Bellow is the architecture:
Data Vendor A ------> KDB A-------> End User
Data Vendor B ------> KDB B-------> End User
Now we have a problem that sometimes Vendor A is faster and more stable than Vendor B, sometimes B is better than A.
And we wanna do data selection from A and B, using the key like: Sym + Time.
Is there any way to using some built in function or model in KDB to implement this?