I have a set of stock data records.
I also have a set of dates for which, even though I might have data, I cannot trade stocks.
Here's the sample DDL for the setup:
create table #stock_data
(
symbol varchar (10) NOT NULL,
asof datetime NOT NULL,
price float NOT NULL
)
go
insert into #stock_data values ('IBM', '7/1/09', 100)
insert into #stock_data values ('IBM', '7/2/09', 100)
insert into #stock_data values ('IBM', '7/3/09', 100)
insert into #stock_data values ('IBM', '7/4/09', 100)
insert into #stock_data values ('IBM', '7/5/09', 100)
insert into #stock_data values ('IBM', '7/6/09', 100)
insert into #stock_data values ('IBM', '7/7/09', 100)
insert into #stock_data values ('IBM', '7/8/09', 100)
insert into #stock_data values ('IBM', '7/9/09', 100)
insert into #stock_data values ('MSFT', '7/1/09', 50)
insert into #stock_data values ('MSFT', '7/2/09', 50)
insert into #stock_data values ('MSFT', '7/3/09', 50)
insert into #stock_data values ('MSFT', '7/4/09', 50)
insert into #stock_data values ('MSFT', '7/5/09', 50)
insert into #stock_data values ('MSFT', '7/6/09', 50)
insert into #stock_data values ('MSFT', '7/7/09', 50)
insert into #stock_data values ('MSFT', '7/8/09', 50)
insert into #stock_data values ('MSFT', '7/9/09', 50)
go
create table #exclude_ranges
(
symbol varchar (10) NOT NULL,
asof_start datetime NOT NULL,
asof_end datetime NOT NULL
)
go
insert into #exclude_ranges values ('IBM', '7/2/09', '7/2/09')
insert into #exclude_ranges values ('IBM', '7/6/09', '7/8/09')
insert into #exclude_ranges values ('MSFT', '7/1/09', '7/8/09')
go
And here's the SELECT I want. I know there's got to be some clever way to do this, but I can't quite figure it out.....
select * from #stock_data
join ????
where ????
to return
('IBM', '7/1/09', 100)
('IBM', '7/3/09', 100)
('IBM', '7/4/09', 100)
('IBM', '7/5/09', 100)
('IBM', '7/9/09', 100)
('MSFT', '7/9/09', 50)
So what magic goes into the ???? blocks?