Streaming queries

Status: Experimental

Streaming is a statement prefix:

STREAM SELECT id, market, amount
FROM trades
WHERE amount > 1000;

The server emits an initial result snapshot and then keeps the request open for committed changes that can affect the result.

Streaming is always a statement prefix: use STREAM SELECT .... A disconnected subscription is terminal; the current release does not promise a durable resume token or cross-connection replay position.

Historical replay and follow

HISTORICAL SELECT is a one-shot attribute-history read. Place STREAM outside HISTORICAL to replay that attribute stream and then follow new changes. V1 requires an attribute table and exactly one declared attribute, plus its entity and axis columns. The example uses the one-attribute table from the SELECT reference:

HISTORICAL SELECT instrument_id, observed_at, price
FROM instrument_prices;

STREAM HISTORICAL SELECT instrument_id, observed_at, price
FROM instrument_prices;

The streaming historical form is append-preserving and rejects ORDER BY, DISTINCT, LIMIT, and multi-attribute projections. The available replay range follows table retention and storage state. It is not a broker retention SLA and is not a backup.

Windows

Window relation functions add window_start and window_end fields.

Tumbling

STREAM SELECT market, window_start, window_end, sum(amount) AS volume
FROM tumble(trades, observed_at, INTERVAL 1 MINUTE)
GROUP BY market, window_start, window_end
EMIT AFTER WINDOW CLOSE;

Hopping

STREAM SELECT market, window_start, sum(amount) AS volume
FROM hop(
  trades,
  observed_at,
  INTERVAL 5 MINUTE,
  INTERVAL 1 MINUTE
)
GROUP BY market, window_start
EMIT PERIODIC INTERVAL 1 SECOND;

The third argument is window size and the fourth is slide.

Session

STREAM SELECT account_id, window_start, window_end, count() AS events
FROM session(
  account_events,
  observed_at,
  INTERVAL 30 SECOND,
  INTERVAL 5 MINUTE
)
GROUP BY account_id, window_start, window_end
EMIT AFTER WINDOW CLOSE;

The idle gap is required; maximum duration is optional. Session windows support EMIT AFTER WINDOW CLOSE only.

Emission policies

Policy	Use
`EMIT AFTER WINDOW CLOSE`	Emit a window result at close. The projection must include `window_start` or `window_end`.
`... WITH DELAY INTERVAL ... AND TIMEOUT INTERVAL ...`	Add allowed delay and an optional timeout to window-close emission.
`EMIT PERIODIC INTERVAL ...`	Emit on a cadence. `REPEAT` re-emits aggregate state.
`EMIT CHANGELOG ON UPDATE`	Emit aggregate changes as retractions and additions.
`... WITH BATCH INTERVAL ...`	Batch changelog updates.
`EMIT PER EVENT`	Emit for each accepted source event.

EMIT CHANGELOG requires a retractable result shape: an aggregate, an explicit changelog source, or a supported join. REPEAT requires aggregate state.

Bound aggregate state

Set a positive idle-state TTL on a streaming aggregate:

STREAM SELECT market, sum(amount) AS volume
FROM trades
GROUP BY market
EMIT CHANGELOG ON UPDATE
SETTINGS state_ttl = '1h';

Accepted duration suffixes include ms, s, m, h, and d. state_ttl applies only to aggregate state; the binder rejects it on one-shot or non-aggregate reads.

Lifecycle and delivery

A subscription ends on client cancellation, connection failure, server shutdown, source drop, or a terminal engine error. A source drop is surfaced as a terminal condition instead of leaving a cursor attached to a new object with the same name.

Clients should:

treat every stream as unbounded;
apply read deadlines and downstream backpressure;
monitor system.subscriptions and stream-related events;
make sinks idempotent where replay is possible; and
open a new subscription under an explicit retry policy after termination.

See Streaming reads for channel sharing and continuity boundaries.

Streaming queries

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