1. date 是一个保留字。

2.

在英语中使用表达式似乎有局限性 HAVING 如果它们没有出现在 SELECT 条款。
此查询（基于您的原始查询）适用于：

select  t1.*
from    yourTable t1
join    (
            select  accountNum, date, status, time,count(distinct action)
            from    yourTable
            where   action in ('B', 'S')
            group by accountNum, `date`, status, time
            having  count(distinct action) = 2
        ) t2
on      t1.accountNum = t2.accountNum and
        t1.`date` = t2.`date` and
        t1.status = t2.status and
        t1.time = t2.time

+------------+------+--------+--------+-----+-------+
| accountnum | date | status | action | qty | time  |
+------------+------+--------+--------+-----+-------+
|       1234 | 2017 | filled | B      |  10 | 11:20 |
|       1234 | 2017 | filled | S      |  10 | 11:20 |
+------------+------+--------+--------+-----+-------+

下面是另一个基于windows函数的解决方案

select  accountnum,`date`,status,action,qty,time

from   (select  *
               ,max(case when action = 'B' then 1 end) over w as b_flag
               ,max(case when action = 'S' then 1 end) over w as s_flag

        from    yourTable

        where   action in ('B', 'S')

        window  w as (partition by  accountNum, `date`, status, time)
        ) t

where   b_flag = 1
    and s_flag = 1
;

+------------+------+--------+--------+-----+-------+
| accountnum | date | status | action | qty | time  |
+------------+------+--------+--------+-----+-------+
|       1234 | 2017 | filled | B      |  10 | 11:20 |
|       1234 | 2017 | filled | S      |  10 | 11:20 |
+------------+------+--------+--------+-----+-------+