Rolling Sum

Description

Calculate the rolling sum of values across provided attributes.

Example

time window:
  emitting type: slidingRollingSum
  window listeners:
    - rolling sum:
        attributes: [ ask, bid ]
  policy:
    type: slidingTime
    slide: 500
    window size: 2500

Output attributes

Event output attributes from the above example.

  • ask_ROLLING_SUM

  • bid_ROLLING_SUM

Postfix ID

Applied to attribute

  • ROLLING_SUM

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