for SQL Server 2008 R2
I have a resultset that looks like this (note [price] is numeric, NULL below represents a NULL value, the result set is ordered by product_id and timestamp)
product timestamp price
------- ---------------- -----
5678 2008-01-01 12:00 12.34
5678 2008-01-01 12:01 NULL
5678 2008-01-01 12:02 NULL
5678 2008-01-01 12:03 23.45
5678 2008-01-01 12:04 NULL
I want to transform that to a result set that (essentially) copies a non-null value from the latest preceding row, to produce a resultset that looks like this:
product timestamp price
------- ---------------- -----
5678 2008-01-01 12:00 12.34
5678 2008-01-01 12:01 12.34
5678 2008-01-01 12:02 12.34
5678 2008-01-01 12:03 23.45
5678 2008-01-01 12:04 23.45
I don't find any aggregate/windowing function that will allow me to do this (again this ONLY needed for SQL Server 2008 R2.)
I was hoping to find an analytic aggregate function that do this for me, something like...
LAST_VALUE(price) OVER (PARTITION BY product_id ORDER BY timestamp)
But I don't seem to find any way to do a "cumulative latest non-null value" in the window (to bound the window to the preceding rows, rather than the entire partition)
Aside from creating a table-valued user defined function, is there any builtin that would accomplish this?
UPDATE:
Apparently, this functionality is available in the 'Denali' CTP, but not in SQL Server 2008 R2.
LAST_VALUE http://msdn.microsoft.com/en-us/library/hh231517%28v=SQL.110%29.aspx
I just expected it to be available in SQL Server 2008. It's available in Oracle (since 10gR2 at least), and I can do something similar in MySQL 5.1, using a local variable.
http://download.oracle.com/docs/cd/E14072_01/server.112/e10592/functions083.htm