I have schema similar to the following:
create table bar
(
instrument varchar(255) not null,
bar_dttm datetime not null,
bar_open int not null,
bar_close int not null
)
I would like to query the table, and return the most recent 5 rows per instrument.
I can do it instrument by instrument, with:
select top 5 instrument, bar_dttm, bar_open, bar_close
from bar
where instrument = 'XXX'
order by bar_dttm desc
I'd like to do this for all instruments at once in one query. Is this possible? I am running SQL Server 2008.
CROSS APPLY is how you usually do this - http://msdn.microsoft.com/en-us/library/ms175156.aspx
EDIT - add example, something like this:
select
bar1.instrument
,bar2.*
from (
select distinct instrument from bar) as bar1
cross apply (
select top 5
bar2.instrument
,bar2.bar_dttm
,bar2.bar_open
,bar2.bar_close
from bar as bar2 where bar2.instrument = bar1.instrument) as bar2
Typically you would want to add an order by in there.
Edit - added distinct to the query, hopefully that gives you want you want. Edit - added missing 'select' keyword at top. copy & paste bug FTL!
using SQL 2008, you could use a partitioned row number clause with a CTE...
with MyCte AS (SELECT instrument,
bar_dttm,
bar_open,
bar_close,
PartitionedRowNum = ROW_NUMBER() OVER (PARTITION BY instrument ORDER BY bar_dttm DESC)
from bar)
select *
from MyCte
where PartitionedRowNum <= 5
Row_Number can also be used - http://msdn.microsoft.com/en-us/library/ms186734.aspx
WITH foo as (
Select
*
,ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY bar_dttm desc) as rank
from
bar
)
select
*
from
foo
where
rank <= 5
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