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What Does Not Survive Streaming

Most queries convert to a subscription by replacing query with subscription. Trading cube queries are the exception. Subscriptions are served by a separate, reduced type tree (Trading_<X>_Stream_Cube), so a query that works over HTTP can fail — or worse, silently return null — as a stream.

The five rules below are what actually differs.

1. selectWhere and if do not exist on the stream​

selectWhere is absent from 280 field positions across the four Trading cubes, and if from 264. Both produce a hard schema error in a subscription rather than being ignored.

The practical consequence: live threshold alerting is not expressible on a Trading stream. You cannot say "notify me when a wallet's buy volume crosses $1M" in the subscription itself. Stream the rows and apply the threshold in your client, or poll a query on an interval.

2. Eighteen statistical metrics are query-only​

Streams keep average, calculate, count, sum and uniq. Everything else in the metric family — correlation, covariance, rank_correlation, contingency, cramers, cramers_bias_corrected, theils_corrected, nakamoto, gini, theil_index, entropy, quantile, median, skew, kurtosis, dispersion and the rest — is unavailable.

3. interval: is accepted and is a silent no-op​

The field-level interval: argument is accepted by the subscription schema and has no effect. It does not error, so a stream that looks like it is emitting 4-hour buckets is emitting whatever the underlying grain is. Do the bucketing client-side.

4. calculate needs a $ on every field reference, and has no functions​

In a subscription, every field reference inside an expression must carry the $ sigil. A single unsigiled token makes the whole expression return null — silently. A mixed expression fails just as completely as a fully bare one:

# null — bare names
calculate(expression: "Price_Ohlc_Close - Price_Ohlc_Open")

# null — one bare term is enough to poison it
calculate(expression: "$Price_Ohlc_Close - Price_Ohlc_Open")

# works
calculate(expression: "$Price_Ohlc_Close - $Price_Ohlc_Open")

Subscriptions also support arithmetic operators only. Function calls — round(), floor(), abs(), plus(), greatest() — return null in a stream while working normally in a query. Drop them from the expression and round in your client.

Aliased results can still be referenced and chained: diff: calculate(...) then change: calculate(expression: "$diff / $Price_Ohlc_Open * 100").

Queries are unaffected by all of this — bare names and functions both work there.

5. The Trading subscription root takes no arguments​

RootSubscription.Trading accepts no arguments, so dataset: and aggregates: are unavailable. trigger_on and mempool subscriptions are likewise not part of the Trading stream surface.

Before you convert a query​

  1. Remove selectWhere and if.
  2. Replace any statistical metric outside average / calculate / count / sum / uniq.
  3. Drop interval: and bucket client-side.
  4. Add $ to every field reference inside calculate, and remove function calls.
  5. Check the result for null computed fields before trusting the stream.