Hi,

I have the good old StockTrades stream with two fields: symbol and
price. I'm trying to answer the following question "Were Company X
stock actions priced above $70 during any moment of the last 5 minutes?".

Unfortunately, using a simple time-based sliding window won't work. To
see why, imagine there were only two price updates: the first, at
10:54 am stated that stocks were at $71. The second, 2 minutes later,
notified that the stocks went down to $69. Now imagine that the above
question was posed at 11:00 am (of the same day). We, humans, know
that the answer is "yes" because the price was $71 between 10:54 and
10:56. But the first event is outside the 5 minutes window and will
thus be ignored by the system.

How would you solve this?

Thanks,

Luís Pureza