kinesis Data Analytics
Developer Guide

Streaming Data Operations: Stream Joins

You can have multiple in-application streams in your application. You can write JOIN queries to correlate data arriving on these streams. For example, suppose you have the following in-application streams:

  • OrderStream – Receives stock orders being placed.

    (orderId SqlType, ticker SqlType, amount SqlType, ROWTIME TimeStamp)
  • TradeStream – Receives resulting stock trades for those orders.

    (tradeId SqlType, orderId SqlType, ticker SqlType, amount SqlType, ticker SqlType, amount SqlType, ROWTIME TimeStamp)

The following are JOIN query examples that correlate data on these streams.

Example 1: Report Orders Where There Are Trades Within One Minute of the Order Being Placed

In this example, your query joins both the OrderStream and TradeStream. However, because we want only trades placed one minute after the orders, the query defines the 1-minute window over the TradeStream. For information about windowed queries, see Sliding Windows.

SELECT STREAM ROWTIME, o.orderId, o.ticker, o.amount AS orderAmount, t.amount AS tradeAmount FROM OrderStream AS o JOIN TradeStream OVER (RANGE INTERVAL '1' MINUTE PRECEDING) AS t ON o.orderId = t.orderId;

You can define the windows explicitly using the WINDOW clause and writing the preceding query as follows:

SELECT STREAM ROWTIME, o.orderId, o.ticker, o.amount AS orderAmount, t.amount AS tradeAmount FROM OrderStream AS o JOIN TradeStream OVER t ON o.orderId = t.orderId WINDOW t AS (RANGE INTERVAL '1' MINUTE PRECEDING)

When you include this query in your application code, the application code runs continuously. For each arriving record on the OrderStream, the application emits an output if there are trades within the 1-minute window following the order being placed.

The join in the preceding query is an inner join where the query emits records in OrderStream for which there is a matching record in TradeStream (and vice versa). Using an outer join you can create another interesting scenario. Suppose you want stock orders for which there are no trades within one minute of stock order being placed, and trades reported within the same window but for some other orders. This is example of an outer join.

SELECT STREAM ROWTIME, o.orderId, o.ticker, o.amount AS orderAmount, t.ticker, t.tradeId, t.amount AS tradeAmount, FROM OrderStream AS o OUTER JOIN TradeStream OVER (RANGE INTERVAL '1' MINUTE PRECEDING) AS t ON o.orderId = t.orderId;