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XLeratorDB/windowing Documentation

SQL Server running MIN function


RunningMIN

Updated: 31 Oct 2012


Use RunningMIN to calculate the minimum of column values in an ordered resultant table, without the need for a self-join. The minimum is calculated over all the values from the first value to the last value in the ordered group or partition. If the column values are presented to the functions out of order, an error message will be generated.
Syntax
SELECT [Example].[wct].[RunningMIN](
  <@Val, float,>
 ,<@RowNum, int,>
 ,<@Id, tinyint,>)
GO
Arguments
@Val
the value passed into the function. @Val is an expression of type float or of a type that can be implicitly converted to float.
@RowNum
the number of the row within the group for which the sum is being calculated. If @RowNum for the current row in a set is less than or equal to the previous @RowNum and @RowNum is not equal to 1, an error message will be generated. @RowNum is an expression of type int or of a type that can be implicitly converted to int.
@Id
a unique identifier for the RunningMIN calculation. @Id allows you to specify multiple RunningMIN calculations within a resultant table. @Id is an expression of type tinyint or of a type that can be implicitly converted to tinyint.
Remarks
·         If @Id is NULL then @Id = 0.
·         To calculate moving minimums, use the MovingMIN function.
·         If @RowNum is equal to 1, RunningMIN is equal to @Val
·         @RowNum must be in ascending order.
·         There may be cases where the order in which the data are returned to the function and the order in which the results are returned are different, generally due to parallelism. You can use OPTION(MAXDOP 1) or OPTION(MAXDOP 1,FORCE ORDER) to help eliminate this problem.
Example
In this example we will calculate the minimum closing price for some stock indices. We will create a temporary table, #p, populate it with some data and then run the SELECT.
--Create the temporary table
CREATE TABLE #p(
   ticker            varchar(4),
   date_trade        datetime,
   price_open        money,
   price_high        money,
   price_low         money,
   price_close       money,
   volume            bigint,
   price_adj_close   money,
   PRIMARY KEY (ticker, date_trade)
   )
--Populate the table with some data
INSERT INTO #p VALUES ('GSPC', '2012-10-26', 1412.97, 1417.09, 1403.28, 1411.94, 3284910000, 1411.94)
INSERT INTO #p VALUES ('GSPC', '2012-10-25', 1409.74, 1421.12, 1405.14, 1412.97, 3512640000, 1412.97)
INSERT INTO #p VALUES ('GSPC', '2012-10-24', 1413.2, 1420.04, 1407.1, 1408.75, 3385970000, 1408.75)
INSERT INTO #p VALUES ('GSPC', '2012-10-23', 1433.74, 1433.74, 1407.56, 1413.11, 3587670000, 1413.11)
INSERT INTO #p VALUES ('GSPC', '2012-10-22', 1433.21, 1435.46, 1422.06, 1433.81, 3216220000, 1433.81)
INSERT INTO #p VALUES ('GSPC', '2012-10-19', 1457.34, 1457.34, 1429.85, 1433.19, 3875170000, 1433.19)
INSERT INTO #p VALUES ('GSPC', '2012-10-18', 1460.94, 1464.02, 1452.63, 1457.34, 3880030000, 1457.34)
INSERT INTO #p VALUES ('GSPC', '2012-10-17', 1454.22, 1462.2, 1453.35, 1460.91, 3655320000, 1460.91)
INSERT INTO #p VALUES ('GSPC', '2012-10-16', 1440.31, 1455.51, 1440.31, 1454.92, 3568770000, 1454.92)
INSERT INTO #p VALUES ('GSPC', '2012-10-15', 1428.75, 1441.31, 1427.24, 1440.13, 3483810000, 1440.13)
INSERT INTO #p VALUES ('GSPC', '2012-10-12', 1432.84, 1438.43, 1425.53, 1428.59, 3134750000, 1428.59)
INSERT INTO #p VALUES ('GSPC', '2012-10-11', 1432.82, 1443.9, 1432.82, 1432.84, 3672540000, 1432.84)
INSERT INTO #p VALUES ('GSPC', '2012-10-10', 1441.48, 1442.52, 1430.64, 1432.56, 3225060000, 1432.56)
INSERT INTO #p VALUES ('GSPC', '2012-10-09', 1455.9, 1455.9, 1441.18, 1441.48, 3216320000, 1441.48)
INSERT INTO #p VALUES ('GSPC', '2012-10-08', 1460.93, 1460.93, 1453.1, 1455.88, 2328720000, 1455.88)
INSERT INTO #p VALUES ('GSPC', '2012-10-05', 1461.4, 1470.96, 1456.89, 1460.93, 3172940000, 1460.93)
INSERT INTO #p VALUES ('GSPC', '2012-10-04', 1451.08, 1463.14, 1451.08, 1461.4, 3615860000, 1461.4)
INSERT INTO #p VALUES ('GSPC', '2012-10-03', 1446.05, 1454.3, 1441.99, 1450.99, 3531640000, 1450.99)
INSERT INTO #p VALUES ('GSPC', '2012-10-02', 1444.99, 1451.52, 1439.01, 1445.75, 3321790000, 1445.75)
INSERT INTO #p VALUES ('GSPC', '2012-10-01', 1440.9, 1457.14, 1440.9, 1444.49, 3505080000, 1444.49)
INSERT INTO #p VALUES ('GSPC', '2012-09-28', 1447.13, 1447.13, 1435.6, 1440.67, 3509230000, 1440.67)
INSERT INTO #p VALUES ('GSPC', '2012-09-27', 1433.36, 1450.2, 1433.36, 1447.15, 3150330000, 1447.15)
INSERT INTO #p VALUES ('GSPC', '2012-09-26', 1441.6, 1441.6, 1430.53, 1433.32, 3565380000, 1433.32)
INSERT INTO #p VALUES ('GSPC', '2012-09-25', 1456.94, 1463.24, 1441.59, 1441.59, 3739900000, 1441.59)
INSERT INTO #p VALUES ('GSPC', '2012-09-24', 1459.76, 1460.72, 1452.06, 1456.89, 3008920000, 1456.89)
INSERT INTO #p VALUES ('GSPC', '2012-09-21', 1460.34, 1467.07, 1459.51, 1460.15, 4833870000, 1460.15)
INSERT INTO #p VALUES ('GSPC', '2012-09-20', 1461.05, 1461.23, 1449.98, 1460.26, 3382520000, 1460.26)
INSERT INTO #p VALUES ('GSPC', '2012-09-19', 1459.5, 1465.15, 1457.88, 1461.05, 3451360000, 1461.05)
INSERT INTO #p VALUES ('GSPC', '2012-09-18', 1461.19, 1461.47, 1456.13, 1459.32, 3377390000, 1459.32)
INSERT INTO #p VALUES ('GSPC', '2012-09-17', 1465.42, 1465.63, 1457.55, 1461.19, 3482430000, 1461.19)
INSERT INTO #p VALUES ('GSPC', '2012-09-14', 1460.07, 1474.51, 1460.07, 1465.77, 5041990000, 1465.77)
INSERT INTO #p VALUES ('GSPC', '2012-09-13', 1436.56, 1463.76, 1435.34, 1459.99, 4606550000, 1459.99)
INSERT INTO #p VALUES ('GSPC', '2012-09-12', 1433.56, 1439.15, 1432.99, 1436.56, 3641200000, 1436.56)
INSERT INTO #p VALUES ('GSPC', '2012-09-11', 1429.13, 1437.76, 1429.13, 1433.56, 3509630000, 1433.56)
INSERT INTO #p VALUES ('GSPC', '2012-09-10', 1437.92, 1438.74, 1428.98, 1429.08, 3223670000, 1429.08)
INSERT INTO #p VALUES ('GSPC', '2012-09-07', 1432.12, 1437.92, 1431.45, 1437.92, 3717620000, 1437.92)
INSERT INTO #p VALUES ('GSPC', '2012-09-06', 1403.74, 1432.12, 1403.74, 1432.12, 3952870000, 1432.12)
INSERT INTO #p VALUES ('GSPC', '2012-09-05', 1404.94, 1408.81, 1401.25, 1403.44, 3389110000, 1403.44)
INSERT INTO #p VALUES ('GSPC', '2012-09-04', 1406.54, 1409.31, 1396.56, 1404.94, 3200310000, 1404.94)
INSERT INTO #p VALUES ('GSPC', '2012-08-31', 1400.07, 1413.09, 1398.96, 1406.58, 2938250000, 1406.58)
INSERT INTO #p VALUES ('GSPC', '2012-08-30', 1410.08, 1410.08, 1397.01, 1399.48, 2530280000, 1399.48)
INSERT INTO #p VALUES ('GSPC', '2012-08-29', 1409.32, 1413.95, 1406.57, 1410.49, 2571220000, 1410.49)
INSERT INTO #p VALUES ('GSPC', '2012-08-28', 1410.44, 1413.63, 1405.59, 1409.3, 2629090000, 1409.3)
INSERT INTO #p VALUES ('GSPC', '2012-08-27', 1411.13, 1416.17, 1409.11, 1410.44, 2472500000, 1410.44)
INSERT INTO #p VALUES ('GSPC', '2012-08-24', 1401.99, 1413.46, 1398.04, 1411.13, 2598790000, 1411.13)
INSERT INTO #p VALUES ('DJI', '2012-10-26', 13104.22, 13151.72, 13040.17, 13107.21, 1346400, 13107.21)
INSERT INTO #p VALUES ('DJI', '2012-10-25', 13079.64, 13214.11, 13017.37, 13103.68, 1145900, 13103.68)
INSERT INTO #p VALUES ('DJI', '2012-10-24', 13103.53, 13155.21, 13063.63, 13077.34, 1106700, 13077.34)
INSERT INTO #p VALUES ('DJI', '2012-10-23', 13344.9, 13344.9, 13083.28, 13102.53, 1222200, 13102.53)
INSERT INTO #p VALUES ('DJI', '2012-10-22', 13344.28, 13368.55, 13235.15, 13345.89, 1218800, 13345.89)
INSERT INTO #p VALUES ('DJI', '2012-10-19', 13545.33, 13545.49, 13312.22, 13343.51, 2390800, 13343.51)
INSERT INTO #p VALUES ('DJI', '2012-10-18', 13553.24, 13588.73, 13510.93, 13548.94, 1284100, 13548.94)
INSERT INTO #p VALUES ('DJI', '2012-10-17', 13539.63, 13561.65, 13468.9, 13557, 1355700, 13557)
INSERT INTO #p VALUES ('DJI', '2012-10-16', 13423.84, 13556.37, 13423.76, 13551.78, 1134500, 13551.78)
INSERT INTO #p VALUES ('DJI', '2012-10-15', 13329.54, 13437.66, 13325.93, 13424.23, 1148800, 13424.23)
INSERT INTO #p VALUES ('DJI', '2012-10-12', 13325.62, 13401.32, 13296.43, 13328.85, 1137400, 13328.85)
INSERT INTO #p VALUES ('DJI', '2012-10-11', 13346.28, 13428.49, 13326.12, 13326.39, 866300, 13326.39)
INSERT INTO #p VALUES ('DJI', '2012-10-10', 13473.53, 13478.83, 13327.62, 13344.97, 1011200, 13344.97)
INSERT INTO #p VALUES ('DJI', '2012-10-09', 13582.88, 13592.33, 13473.31, 13473.53, 1036300, 13473.53)
INSERT INTO #p VALUES ('DJI', '2012-10-08', 13589.26, 13610.38, 13552.09, 13583.65, 713000, 13583.65)
INSERT INTO #p VALUES ('DJI', '2012-10-05', 13569.18, 13661.87, 13568.75, 13610.15, 1155000, 13610.15)
INSERT INTO #p VALUES ('DJI', '2012-10-04', 13495.18, 13594.33, 13495.18, 13575.36, 1063900, 13575.36)
INSERT INTO #p VALUES ('DJI', '2012-10-03', 13479.21, 13536.27, 13439.12, 13494.61, 1038900, 13494.61)
INSERT INTO #p VALUES ('DJI', '2012-10-02', 13515.3, 13567.06, 13424.92, 13482.36, 907300, 13482.36)
INSERT INTO #p VALUES ('DJI', '2012-10-01', 13437.66, 13598.25, 13437.66, 13515.11, 1061200, 13515.11)
INSERT INTO #p VALUES ('DJI', '2012-09-28', 13485.89, 13487.66, 13367.27, 13437.13, 1469500, 13437.13)
INSERT INTO #p VALUES ('DJI', '2012-09-27', 13413.47, 13522.83, 13413.47, 13485.97, 1139900, 13485.97)
INSERT INTO #p VALUES ('DJI', '2012-09-26', 13458.63, 13480.37, 13406.91, 13413.51, 1243500, 13413.51)
INSERT INTO #p VALUES ('DJI', '2012-09-25', 13559.92, 13620.21, 13457.25, 13457.55, 1386300, 13457.55)
INSERT INTO #p VALUES ('DJI', '2012-09-24', 13577.85, 13601.9, 13521.68, 13558.92, 1203700, 13558.92)
INSERT INTO #p VALUES ('DJI', '2012-09-21', 13597.24, 13647.1, 13571.53, 13579.47, 4296100, 13579.47)
INSERT INTO #p VALUES ('DJI', '2012-09-20', 13575.17, 13599.02, 13503, 13596.93, 1179100, 13596.93)
INSERT INTO #p VALUES ('DJI', '2012-09-19', 13565.41, 13626.48, 13556.74, 13577.96, 1162100, 13577.96)
INSERT INTO #p VALUES ('DJI', '2012-09-18', 13552.33, 13582.12, 13517.81, 13564.64, 1207200, 13564.64)
INSERT INTO #p VALUES ('DJI', '2012-09-17', 13588.57, 13593.15, 13526.67, 13553.1, 1280200, 13553.1)
INSERT INTO #p VALUES ('DJI', '2012-09-14', 13540.4, 13653.24, 13533.94, 13593.37, 1851600, 13593.37)
INSERT INTO #p VALUES ('DJI', '2012-09-13', 13329.71, 13573.33, 13325.11, 13539.86, 1517700, 13539.86)
INSERT INTO #p VALUES ('DJI', '2012-09-12', 13321.62, 13373.62, 13317.52, 13333.35, 1115200, 13333.35)
INSERT INTO #p VALUES ('DJI', '2012-09-11', 13254.6, 13354.34, 13253.21, 13323.36, 1049200, 13323.36)
INSERT INTO #p VALUES ('DJI', '2012-09-10', 13308.56, 13324.1, 13251.39, 13254.29, 1238100, 13254.29)
INSERT INTO #p VALUES ('DJI', '2012-09-07', 13289.53, 13320.27, 13266.22, 13306.64, 1422100, 13306.64)
INSERT INTO #p VALUES ('DJI', '2012-09-06', 13045.23, 13294.13, 13045.08, 13292, 1286500, 13292)
INSERT INTO #p VALUES ('DJI', '2012-09-05', 13036.09, 13095.91, 13018.74, 13047.48, 925500, 13047.48)
INSERT INTO #p VALUES ('DJI', '2012-09-04', 13092.15, 13092.39, 12977.09, 13035.94, 1039200, 13035.94)
INSERT INTO #p VALUES ('DJI', '2012-08-31', 13002.72, 13151.87, 13002.64, 13090.84, 1197800, 13090.84)
INSERT INTO #p VALUES ('DJI', '2012-08-30', 13101.29, 13101.37, 12978.91, 13000.71, 899800, 13000.71)
INSERT INTO #p VALUES ('DJI', '2012-08-29', 13103.46, 13144.81, 13081.27, 13107.48, 915300, 13107.48)
INSERT INTO #p VALUES ('DJI', '2012-08-28', 13122.74, 13147.32, 13081.12, 13102.99, 816300, 13102.99)
INSERT INTO #p VALUES ('DJI', '2012-08-27', 13157.74, 13176.17, 13115.46, 13124.67, 960700, 13124.67)
INSERT INTO #p VALUES ('DJI', '2012-08-24', 13052.82, 13175.51, 13027.2, 13157.97, 880300, 13157.97)
INSERT INTO #p VALUES ('IXIC', '2012-10-26', 2986.05, 2999.14, 2961.16, 2987.95, 1839700000, 2987.95)
INSERT INTO #p VALUES ('IXIC', '2012-10-25', 3005.04, 3007.71, 2975.98, 2986.12, 1922660000, 2986.12)
INSERT INTO #p VALUES ('IXIC', '2012-10-24', 3011.82, 3012.95, 2978.73, 2981.7, 1967000000, 2981.7)
INSERT INTO #p VALUES ('IXIC', '2012-10-23', 2989.44, 3006.59, 2974.07, 2990.46, 1830840000, 2990.46)
INSERT INTO #p VALUES ('IXIC', '2012-10-22', 3005.92, 3020.61, 2995.78, 3016.96, 1654130000, 3016.96)
INSERT INTO #p VALUES ('IXIC', '2012-10-19', 3066.56, 3066.56, 3000.27, 3005.62, 2225580000, 3005.62)
INSERT INTO #p VALUES ('IXIC', '2012-10-18', 3097.77, 3102.56, 3065.24, 3072.87, 2043290000, 3072.87)
INSERT INTO #p VALUES ('IXIC', '2012-10-17', 3091.38, 3112.45, 3088.05, 3104.12, 1770920000, 3104.12)
INSERT INTO #p VALUES ('IXIC', '2012-10-16', 3073.21, 3102.97, 3070.25, 3101.17, 1736930000, 3101.17)
INSERT INTO #p VALUES ('IXIC', '2012-10-15', 3053.21, 3066.31, 3037.27, 3064.18, 1563440000, 3064.18)
INSERT INTO #p VALUES ('IXIC', '2012-10-12', 3049.08, 3061.77, 3039.58, 3044.11, 1524840000, 3044.11)
INSERT INTO #p VALUES ('IXIC', '2012-10-11', 3075.89, 3078.08, 3047.14, 3049.41, 1595020000, 3049.41)
INSERT INTO #p VALUES ('IXIC', '2012-10-10', 3066.25, 3071.57, 3046.78, 3051.78, 1788970000, 3051.78)
INSERT INTO #p VALUES ('IXIC', '2012-10-09', 3108.01, 3108.01, 3062.52, 3065.02, 1645740000, 3065.02)
INSERT INTO #p VALUES ('IXIC', '2012-10-08', 3121.33, 3125.49, 3107.57, 3112.35, 1186260000, 3112.35)
INSERT INTO #p VALUES ('IXIC', '2012-10-05', 3161.21, 3171.46, 3130.76, 3136.19, 1607940000, 3136.19)
INSERT INTO #p VALUES ('IXIC', '2012-10-04', 3142.38, 3153.48, 3132.56, 3149.46, 1585190000, 3149.46)
INSERT INTO #p VALUES ('IXIC', '2012-10-03', 3130.85, 3142.36, 3115.04, 3135.23, 1704050000, 3135.23)
INSERT INTO #p VALUES ('IXIC', '2012-10-02', 3127.73, 3131.64, 3101.64, 3120.04, 1609570000, 3120.04)
INSERT INTO #p VALUES ('IXIC', '2012-10-01', 3130.31, 3146.99, 3103.89, 3113.53, 1758170000, 3113.53)
INSERT INTO #p VALUES ('IXIC', '2012-09-28', 3125.31, 3132.51, 3109.91, 3116.23, 1864640000, 3116.23)
INSERT INTO #p VALUES ('IXIC', '2012-09-27', 3105.87, 3142.02, 3098.46, 3136.6, 1691800000, 3136.6)
INSERT INTO #p VALUES ('IXIC', '2012-09-26', 3113.4, 3114.54, 3080.28, 3093.7, 1738010000, 3093.7)
INSERT INTO #p VALUES ('IXIC', '2012-09-25', 3170.37, 3176.3, 3117.73, 3117.73, 1975470000, 3117.73)
INSERT INTO #p VALUES ('IXIC', '2012-09-24', 3155.35, 3167.74, 3150.71, 3160.78, 1704860000, 3160.78)
INSERT INTO #p VALUES ('IXIC', '2012-09-21', 3194.86, 3196.93, 3178.09, 3179.96, 2526250000, 3179.96)
INSERT INTO #p VALUES ('IXIC', '2012-09-20', 3166.84, 3178.45, 3156.46, 3175.96, 1809130000, 3175.96)
INSERT INTO #p VALUES ('IXIC', '2012-09-19', 3179.04, 3189.35, 3170.29, 3182.62, 1850920000, 3182.62)
INSERT INTO #p VALUES ('IXIC', '2012-09-18', 3173.62, 3179.37, 3169.41, 3177.8, 1707200000, 3177.8)
INSERT INTO #p VALUES ('IXIC', '2012-09-17', 3183.4, 3183.4, 3168.63, 3178.67, 1485390000, 3178.67)
INSERT INTO #p VALUES ('IXIC', '2012-09-14', 3166.24, 3195.67, 3164.26, 3183.95, 1984720000, 3183.95)
INSERT INTO #p VALUES ('IXIC', '2012-09-13', 3117.66, 3167.63, 3112.62, 3155.83, 1870050000, 3155.83)
INSERT INTO #p VALUES ('IXIC', '2012-09-12', 3115.33, 3120.12, 3098.82, 3114.31, 1689140000, 3114.31)
INSERT INTO #p VALUES ('IXIC', '2012-09-11', 3105.02, 3117.86, 3099.1, 3104.53, 1586250000, 3104.53)
INSERT INTO #p VALUES ('IXIC', '2012-09-10', 3131.34, 3133.89, 3102.76, 3104.02, 1575370000, 3104.02)
INSERT INTO #p VALUES ('IXIC', '2012-09-07', 3133.22, 3139.61, 3128.17, 3136.42, 1740640000, 3136.42)
INSERT INTO #p VALUES ('IXIC', '2012-09-06', 3087.94, 3135.81, 3087.67, 3135.81, 1918900000, 3135.81)
INSERT INTO #p VALUES ('IXIC', '2012-09-05', 3072.58, 3082.75, 3062.54, 3069.27, 1495030000, 3069.27)
INSERT INTO #p VALUES ('IXIC', '2012-09-04', 3063.25, 3082.26, 3040.24, 3075.06, 1505960000, 3075.06)
INSERT INTO #p VALUES ('IXIC', '2012-08-31', 3069.64, 3078.52, 3040.59, 3066.96, 1394760000, 3066.96)
INSERT INTO #p VALUES ('IXIC', '2012-08-30', 3066.73, 3067.54, 3045.92, 3048.71, 1216640000, 3048.71)
INSERT INTO #p VALUES ('IXIC', '2012-08-29', 3078.05, 3087.24, 3067.62, 3081.19, 1282900000, 3081.19)
INSERT INTO #p VALUES ('IXIC', '2012-08-28', 3069.4, 3083.19, 3063.65, 3077.14, 1364740000, 3077.14)
INSERT INTO #p VALUES ('IXIC', '2012-08-27', 3083.62, 3085.81, 3068.13, 3073.19, 1383530000, 3073.19)
INSERT INTO #p VALUES ('IXIC', '2012-08-24', 3045.22, 3076.8, 3042.22, 3069.79, 1349740000, 3069.79)
--Calculate the running MIN for GSPC
SELECT ticker
,cast(convert(varchar, date_trade, 106) as char(11)) as [trade date]
,price_close as [Closing Price]
,wct.RunningMIN(price_close, ROW_NUMBER() over (ORDER BY date_trade ASC),NULL) as MIN
FROM #p
WHERE ticker = 'GSPC'
ORDER BY date_trade ASC
--Clean up
DROP TABLE #p
This produces the following result.
ticker trade date          Closing Price                    MIN
------ ----------- --------------------- ----------------------
GSPC   24 Aug 2012               1411.13                1411.13
GSPC   27 Aug 2012               1410.44                1410.44
GSPC   28 Aug 2012               1409.30                 1409.3
GSPC   29 Aug 2012               1410.49                 1409.3
GSPC   30 Aug 2012               1399.48                1399.48
GSPC   31 Aug 2012               1406.58                1399.48
GSPC   04 Sep 2012               1404.94                1399.48
GSPC   05 Sep 2012               1403.44                1399.48
GSPC   06 Sep 2012               1432.12                1399.48
GSPC   07 Sep 2012               1437.92                1399.48
GSPC   10 Sep 2012               1429.08                1399.48
GSPC   11 Sep 2012               1433.56                1399.48
GSPC   12 Sep 2012               1436.56                1399.48
GSPC   13 Sep 2012               1459.99                1399.48
GSPC   14 Sep 2012               1465.77                1399.48
GSPC   17 Sep 2012               1461.19                1399.48
GSPC   18 Sep 2012               1459.32                1399.48
GSPC   19 Sep 2012               1461.05                1399.48
GSPC   20 Sep 2012               1460.26                1399.48
GSPC   21 Sep 2012               1460.15                1399.48
GSPC   24 Sep 2012               1456.89                1399.48
GSPC   25 Sep 2012               1441.59                1399.48
GSPC   26 Sep 2012               1433.32                1399.48
GSPC   27 Sep 2012               1447.15                1399.48
GSPC   28 Sep 2012               1440.67                1399.48
GSPC   01 Oct 2012               1444.49                1399.48
GSPC   02 Oct 2012               1445.75                1399.48
GSPC   03 Oct 2012               1450.99                1399.48
GSPC   04 Oct 2012               1461.40                1399.48
GSPC   05 Oct 2012               1460.93                1399.48
GSPC   08 Oct 2012               1455.88                1399.48
GSPC   09 Oct 2012               1441.48                1399.48
GSPC   10 Oct 2012               1432.56                1399.48
GSPC   11 Oct 2012               1432.84                1399.48
GSPC   12 Oct 2012               1428.59                1399.48
GSPC   15 Oct 2012               1440.13                1399.48
GSPC   16 Oct 2012               1454.92                1399.48
GSPC   17 Oct 2012               1460.91                1399.48
GSPC   18 Oct 2012               1457.34                1399.48
GSPC   19 Oct 2012               1433.19                1399.48
GSPC   22 Oct 2012               1433.81                1399.48
GSPC   23 Oct 2012               1413.11                1399.48
GSPC   24 Oct 2012               1408.75                1399.48
GSPC   25 Oct 2012               1412.97                1399.48
GSPC   26 Oct 2012               1411.94                1399.48
In this example, we calculate the running max for Ticker and use the ROW_NUMBER() function to determine the @RowNum value passed into the RunningMIN function.
SELECT cast(convert(varchar, p1.date_trade, 106) as nchar(11)) as [Date]
,p1.price_close as GSPC
,p2.price_close as DJI
,p3.price_close as IXIC
,wct.RunningMIN(p1.price_close, ROW_NUMBER() over (ORDER BY p1.date_trade ASC),1) as [MIN GSPC]
,wct.RunningMIN(p2.price_close, ROW_NUMBER() over (ORDER BY p2.date_trade ASC),2) as [MIN DJI]
,wct.RunningMIN(p3.price_close, ROW_NUMBER() over (ORDER BY p3.date_trade ASC),3) as [MIN IXIC]
FROM #p p1
JOIN #p p2
ON p1.date_trade = p2.date_trade
AND p2.ticker = 'DJI'
JOIN #p p3
ON p1.date_trade = p3.date_trade
AND p3.ticker = 'IXIC'
WHERE p1.ticker = 'GSPC'
ORDER BY p1.date_trade
This produces the following result.
Date        GSPC    DJI      IXIC    MAX GSPC MAX DJI MAX IXIC
----------- ------- -------- ------- -------- -------- --------
24 Aug 2012 1411.13 13157.97 3069.79  1411.13 13157.97  3069.79
27 Aug 2012 1410.44 13124.67 3073.19  1410.44 13124.67  3069.79
28 Aug 2012 1409.30 13102.99 3077.14  1409.30 13102.99  3069.79
29 Aug 2012 1410.49 13107.48 3081.19  1409.30 13102.99  3069.79
30 Aug 2012 1399.48 13000.71 3048.71  1399.48 13000.71  3048.71
31 Aug 2012 1406.58 13090.84 3066.96  1399.48 13000.71  3048.71
04 Sep 2012 1404.94 13035.94 3075.06  1399.48 13000.71  3048.71
05 Sep 2012 1403.44 13047.48 3069.27  1399.48 13000.71  3048.71
06 Sep 2012 1432.12 13292.00 3135.81  1399.48 13000.71  3048.71
07 Sep 2012 1437.92 13306.64 3136.42  1399.48 13000.71  3048.71
10 Sep 2012 1429.08 13254.29 3104.02  1399.48 13000.71  3048.71
11 Sep 2012 1433.56 13323.36 3104.53  1399.48 13000.71  3048.71
12 Sep 2012 1436.56 13333.35 3114.31  1399.48 13000.71  3048.71
13 Sep 2012 1459.99 13539.86 3155.83  1399.48 13000.71  3048.71
14 Sep 2012 1465.77 13593.37 3183.95  1399.48 13000.71  3048.71
17 Sep 2012 1461.19 13553.10 3178.67  1399.48 13000.71  3048.71
18 Sep 2012 1459.32 13564.64 3177.80  1399.48 13000.71  3048.71
19 Sep 2012 1461.05 13577.96 3182.62  1399.48 13000.71  3048.71
20 Sep 2012 1460.26 13596.93 3175.96  1399.48 13000.71  3048.71
21 Sep 2012 1460.15 13579.47 3179.96  1399.48 13000.71  3048.71
24 Sep 2012 1456.89 13558.92 3160.78  1399.48 13000.71  3048.71
25 Sep 2012 1441.59 13457.55 3117.73  1399.48 13000.71  3048.71
26 Sep 2012 1433.32 13413.51 3093.70  1399.48 13000.71  3048.71
27 Sep 2012 1447.15 13485.97 3136.60  1399.48 13000.71  3048.71
28 Sep 2012 1440.67 13437.13 3116.23  1399.48 13000.71  3048.71
01 Oct 2012 1444.49 13515.11 3113.53  1399.48 13000.71  3048.71
02 Oct 2012 1445.75 13482.36 3120.04  1399.48 13000.71  3048.71
03 Oct 2012 1450.99 13494.61 3135.23  1399.48 13000.71  3048.71
04 Oct 2012 1461.40 13575.36 3149.46  1399.48 13000.71  3048.71
05 Oct 2012 1460.93 13610.15 3136.19  1399.48 13000.71  3048.71
08 Oct 2012 1455.88 13583.65 3112.35  1399.48 13000.71  3048.71
09 Oct 2012 1441.48 13473.53 3065.02  1399.48 13000.71  3048.71
10 Oct 2012 1432.56 13344.97 3051.78  1399.48 13000.71  3048.71
11 Oct 2012 1432.84 13326.39 3049.41  1399.48 13000.71  3048.71
12 Oct 2012 1428.59 13328.85 3044.11  1399.48 13000.71  3044.11
15 Oct 2012 1440.13 13424.23 3064.18  1399.48 13000.71  3044.11
16 Oct 2012 1454.92 13551.78 3101.17  1399.48 13000.71  3044.11
17 Oct 2012 1460.91 13557.00 3104.12  1399.48 13000.71  3044.11
18 Oct 2012 1457.34 13548.94 3072.87  1399.48 13000.71  3044.11
19 Oct 2012 1433.19 13343.51 3005.62  1399.48 13000.71  3005.62
22 Oct 2012 1433.81 13345.89 3016.96  1399.48 13000.71  3005.62
23 Oct 2012 1413.11 13102.53 2990.46  1399.48 13000.71  2990.46
24 Oct 2012 1408.75 13077.34 2981.70  1399.48 13000.71  2981.70
25 Oct 2012 1412.97 13103.68 2986.12  1399.48 13000.71  2981.70
26 Oct 2012 1411.94 13107.21 2987.95  1399.48 13000.71  2981.70
  


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