SQL to insert into table variable from another table with aggregate function?

Question

My source table is a table with many thousands of records. Primary key is column [data_serial_num].

SELECT TOP 1000
    [data_serial_num]
   ,[foreign_serial_num]
   ,[msg_id]
   ,[data_value]
   ,[timestamp]
   ,[a]
   ,[b]
FROM [external_data]

I thought I would create a table variable to hold a unique compound key made up of [foreign_serial_num] combined with [msg_id] that also contains the [data_value] and the most recent time from [timestamp].

declare @filtered_data table
(
    foreign_serial_num bigint not null
    ,msg_id bigint not null
    ,data_value bigint
    ,timestamp datetimeoffset(7)
    PRIMARY KEY(vehicle_serial_num, msg_id)
)

So to insert into the table variable I thought I would do something like this:

insert into @filtered_data 
  select foreign_serial_num, msg_id, data_value, max(timestamp) 'timestamp'
  from external_data
  group by foreign_serial_num, msg_id

That insert obviously doesn't work because [data_value] must be in the group by clause but that doesn't return unique records.

What does work is this below but I don't know how to get the [data_value] column and data into the table variable.

declare filtered_data table
(
    foreign_serial_num bigint not null
    ,msg_id bigint not null
    ,timestamp datetimeoffset(7)
    PRIMARY KEY(vehicle_serial_num, msg_id)
)

insert into filtered_data 
  select foreign_serial_num, msg_id, max(timestamp) 'timestamp'
  from external_data
  group by foreign_serial_num, msg_id

select * from filtered_data 

Sample Expected output:

foreign_serial_num | msg_id | data_value | timestamp 
20  | 1 | 0  | 2015-01-14 16:02:47.0000000 -08:00
20  | 2 | 45 | 2015-01-14 16:02:47.0000000 -08:00
20  | 3 | 10 | 2014-11-10 15:41:36.0000000 -08:00
155 | 1 | 0  | 2015-02-27 10:43:09.0000000 -08:00
155 | 2 | 33 | 2015-02-27 10:43:09.0000000 -08:00
155 | 3 | 0  | 2015-02-27 10:43:09.0000000 -08:00

So my question is, what is a good way to get the [data_value] from the [external_data] table into my table variable while keeping the compound primary key [foreign_serial_num] and [msg_id] along with the latest time from [timestamp]?

Answer 1

select * from 
(
select foreign_serial_num, msg_id, data_value, timestamp 
     , row_number() over (partition by oreign_serial_num, msg_id order by timestamp desc) as rn 
  from external_data
) ordered 
where ordered.rn = 1