I am looking at pattern matching on streaming Stock data using Snowflake MATCH_RECOGNIZE. I need to limit the window of the data at any point to 30 days worth of data. In Microsoft Azure this is achieved using LIMIT DURATION clause in the MATCH_RECOGNIZE. How do I do that in Snowflake?
I am thinking of using a CTE to first select 30 days worth of data and then write a query with the MATCH_RECOGNIZE.
But I am not sure if CTE will be as performant as LIMIT DURATION. Are there more optimized way of achieving this?
