USE test; DROP TABLE IF EXISTS tvs; CREATE TABLE tvs(k UInt32, t UInt32, tv UInt64) ENGINE = Memory; INSERT INTO tvs(k,t,tv) SELECT k, t, t FROM (SELECT toUInt32(number) AS k FROM numbers(1000)) keys CROSS JOIN (SELECT toUInt32(number * 3) as t FROM numbers(10000)) tv_times; SELECT SUM(trades.price - tvs.tv) FROM (SELECT k, t, t as price FROM (SELECT toUInt32(number) AS k FROM numbers(1000)) keys CROSS JOIN (SELECT toUInt32(number * 10) AS t FROM numbers(3000)) trade_times) trades ASOF LEFT JOIN tvs USING(k,t); DROP TABLE tvs;