Only a few database engines have support for ASOF JOIN.

Originally implemented in ClickHouse in 2019: https://clickhouse.com/docs/en/sql-reference/statements/sele... but now in a few more database engines.

QuestDB: https://questdb.io/docs/reference/sql/join/#asof-join

Kdb(been around since the 90s) https://code.kx.com/q/ref/aj/

Correct. As I recall ClickHouse ASOF joins drew direct inspiration from this feature in Kdb+ and were in fact implemented by an engineer with a background in financial apps.