Overlay two time series with time shift - Questdb

Compare yesterday's data against today's data on the same Grafana chart by overlaying them.

Problem

You have a query with Grafana's timeshift set to 1d/d to display yesterday's data. You want to overlay today's data on the same chart, starting from scratch each day, so you can compare the shapes of both time series.

Solution

Leave the timeshift as 1d/d to cover yesterday, and add a new query to the same chart. In this new query, filter for timestamp plus 1 day to cover today's datapoints, then shift them back by 1 day for display.

Query 1 (Yesterday's data):

sql

DECLARE
  @symbol := 'BTC-USDT'
WITH sampled AS (
    SELECT
          timestamp,  symbol,
          volume AS volume,
          ((open+close)/2) * volume AS traded_value
     FROM trades_OHLC_15m
     WHERE $__timeFilter(timestamp)
     AND symbol = @symbol
), cumulative AS (
     SELECT timestamp, symbol,
           SUM(traded_value) OVER w AS cumulative_value,
           SUM(volume) OVER w AS cumulative_volume
     FROM sampled
     WINDOW w AS (ORDER BY timestamp)
)
SELECT timestamp as time, cumulative_value/cumulative_volume AS vwap_yesterday FROM cumulative;

Query 2 (Today's data, shifted back):

sql

DECLARE
  @symbol := 'BTC-USDT'
WITH sampled AS (
    SELECT
          timestamp,  symbol,
          volume AS volume,
          ((open+close)/2) * volume AS traded_value
     FROM trades_OHLC_15m
     WHERE timestamp BETWEEN dateadd('d',1,$__unixEpochFrom()*1000000)
       AND dateadd('d',1,$__unixEpochTo() * 1000000)
     AND symbol = @symbol
), cumulative AS (
     SELECT timestamp, symbol,
           SUM(traded_value) OVER w AS cumulative_value,
           SUM(volume) OVER w AS cumulative_volume
     FROM sampled
     WINDOW w AS (ORDER BY timestamp)
)
SELECT dateadd('d',-1,timestamp) as time, cumulative_value/cumulative_volume AS vwap_today FROM cumulative;

Note: This example uses $__unixEpochFrom() and $__unixEpochTo() macros from the PostgreSQL Grafana plugin. When using the QuestDB plugin, the equivalent macros are $__fromTime and $__toTime and don't need epoch conversion as those are native timestamps.

This creates an overlay chart where yesterday's and today's data align on the same time axis, allowing direct comparison.

:::info Related Documentation