SQL server select query help for stored procedure needed

Question

I\'m struggling with the logic required to structure a sql select query in a stored procedure. My database works with stock market data. I have a table of trading dates for

Answer 1

Recursion is your answer. Here's how you can take your inner select statement and transform it into range rows. Recursion is available in SQL 2005 or above so I hope that works for you.

create table dates (dt datetime  null)
go
insert into dates(dt) values('1/1/2012')
insert into dates(dt) values('1/2/2012')
insert into dates(dt) values('1/3/2012')
insert into dates(dt) values('1/4/2012')
insert into dates(dt) values('1/10/2012')
go

--Show raw data
select * from dates
go

--Define the recursive query
WITH RecursiveQuery (anchorDate, dt)
AS
(
    -- Anchor member of recursive query
    SELECT 
        anchorDate=dt,
        dt
    FROM 
        dates AS e
    WHERE 
        NOT EXISTS(select 1 from dates where dateadd(day,-1,e.dt)=dt)
    UNION ALL
    -- Recursive member (notice join to RecursiveQuery)
    SELECT 
        anchorDate=d.anchorDate,
        e.dt
    FROM 
        dates AS e
        INNER JOIN RecursiveQuery AS d ON e.dt = dateadd(day,1,d.dt)
)

--Final Join
select 
    startdt=anchorDate,enddt=max(dt) 
FROM 
    RecursiveQuery 
group by anchorDate
order by anchorDate