Esper / NEsper EPL event statement

Question

I'm pretty new in NEsper/Esper. I want to catch the event when two event occur less than 3 seconds, in other words when the timestamp difference between two events is smaller than 3 seconds. How can I define the EPL statement? For example, the event is a Tick (which contains attributes- symbol, price and timestamp). When a Tick occurs after previous Tick less than 3 seconds, the second Tick should be captured. How can I write the EPL statement "select * from StockTick(symbol='anySymbol')...."? Thanks in advance. Narsu

Answer 1

There are quite a few ways. Lets use match-recognize. It seems to do what you want.

select * from SymbolTick
match_recognize (
  partition by symbol
  measures E1 as e1, E2 as e2
  pattern (E1 E2)
  define 
    E2 as E1.timestamp.before(E2.timestamp, 3)
)

You can read up on "before" and "after". I think maybe I didn't get it right so please check and test. For numeric timestamps one could instead do "E2.timestamp - E1.timestamp <= 3000".