可以尝试这样写：
metrics =<[
first(LastPrice),
last(LastPrice),
max(LastPrice),
min(LastPrice),
last(TotalVolumeTrade)-first(TotalVolumeTrade),
last(TotalValueTrade)-first(TotalValueTrade),
avg(time(UpdateTime1)-MDTime)
]>
createTimeSeriesEngine(name="IndexTsAggr", windowSize=60000, step=60000, metrics=metrics, dummyTable=IndexStream, outputTable=IndexAggrTable, useSystemTime=true, keyColumn="HTSCSecurityID", fill=["ffill", "ffill", "ffill", "ffill", 0, 0, "null"])