Question

I am trying to write a query where for each day I get the minimum and maximum price for each item from price details table.

In price details table prices are set multiple times a day so there are many records for the same date. So I want a table where there is one row for each date and then join that table to the same table so for each distinct date I want the minimum and maximum value.

USE [a_trading_system]
GO

/****** Object:  Table [dbo].[price_details]    Script Date: 07/01/2012 17:28:31 ******/
SET ANSI_NULLS ON
GO

SET QUOTED_IDENTIFIER ON
GO

SET ANSI_PADDING ON
GO

CREATE TABLE [dbo].[price_details](
    [price_id] [int] IDENTITY(1,1) NOT NULL,
    [exch_ticker] [varchar](8) NOT NULL,
    [price_set_date] [datetime] NOT NULL,
    [buy_price] [decimal](7, 2) NOT NULL,
    [sell_price] [decimal](7, 2) NOT NULL,
 CONSTRAINT [PK_price_detail] PRIMARY KEY CLUSTERED 
(
    [price_id] ASC
)WITH (PAD_INDEX  = OFF, STATISTICS_NORECOMPUTE  = OFF, IGNORE_DUP_KEY = OFF,   ALLOW_ROW_LOCKS  = ON, ALLOW_PAGE_LOCKS  = ON) ON [PRIMARY]
) ON [PRIMARY]

GO

SET ANSI_PADDING OFF
GO

ALTER TABLE [dbo].[price_details]  WITH CHECK ADD  CONSTRAINT    [FK_price_details_Contract] FOREIGN KEY([exch_ticker])
REFERENCES [dbo].[Contract] ([exch_ticker])
GO

ALTER TABLE [dbo].[price_details] CHECK CONSTRAINT [FK_price_details_Contract]
GO

SQL Query

select distinct 
substring(convert(varchar(12),p1.price_set_date), 0, 12),
p2.exch_ticker,
(select MIN(buy_price) from price_details ),
(select MAX(buy_price) from price_details )
from price_details as p1

left join price_details as p2 on p2.exch_ticker = p1.exch_ticker 

where p1.exch_ticker = p2.exch_ticker

group by p1.price_set_date, p2.exch_ticker

Summary

Table has many prices set on the same day. Want min and max values for each day for each exch ticker.

Thanks

Answer 1

A simple group by should work:

select  cast(price_set_date as date) as [Date]
,       exch_ticker 
,       min(buy_price) as MinPrice
,       max(buy_price) as MaxPrice
from    price_details as p
group by 
        exch_ticker
,       cast(price_set_date as date)

Not sure why your example query is using a self join. If there’s a good reason please add an explanation to your question.