def openBidVolDvdAskVol(OrderQty, Side){
	return log(avg(iif(Side in ["1", "B"], OrderQty, NULL)) \ avg(iif(Side in ["2", "S"], OrderQty, NULL)))
}

timer{
	orderTB = loadTable("dfs://TL_Level2", "entrust")
	res = select openBidVolDvdAskVol(OrderQty, Side) as openBidVolDvdAskVol
		from orderTB
		where date(TradeTime)=2023.02.01 and time(TradeTime)>=09:30:00.000 and time(TradeTime)<=10:30:00.000
		group by date(TradeTime) as TradeTime, SecurityID
}