—— пустые таблицы
CREATE TABLE trades_aapl (ts TIMESTAMP, px INT, qty int, side STRING) TIMESTAMP(ts);

CREATE TABLE quotes_aapl (ts TIMESTAMP, bidq INT, bid INT, ask INT, askq INT) TIMESTAMP(ts);

—— 100 Лимонов заказов, где-то 2.8Гб
INSERT INTO trades_aapl SELECT * FROM (
    SELECT 
        timestamp_sequence(to_timestamp('2019-10-17T00:00:00', 'yyyy-MM-ddTHH:mm:ss'), rnd_short(1, 10) * 100000L) ts,
        abs(to_int(rnd_double(0)*50+10000)) price,
        abs(to_int(rnd_double(0)*1000)) qty,
        rnd_str('B', 'S') side
    FROM 
        long_sequence(100000000) x
) TIMESTAMP(ts);

—— 200 Лимонов котировок, где-то 4.5Гб
 
INSERT into quotes_aapl SELECT * FROM (
    SELECT 
        timestamp_sequence(to_timestamp('2019-10-17T00:00:00', 'yyyy-MM-ddTHH:mm:ss'), rnd_short(1, 4) * 100000L) ts,
        abs(to_int(rnd_double(0)*1000)) bidq,
        abs(to_int(rnd_double(0)*-50+10000)) bid,
        abs(to_int(rnd_double(0)*50+10000)) ask,
        abs(to_int(rnd_double(0)*1000)) askiq
    FROM 
        long_sequence(200000000) x
) TIMESTAMP(ts);

trades_aapl asof join quotes_aapl