Diagnosing a SQL Parser Error in BigQuant Factor Expressions

Summary

The post asks why a BigQuant strategy raises a parser error near FROM. Its factor expression defines several intraday features, including a bid-ask spread measure, weighted order-book volume imbalance, early-session price movement, and a volume ratio, then combines them into a score for stock ranking. The central syntax issue visible in the expression is that successive projected expressions are written on separate lines without commas separating them. In a SQL-style select list, line breaks alone do not delimit columns, so the parser can report an error later in the query, including near FROM.

The snippet also uses intermediate aliases in later expressions and combines aggregate functions with a group-by clause; whether those forms are accepted depends on the platform’s expression dialect and alias rules. The document gives no corrected query or confirmation that this is the only issue. The practical debugging step is to validate the feature expression as a proper comma-separated select list, then check supported alias reuse and aggregation behavior in BigQuant’s expression engine.

Key ideas

• The factor expression contains multiple projected calculations without comma separators.
• SQL parsers treat line breaks as whitespace, so a syntax fault may be reported near a later FROM clause.
• The expression builds spread, order-book imbalance, price movement, and volume features into a composite score.
• Alias reuse and aggregate behavior should be checked against the platform’s expression dialect.
• The post supplies no validated fix or execution result.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.