how to get 5min interval date from table

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i have a stock data of comapy which is delayed of few mins
id update time price
5 2015-07-17 09:02:00.000 65.5
5 2015-07-17 09:03:00.000 65.5
5 2015-07-17 09:05:00.000 65.5
5 2015-07-17 09:06:00.000 66
5 2015-07-17 09:07:00.000 66
5 2015-07-17 09:08:00.000 66
5 2015-07-17 09:16:00.000 66.5
5 2015-07-17 09:17:00.000 66.3
5 2015-07-17 09:18:00.000 66.25
5 2015-07-17 09:19:00.000 66.3

i want 5min interval date and if next 5min date is not there query should latest date
(i.e 9.02,9.07,9.12<--not there so it sholud select 9.16,then 9.21 so on... )
5 is company id then updTime at last price
plz help me with logic
thanks in advance

Posted 17-Jul-15 0:24am

Member 11844168

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Wendelius · Accepted Answer · 2015-07-17T00:53:00

The solution depends how you actually want to handle missing values, is the previous or the next value taken from each 5 minutes and so on.

But some kind of idea could be to generate datetime values first and then try fetching the next stock value in time. So something like

SQL

create table stockdata (
   id int ,
   updatetime datetime,
   price float
);

insert into stockdata values ( 5, '2015-07-17T09:02:00.000', 65.5);
insert into stockdata values ( 5, '2015-07-17T09:03:00.000', 65.5);
insert into stockdata values ( 5, '2015-07-17T09:05:00.000', 65.5);
insert into stockdata values ( 5, '2015-07-17T09:06:00.000', 66);
insert into stockdata values ( 5, '2015-07-17T09:07:00.000', 66);
insert into stockdata values ( 5, '2015-07-17T09:08:00.000', 66);
insert into stockdata values ( 5, '2015-07-17T09:16:00.000', 66.5);
insert into stockdata values ( 5, '2015-07-17T09:17:00.000', 66.3);
insert into stockdata values ( 5, '2015-07-17T09:18:00.000', 66.25);
insert into stockdata values ( 5, '2015-07-17T09:19:00.000', 66.3);

declare @startdate datetime = convert(datetime, '2015-07-17T09:00:00.000', 126)
declare @enddate datetime = convert(datetime, '2015-07-17T10:00:00.000', 126)

;with minutes5 as (
	select @startdate DateAndTime
	union all
	select dateadd(minute, 5, minutes5.DateAndTime) DateAndTime
	from minutes5
	where DateAndTime <= @enddate
)
select * 
from minutes5 m, stockdata sd
where sd.updatetime >= m.DateAndTime
and sd.updatetime = (select min(sd2.updatetime)
                     from stockdata sd2
                     where sd2.updatetime >= m.DateAndTime
                     and   sd2.updatetime < dateadd(minute, 5, m.DateAndTime))