Question

Suppose I have a table which has a “CDATE” representing the date when I retrieved the data, a “SECID” identifying the security I retrieved data for, a “SOURCE” designating where I got the data and the “VALUE” which I got from the source. My data might look as following:

CDATE   | SECID | SOURCE | VALUE
--------------------------------
1/1/2012    1       1        23
1/1/2012    1       5        45
1/1/2012    1       3        33
1/4/2012    2       5        55
1/5/2012    1       5        54
1/5/2012    1       3        99

Suppose I have a HIERARCHY table like the following (“SOURCE” with greatest HIERARCHY number takes precedence):

SOURCE  |  NAME | HIERARCHY
---------------------------
  1        ABC       10
  3        DEF        5
  5        GHI        2

Now let’s suppose I want my results to be picked according to the hierarchy above. So applying the hierarch and selecting the source with the greatest HIERARCHY number I would like to end up with the following:

 CDATE   | SECID | SOURCE | VALUE
---------------------------------
1/1/2012    1       1        23
1/4/2012    2       5        55
1/5/2012    1       3        99

Answer 1

This joins on your hierarchy and selects the top-ranked source for each date and security.

SELECT CDATE, SECID, SOURCE, VALUE
FROM (
  SELECT t.CDATE, t.SECID, t.SOURCE, t.VALUE,
    ROW_NUMBER() OVER (PARTITION BY t.CDATE, t.SECID
                       ORDER BY h.HIERARCHY DESC) as nRow
  FROM table1 t
  INNER JOIN table2 h ON h.SOURCE = t.SOURCE
) A
WHERE nRow = 1