In many situations you'll find yourself looking at date-specific data. For example,
in the electronic trading industry, you may find yourself looking at 'trade date', or the datetime at which a particular trade was performed. In the HFT (high frequency trading) world, it is all about when (and what)... the datetime attributes for the trading activity are very important for positions, trending and analysis, and many other things.
When was the last time a trade was submitted by a particular trading desk?
DECLARE @date DATETIME
SELECT @date =
MAX(TradeDate)
FROM dbo.TradeTable
WHERE TradingDesk = 5 --Trading desks are numerically identified.
SELECT
TradeDate,TradingDesk,TraderName,Exchange,Symbol,Price,Quantity,OrderID
FROM
dbo.TradeTable
WHERE
TradingDesk = 5
AND TradeDate = @date
Ok, let's get a little more clever, and create a stored procedure with input parameters:
IF OBJECT_ID('usp_lasttradedetails','p')>0
DROP PROC dbo.usp_LastTradeDetails
GO
CREATE PROC dbo.usp_LastTradeDetails (
@desk INT
)
AS
SET NOCOUNT ON;
/*
Allows retrieval of the last trade written, for the given @tradingdesk.
EXEC dbo.usp_LastTradeDetails @desk = 5
*/
SELECT @date =
MAX(TradeDate)
FROM dbo.TradeTable
WHERE TradingDesk = @desk
SELECT
TradeDate,TradingDesk,TraderName,Exchange,Symbol,Price,Quantity,OrderID
FROM
dbo.TradeTable
WHERE
TradingDesk = @desk
AND TradeDate = @date
SET NOCOUNT OFF;
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