Question

I feel so close… I think my problem is how I’m using the MOD function combined with the ROW_NUMBER() function, but I don’t understand what I’m doing wrong.

I’m using the ROW_NUMBER() function because I need a way to select every “nth” row. I’ve read the other pages about this (I used them to create my SQL)…but I’m getting an error from SQL Server. I need the inner table join (2 instances of the table Tick_OneMin, H1 and H2) to get prices of different securities at the same time snapshot.

If I comment out the line with the MOD function…the SQL executes fine…but if I put it in….SQL Server throws the error message:

An expression of non-boolean type specified in a context where a condition is expected, near ‘MOD’.

Here is my attempt at the SQL–

SELECT 
   ROW_NUMBER() OVER (ORDER BY H1.CombDateTime ASC) AS RowID,
   H1.CombDateTime, 
   H1.Close_PX as 'TYA_Close', 
   H2.Close_PX 'ESA_Close'
FROM 
   Tick_OneMin as H1, Tick_OneMin as H2
WHERE 
   H1.Ticker = 'TYA'
   AND H2.Ticker = 'ESA'
   AND H1.CombDateTime >= '12/28/2012 10:00 AM'
   AND H1.CombDateTime <= '12/28/2012 10:30 AM'
   AND H1.CombDateTime = H2.CombDateTime
   AND RowID MOD 4 = 0     
   -- this "RowID MOD 4 = 0" is throwing an error in SQL Server
ORDER BY 
   H1.CombDateTime ASC

My table looks like the following (1 table with 3 columns)

Table Tick_OneMin

Ticker - CombDateTime - Close_PX
------------------------------------
ES     - 1/3/2012 10:00 AM    - 1470
ZN     - 1/3/2012 10:00 AM   - 132.5
ES     - 1/3/2012 10:01 AM   - 1475
ZN     - 1/3/2012 10:01 AM   - 133

and I want to create the following output

Date  -   ZN.Price -  ES.Price
====     ========   ========
1/3/2012 -  132.5  - 1470
1/3/2012 -  133    - 1475

Any ideas why SQL SErver is throwing the error?

Answer 1

You can’t reference an alias defined in the SELECT clause in the WHERE clause, since WHERE is parsed first. One workaround is to use a subquery or CTE:

WITH x AS
(
 SELECT ROW_NUMBER() OVER (ORDER BY H1.CombDateTime ASC) AS RowID,
  ... rest of query
)
SELECT CombDateTime, TYA_Close, ESA_Close --, RowID
FROM x
WHERE RowID % 4 = 0
ORDER BY CombDateTime;

Note also what Martin and Marc have pointed out – SQL Server uses % not the MOD operator you’re bringing in from VB or elsewhere.