The following script contains the SQL statements for this query:
-- This code should be run at the end of each trading day to capture -- the last price of that day. Before running the script, the date in -- the two where clauses needs to be changed to that of the trading day -- for which the last trade price is to be captured. Insert LAST_TRADE_PRICE Select INSTRUMENT_ID, TRADING_SYMBOL, TRADE_PRICE, TRADE_DATE FROM STOCK_TRADE st, (Select INSTRUMENT_ID AS idx, max(TRADE_TIME) AS maxtime, max(TRADE_SEQ_NBR) AS maxseq from STOCK_TRADE where TRADE_TIME between '2005-11-10 00:00:00' and '2005-11-10 23:59:59' group by INSTRUMENT_ID) y WHERE st.TRADE_TIME between '2005-11-10 00:00:00' and '2005-11-10 23:59:59' AND st.TRADE_TIME = maxtime and idx = st.INSTRUMENT_ID and st.TRADE_SEQ_NBR = maxseq go
