Avoid correlated subqueries error in BigQuery
I have a simple query to obtain the currency rate in use at the time a transaction was created:
SELECT t.orderid, t.date,
(SELECT rate FROM sources.currency_rates r WHERE currencyid=1 AND
r.date>=t.date ORDER BY date LIMIT 1) rate
FROM sources.transactions t
This triggers an error:
Error: Correlated subqueries that reference other tables are not
supported unless they can be de-correlated, such as by transforming
them into an efficient JOIN.'
I've tried with several types of joins and named subqueries, but none seem to work. What is the best way to accomplish this? Seems like a very common scenario that should be quite straightforward to implement in BQ's Standard Sql.
Answer
Below is for BigQuery Standard SQL
#standardSQL
SELECT
t.orderid AS orderid,
t.date AS date,
ARRAY_AGG(r.rate ORDER BY r.date LIMIT 1)[SAFE_OFFSET(0)] AS rate
FROM `sources.transactions` AS t
JOIN `sources.currency_rates` AS r
ON currencyid = 1
AND r.date >= t.date
GROUP BY orderid, date