Question

SQL Server 2005. Table schema is MarketdataID, Datatype, Date, Source, Coordinate, Value. PK is everything except Value. Data may be available from multiple sources and may not be available for the given date; I want to get the most recent date before the given date, and only one source per date.

SELECT top 1 [Source], [Date] FROM Market
WHERE MarketDataID = ?
AND DataType = ?
AND [Date] <= ?
order by [date] desc, [source]

then use the returned date and source in this query:

SELECT [Coordinate], [Value] FROM Market
WHERE MarketDataID = ?
AND DataType = ?
AND [Date] = ?
AND [Source] = ?
ORDER BY [coordinate]

Answer 1

SELECT [Coordinate], [Value]
  FROM Market AS m0
  JOIN (SELECT TOP 1 m2.[Source], m2.[Date], m2.MarketDataID, m2.DataType
          FROM Market AS m2
         WHERE m2.MarketDataID = ?
           AND m2.DataType = ?
           AND m2.[Date] <= ?
           ORDER BY m2.[Date] DESC, m2.[Source]
       ) AS m1
    ON m0.[Source]     = m1.[Source]
   AND m0.[Date]       = m1.[Date]
   AND m0.MarketDataID = m1.MarketDataID
   AND m0.DataType     = m1.DataType
 ORDER BY [coordinate]