How to read the last row with SQL Server

Question

What is the most efficient way to read the last row with SQL Server?

The table is indexed on a unique key -- the \"bottom\" key values represent the last row.

Answer 1

Well I'm not getting the "last value" in a table, I'm getting the Last value per financial instrument. It's not the same but I guess it is relevant for some that are looking to look up on "how it is done now". I also used RowNumber() and CTE's and before that to simply take 1 and order by [column] desc. however we nolonger need to...

I am using SQL server 2017, we are recording all ticks on all exchanges globally, we have ~12 billion ticks a day, we store each Bid, ask, and trade including the volumes and the attributes of a tick (bid, ask, trade) of any of the given exchanges.

We have 253 types of ticks data for any given contract (mostly statistics) in that table, the last traded price is tick type=4 so, when we need to get the "last" of Price we use :

select distinct T.contractId,
LAST_VALUE(t.Price)over(partition by t.ContractId order by created ROWS BETWEEN CURRENT ROW AND UNBOUNDED FOLLOWING)
from [dbo].[Tick] as T
where T.TickType=4

You can see the execution plan on my dev system it executes quite efficient, executes in 4 sec while the exchange import ETL is pumping data into the table, there will be some locking slowing me down... that's just how live systems work.