SQL Server RunningMAX Function
Updated 2023-11-14 15:08:40.463000
Description
Use the scalar function RunningMAX to calculate the maximum of column values in an ordered resultant table, without the need for a self-join. The maximum is calculated over all the values from the first value to the last value in the ordered group or partition. If the column values are presented to the functions out of order, an error message will be generated.
Syntax
SELECT [westclintech].[wct].[RunningMAX](
<@Val, float,>
,<@RowNum, int,>
,<@Id, tinyint,>)
Arguments
@Val
the value passed into the function. @Val is an expression of type float or of a type that can be implicitly converted to float.
@RowNum
the number of the row within the group for which the sum is being calculated. If @RowNum for the current row in a set is less than or equal to the previous @RowNum and @RowNum is not equal to 1, an error message will be generated. @RowNum is an expression of type int or of a type that can be implicitly converted to int.
@Id
a unique identifier for the RunningMAX calculation. @Id allows you to specify multiple RunningMAX calculation s within a resultant table. @Id is an expression of type tinyint or of a type that can be implicitly converted to tinyint.
Return Type
float
Remarks
If @Id is NULL then @Id = 0.
To calculate moving maximums, use the MovingMAX function.
If @RowNum is equal to 1, RunningMAX is equal to @Val
@RowNum must be in ascending order.
There may be cases where the order in which the data are returned to the function and the order in which the results are returned are different, generally due to parallelism. You can use OPTION(MAXDOP 1) or OPTION(MAXDOP 1,FORCE ORDER) to help eliminate this problem.
Examples
In this example we will calculate the maximum closing price for some stock indices. We will create a temporary table, #p, populate it with some data and then run the SELECT.
--Create the temporary table
CREATE TABLE #p
(
ticker varchar(4),
date_trade datetime,
price_open money,
price_high money,
price_low money,
price_close money,
volume bigint,
price_adj_close money,
PRIMARY KEY (
ticker,
date_trade
)
);
--Populate the table with some data
INSERT INTO #p
VALUES
('GSPC', '2012-10-26', 1412.97, 1417.09, 1403.28, 1411.94, 3284910000, 1411.94);
INSERT INTO #p
VALUES
('GSPC', '2012-10-25', 1409.74, 1421.12, 1405.14, 1412.97, 3512640000, 1412.97);
INSERT INTO #p
VALUES
('GSPC', '2012-10-24', 1413.2, 1420.04, 1407.1, 1408.75, 3385970000, 1408.75);
INSERT INTO #p
VALUES
('GSPC', '2012-10-23', 1433.74, 1433.74, 1407.56, 1413.11, 3587670000, 1413.11);
INSERT INTO #p
VALUES
('GSPC', '2012-10-22', 1433.21, 1435.46, 1422.06, 1433.81, 3216220000, 1433.81);
INSERT INTO #p
VALUES
('GSPC', '2012-10-19', 1457.34, 1457.34, 1429.85, 1433.19, 3875170000, 1433.19);
INSERT INTO #p
VALUES
('GSPC', '2012-10-18', 1460.94, 1464.02, 1452.63, 1457.34, 3880030000, 1457.34);
INSERT INTO #p
VALUES
('GSPC', '2012-10-17', 1454.22, 1462.2, 1453.35, 1460.91, 3655320000, 1460.91);
INSERT INTO #p
VALUES
('GSPC', '2012-10-16', 1440.31, 1455.51, 1440.31, 1454.92, 3568770000, 1454.92);
INSERT INTO #p
VALUES
('GSPC', '2012-10-15', 1428.75, 1441.31, 1427.24, 1440.13, 3483810000, 1440.13);
INSERT INTO #p
VALUES
('GSPC', '2012-10-12', 1432.84, 1438.43, 1425.53, 1428.59, 3134750000, 1428.59);
INSERT INTO #p
VALUES
('GSPC', '2012-10-11', 1432.82, 1443.9, 1432.82, 1432.84, 3672540000, 1432.84);
INSERT INTO #p
VALUES
('GSPC', '2012-10-10', 1441.48, 1442.52, 1430.64, 1432.56, 3225060000, 1432.56);
INSERT INTO #p
VALUES
('GSPC', '2012-10-09', 1455.9, 1455.9, 1441.18, 1441.48, 3216320000, 1441.48);
INSERT INTO #p
VALUES
('GSPC', '2012-10-08', 1460.93, 1460.93, 1453.1, 1455.88, 2328720000, 1455.88);
INSERT INTO #p
VALUES
('GSPC', '2012-10-05', 1461.4, 1470.96, 1456.89, 1460.93, 3172940000, 1460.93);
INSERT INTO #p
VALUES
('GSPC', '2012-10-04', 1451.08, 1463.14, 1451.08, 1461.4, 3615860000, 1461.4);
INSERT INTO #p
VALUES
('GSPC', '2012-10-03', 1446.05, 1454.3, 1441.99, 1450.99, 3531640000, 1450.99);
INSERT INTO #p
VALUES
('GSPC', '2012-10-02', 1444.99, 1451.52, 1439.01, 1445.75, 3321790000, 1445.75);
INSERT INTO #p
VALUES
('GSPC', '2012-10-01', 1440.9, 1457.14, 1440.9, 1444.49, 3505080000, 1444.49);
INSERT INTO #p
VALUES
('GSPC', '2012-09-28', 1447.13, 1447.13, 1435.6, 1440.67, 3509230000, 1440.67);
INSERT INTO #p
VALUES
('GSPC', '2012-09-27', 1433.36, 1450.2, 1433.36, 1447.15, 3150330000, 1447.15);
INSERT INTO #p
VALUES
('GSPC', '2012-09-26', 1441.6, 1441.6, 1430.53, 1433.32, 3565380000, 1433.32);
INSERT INTO #p
VALUES
('GSPC', '2012-09-25', 1456.94, 1463.24, 1441.59, 1441.59, 3739900000, 1441.59);
INSERT INTO #p
VALUES
('GSPC', '2012-09-24', 1459.76, 1460.72, 1452.06, 1456.89, 3008920000, 1456.89);
INSERT INTO #p
VALUES
('GSPC', '2012-09-21', 1460.34, 1467.07, 1459.51, 1460.15, 4833870000, 1460.15);
INSERT INTO #p
VALUES
('GSPC', '2012-09-20', 1461.05, 1461.23, 1449.98, 1460.26, 3382520000, 1460.26);
INSERT INTO #p
VALUES
('GSPC', '2012-09-19', 1459.5, 1465.15, 1457.88, 1461.05, 3451360000, 1461.05);
INSERT INTO #p
VALUES
('GSPC', '2012-09-18', 1461.19, 1461.47, 1456.13, 1459.32, 3377390000, 1459.32);
INSERT INTO #p
VALUES
('GSPC', '2012-09-17', 1465.42, 1465.63, 1457.55, 1461.19, 3482430000, 1461.19);
INSERT INTO #p
VALUES
('GSPC', '2012-09-14', 1460.07, 1474.51, 1460.07, 1465.77, 5041990000, 1465.77);
INSERT INTO #p
VALUES
('GSPC', '2012-09-13', 1436.56, 1463.76, 1435.34, 1459.99, 4606550000, 1459.99);
INSERT INTO #p
VALUES
('GSPC', '2012-09-12', 1433.56, 1439.15, 1432.99, 1436.56, 3641200000, 1436.56);
INSERT INTO #p
VALUES
('GSPC', '2012-09-11', 1429.13, 1437.76, 1429.13, 1433.56, 3509630000, 1433.56);
INSERT INTO #p
VALUES
('GSPC', '2012-09-10', 1437.92, 1438.74, 1428.98, 1429.08, 3223670000, 1429.08);
INSERT INTO #p
VALUES
('GSPC', '2012-09-07', 1432.12, 1437.92, 1431.45, 1437.92, 3717620000, 1437.92);
INSERT INTO #p
VALUES
('GSPC', '2012-09-06', 1403.74, 1432.12, 1403.74, 1432.12, 3952870000, 1432.12);
INSERT INTO #p
VALUES
('GSPC', '2012-09-05', 1404.94, 1408.81, 1401.25, 1403.44, 3389110000, 1403.44);
INSERT INTO #p
VALUES
('GSPC', '2012-09-04', 1406.54, 1409.31, 1396.56, 1404.94, 3200310000, 1404.94);
INSERT INTO #p
VALUES
('GSPC', '2012-08-31', 1400.07, 1413.09, 1398.96, 1406.58, 2938250000, 1406.58);
INSERT INTO #p
VALUES
('GSPC', '2012-08-30', 1410.08, 1410.08, 1397.01, 1399.48, 2530280000, 1399.48);
INSERT INTO #p
VALUES
('GSPC', '2012-08-29', 1409.32, 1413.95, 1406.57, 1410.49, 2571220000, 1410.49);
INSERT INTO #p
VALUES
('GSPC', '2012-08-28', 1410.44, 1413.63, 1405.59, 1409.3, 2629090000, 1409.3);
INSERT INTO #p
VALUES
('GSPC', '2012-08-27', 1411.13, 1416.17, 1409.11, 1410.44, 2472500000, 1410.44);
INSERT INTO #p
VALUES
('GSPC', '2012-08-24', 1401.99, 1413.46, 1398.04, 1411.13, 2598790000, 1411.13);
INSERT INTO #p
VALUES
('DJI', '2012-10-26', 13104.22, 13151.72, 13040.17, 13107.21, 1346400, 13107.21);
INSERT INTO #p
VALUES
('DJI', '2012-10-25', 13079.64, 13214.11, 13017.37, 13103.68, 1145900, 13103.68);
INSERT INTO #p
VALUES
('DJI', '2012-10-24', 13103.53, 13155.21, 13063.63, 13077.34, 1106700, 13077.34);
INSERT INTO #p
VALUES
('DJI', '2012-10-23', 13344.9, 13344.9, 13083.28, 13102.53, 1222200, 13102.53);
INSERT INTO #p
VALUES
('DJI', '2012-10-22', 13344.28, 13368.55, 13235.15, 13345.89, 1218800, 13345.89);
INSERT INTO #p
VALUES
('DJI', '2012-10-19', 13545.33, 13545.49, 13312.22, 13343.51, 2390800, 13343.51);
INSERT INTO #p
VALUES
('DJI', '2012-10-18', 13553.24, 13588.73, 13510.93, 13548.94, 1284100, 13548.94);
INSERT INTO #p
VALUES
('DJI', '2012-10-17', 13539.63, 13561.65, 13468.9, 13557, 1355700, 13557);
INSERT INTO #p
VALUES
('DJI', '2012-10-16', 13423.84, 13556.37, 13423.76, 13551.78, 1134500, 13551.78);
INSERT INTO #p
VALUES
('DJI', '2012-10-15', 13329.54, 13437.66, 13325.93, 13424.23, 1148800, 13424.23);
INSERT INTO #p
VALUES
('DJI', '2012-10-12', 13325.62, 13401.32, 13296.43, 13328.85, 1137400, 13328.85);
INSERT INTO #p
VALUES
('DJI', '2012-10-11', 13346.28, 13428.49, 13326.12, 13326.39, 866300, 13326.39);
INSERT INTO #p
VALUES
('DJI', '2012-10-10', 13473.53, 13478.83, 13327.62, 13344.97, 1011200, 13344.97);
INSERT INTO #p
VALUES
('DJI', '2012-10-09', 13582.88, 13592.33, 13473.31, 13473.53, 1036300, 13473.53);
INSERT INTO #p
VALUES
('DJI', '2012-10-08', 13589.26, 13610.38, 13552.09, 13583.65, 713000, 13583.65);
INSERT INTO #p
VALUES
('DJI', '2012-10-05', 13569.18, 13661.87, 13568.75, 13610.15, 1155000, 13610.15);
INSERT INTO #p
VALUES
('DJI', '2012-10-04', 13495.18, 13594.33, 13495.18, 13575.36, 1063900, 13575.36);
INSERT INTO #p
VALUES
('DJI', '2012-10-03', 13479.21, 13536.27, 13439.12, 13494.61, 1038900, 13494.61);
INSERT INTO #p
VALUES
('DJI', '2012-10-02', 13515.3, 13567.06, 13424.92, 13482.36, 907300, 13482.36);
INSERT INTO #p
VALUES
('DJI', '2012-10-01', 13437.66, 13598.25, 13437.66, 13515.11, 1061200, 13515.11);
INSERT INTO #p
VALUES
('DJI', '2012-09-28', 13485.89, 13487.66, 13367.27, 13437.13, 1469500, 13437.13);
INSERT INTO #p
VALUES
('DJI', '2012-09-27', 13413.47, 13522.83, 13413.47, 13485.97, 1139900, 13485.97);
INSERT INTO #p
VALUES
('DJI', '2012-09-26', 13458.63, 13480.37, 13406.91, 13413.51, 1243500, 13413.51);
INSERT INTO #p
VALUES
('DJI', '2012-09-25', 13559.92, 13620.21, 13457.25, 13457.55, 1386300, 13457.55);
INSERT INTO #p
VALUES
('DJI', '2012-09-24', 13577.85, 13601.9, 13521.68, 13558.92, 1203700, 13558.92);
INSERT INTO #p
VALUES
('DJI', '2012-09-21', 13597.24, 13647.1, 13571.53, 13579.47, 4296100, 13579.47);
INSERT INTO #p
VALUES
('DJI', '2012-09-20', 13575.17, 13599.02, 13503, 13596.93, 1179100, 13596.93);
INSERT INTO #p
VALUES
('DJI', '2012-09-19', 13565.41, 13626.48, 13556.74, 13577.96, 1162100, 13577.96);
INSERT INTO #p
VALUES
('DJI', '2012-09-18', 13552.33, 13582.12, 13517.81, 13564.64, 1207200, 13564.64);
INSERT INTO #p
VALUES
('DJI', '2012-09-17', 13588.57, 13593.15, 13526.67, 13553.1, 1280200, 13553.1);
INSERT INTO #p
VALUES
('DJI', '2012-09-14', 13540.4, 13653.24, 13533.94, 13593.37, 1851600, 13593.37);
INSERT INTO #p
VALUES
('DJI', '2012-09-13', 13329.71, 13573.33, 13325.11, 13539.86, 1517700, 13539.86);
INSERT INTO #p
VALUES
('DJI', '2012-09-12', 13321.62, 13373.62, 13317.52, 13333.35, 1115200, 13333.35);
INSERT INTO #p
VALUES
('DJI', '2012-09-11', 13254.6, 13354.34, 13253.21, 13323.36, 1049200, 13323.36);
INSERT INTO #p
VALUES
('DJI', '2012-09-10', 13308.56, 13324.1, 13251.39, 13254.29, 1238100, 13254.29);
INSERT INTO #p
VALUES
('DJI', '2012-09-07', 13289.53, 13320.27, 13266.22, 13306.64, 1422100, 13306.64);
INSERT INTO #p
VALUES
('DJI', '2012-09-06', 13045.23, 13294.13, 13045.08, 13292, 1286500, 13292);
INSERT INTO #p
VALUES
('DJI', '2012-09-05', 13036.09, 13095.91, 13018.74, 13047.48, 925500, 13047.48);
INSERT INTO #p
VALUES
('DJI', '2012-09-04', 13092.15, 13092.39, 12977.09, 13035.94, 1039200, 13035.94);
INSERT INTO #p
VALUES
('DJI', '2012-08-31', 13002.72, 13151.87, 13002.64, 13090.84, 1197800, 13090.84);
INSERT INTO #p
VALUES
('DJI', '2012-08-30', 13101.29, 13101.37, 12978.91, 13000.71, 899800, 13000.71);
INSERT INTO #p
VALUES
('DJI', '2012-08-29', 13103.46, 13144.81, 13081.27, 13107.48, 915300, 13107.48);
INSERT INTO #p
VALUES
('DJI', '2012-08-28', 13122.74, 13147.32, 13081.12, 13102.99, 816300, 13102.99);
INSERT INTO #p
VALUES
('DJI', '2012-08-27', 13157.74, 13176.17, 13115.46, 13124.67, 960700, 13124.67);
INSERT INTO #p
VALUES
('DJI', '2012-08-24', 13052.82, 13175.51, 13027.2, 13157.97, 880300, 13157.97);
INSERT INTO #p
VALUES
('IXIC', '2012-10-26', 2986.05, 2999.14, 2961.16, 2987.95, 1839700000, 2987.95);
INSERT INTO #p
VALUES
('IXIC', '2012-10-25', 3005.04, 3007.71, 2975.98, 2986.12, 1922660000, 2986.12);
INSERT INTO #p
VALUES
('IXIC', '2012-10-24', 3011.82, 3012.95, 2978.73, 2981.7, 1967000000, 2981.7);
INSERT INTO #p
VALUES
('IXIC', '2012-10-23', 2989.44, 3006.59, 2974.07, 2990.46, 1830840000, 2990.46);
INSERT INTO #p
VALUES
('IXIC', '2012-10-22', 3005.92, 3020.61, 2995.78, 3016.96, 1654130000, 3016.96);
INSERT INTO #p
VALUES
('IXIC', '2012-10-19', 3066.56, 3066.56, 3000.27, 3005.62, 2225580000, 3005.62);
INSERT INTO #p
VALUES
('IXIC', '2012-10-18', 3097.77, 3102.56, 3065.24, 3072.87, 2043290000, 3072.87);
INSERT INTO #p
VALUES
('IXIC', '2012-10-17', 3091.38, 3112.45, 3088.05, 3104.12, 1770920000, 3104.12);
INSERT INTO #p
VALUES
('IXIC', '2012-10-16', 3073.21, 3102.97, 3070.25, 3101.17, 1736930000, 3101.17);
INSERT INTO #p
VALUES
('IXIC', '2012-10-15', 3053.21, 3066.31, 3037.27, 3064.18, 1563440000, 3064.18);
INSERT INTO #p
VALUES
('IXIC', '2012-10-12', 3049.08, 3061.77, 3039.58, 3044.11, 1524840000, 3044.11);
INSERT INTO #p
VALUES
('IXIC', '2012-10-11', 3075.89, 3078.08, 3047.14, 3049.41, 1595020000, 3049.41);
INSERT INTO #p
VALUES
('IXIC', '2012-10-10', 3066.25, 3071.57, 3046.78, 3051.78, 1788970000, 3051.78);
INSERT INTO #p
VALUES
('IXIC', '2012-10-09', 3108.01, 3108.01, 3062.52, 3065.02, 1645740000, 3065.02);
INSERT INTO #p
VALUES
('IXIC', '2012-10-08', 3121.33, 3125.49, 3107.57, 3112.35, 1186260000, 3112.35);
INSERT INTO #p
VALUES
('IXIC', '2012-10-05', 3161.21, 3171.46, 3130.76, 3136.19, 1607940000, 3136.19);
INSERT INTO #p
VALUES
('IXIC', '2012-10-04', 3142.38, 3153.48, 3132.56, 3149.46, 1585190000, 3149.46);
INSERT INTO #p
VALUES
('IXIC', '2012-10-03', 3130.85, 3142.36, 3115.04, 3135.23, 1704050000, 3135.23);
INSERT INTO #p
VALUES
('IXIC', '2012-10-02', 3127.73, 3131.64, 3101.64, 3120.04, 1609570000, 3120.04);
INSERT INTO #p
VALUES
('IXIC', '2012-10-01', 3130.31, 3146.99, 3103.89, 3113.53, 1758170000, 3113.53);
INSERT INTO #p
VALUES
('IXIC', '2012-09-28', 3125.31, 3132.51, 3109.91, 3116.23, 1864640000, 3116.23);
INSERT INTO #p
VALUES
('IXIC', '2012-09-27', 3105.87, 3142.02, 3098.46, 3136.6, 1691800000, 3136.6);
INSERT INTO #p
VALUES
('IXIC', '2012-09-26', 3113.4, 3114.54, 3080.28, 3093.7, 1738010000, 3093.7);
INSERT INTO #p
VALUES
('IXIC', '2012-09-25', 3170.37, 3176.3, 3117.73, 3117.73, 1975470000, 3117.73);
INSERT INTO #p
VALUES
('IXIC', '2012-09-24', 3155.35, 3167.74, 3150.71, 3160.78, 1704860000, 3160.78);
INSERT INTO #p
VALUES
('IXIC', '2012-09-21', 3194.86, 3196.93, 3178.09, 3179.96, 2526250000, 3179.96);
INSERT INTO #p
VALUES
('IXIC', '2012-09-20', 3166.84, 3178.45, 3156.46, 3175.96, 1809130000, 3175.96);
INSERT INTO #p
VALUES
('IXIC', '2012-09-19', 3179.04, 3189.35, 3170.29, 3182.62, 1850920000, 3182.62);
INSERT INTO #p
VALUES
('IXIC', '2012-09-18', 3173.62, 3179.37, 3169.41, 3177.8, 1707200000, 3177.8);
INSERT INTO #p
VALUES
('IXIC', '2012-09-17', 3183.4, 3183.4, 3168.63, 3178.67, 1485390000, 3178.67);
INSERT INTO #p
VALUES
('IXIC', '2012-09-14', 3166.24, 3195.67, 3164.26, 3183.95, 1984720000, 3183.95);
INSERT INTO #p
VALUES
('IXIC', '2012-09-13', 3117.66, 3167.63, 3112.62, 3155.83, 1870050000, 3155.83);
INSERT INTO #p
VALUES
('IXIC', '2012-09-12', 3115.33, 3120.12, 3098.82, 3114.31, 1689140000, 3114.31);
INSERT INTO #p
VALUES
('IXIC', '2012-09-11', 3105.02, 3117.86, 3099.1, 3104.53, 1586250000, 3104.53);
INSERT INTO #p
VALUES
('IXIC', '2012-09-10', 3131.34, 3133.89, 3102.76, 3104.02, 1575370000, 3104.02);
INSERT INTO #p
VALUES
('IXIC', '2012-09-07', 3133.22, 3139.61, 3128.17, 3136.42, 1740640000, 3136.42);
INSERT INTO #p
VALUES
('IXIC', '2012-09-06', 3087.94, 3135.81, 3087.67, 3135.81, 1918900000, 3135.81);
INSERT INTO #p
VALUES
('IXIC', '2012-09-05', 3072.58, 3082.75, 3062.54, 3069.27, 1495030000, 3069.27);
INSERT INTO #p
VALUES
('IXIC', '2012-09-04', 3063.25, 3082.26, 3040.24, 3075.06, 1505960000, 3075.06);
INSERT INTO #p
VALUES
('IXIC', '2012-08-31', 3069.64, 3078.52, 3040.59, 3066.96, 1394760000, 3066.96);
INSERT INTO #p
VALUES
('IXIC', '2012-08-30', 3066.73, 3067.54, 3045.92, 3048.71, 1216640000, 3048.71);
INSERT INTO #p
VALUES
('IXIC', '2012-08-29', 3078.05, 3087.24, 3067.62, 3081.19, 1282900000, 3081.19);
INSERT INTO #p
VALUES
('IXIC', '2012-08-28', 3069.4, 3083.19, 3063.65, 3077.14, 1364740000, 3077.14);
INSERT INTO #p
VALUES
('IXIC', '2012-08-27', 3083.62, 3085.81, 3068.13, 3073.19, 1383530000, 3073.19);
INSERT INTO #p
VALUES
('IXIC', '2012-08-24', 3045.22, 3076.8, 3042.22, 3069.79, 1349740000, 3069.79);
--Calculate the running MAX for GSPC
SELECT ticker,
cast(convert(varchar, date_trade, 106) as char(11)) as [trade date],
price_close as [Closing Price],
wct.RunningMAX(price_close, ROW_NUMBER() over (ORDER BY date_trade ASC),
NULL) as [MAX Price]
FROM #p
WHERE ticker = 'GSPC'
ORDER BY date_trade ASC;
--Clean up
DROP TABLE #p;
This produces the following result.
| ticker | trade date | Closing Price | MAX Price |
|---|---|---|---|
| GSPC | 24 Aug 2012 | 1411.13 | 1411.13 |
| GSPC | 27 Aug 2012 | 1410.44 | 1411.13 |
| GSPC | 28 Aug 2012 | 1409.30 | 1411.13 |
| GSPC | 29 Aug 2012 | 1410.49 | 1411.13 |
| GSPC | 30 Aug 2012 | 1399.48 | 1411.13 |
| GSPC | 31 Aug 2012 | 1406.58 | 1411.13 |
| GSPC | 04 Sep 2012 | 1404.94 | 1411.13 |
| GSPC | 05 Sep 2012 | 1403.44 | 1411.13 |
| GSPC | 06 Sep 2012 | 1432.12 | 1432.12 |
| GSPC | 07 Sep 2012 | 1437.92 | 1437.92 |
| GSPC | 10 Sep 2012 | 1429.08 | 1437.92 |
| GSPC | 11 Sep 2012 | 1433.56 | 1437.92 |
| GSPC | 12 Sep 2012 | 1436.56 | 1437.92 |
| GSPC | 13 Sep 2012 | 1459.99 | 1459.99 |
| GSPC | 14 Sep 2012 | 1465.77 | 1465.77 |
| GSPC | 17 Sep 2012 | 1461.19 | 1465.77 |
| GSPC | 18 Sep 2012 | 1459.32 | 1465.77 |
| GSPC | 19 Sep 2012 | 1461.05 | 1465.77 |
| GSPC | 20 Sep 2012 | 1460.26 | 1465.77 |
| GSPC | 21 Sep 2012 | 1460.15 | 1465.77 |
| GSPC | 24 Sep 2012 | 1456.89 | 1465.77 |
| GSPC | 25 Sep 2012 | 1441.59 | 1465.77 |
| GSPC | 26 Sep 2012 | 1433.32 | 1465.77 |
| GSPC | 27 Sep 2012 | 1447.15 | 1465.77 |
| GSPC | 28 Sep 2012 | 1440.67 | 1465.77 |
| GSPC | 01 Oct 2012 | 1444.49 | 1465.77 |
| GSPC | 02 Oct 2012 | 1445.75 | 1465.77 |
| GSPC | 03 Oct 2012 | 1450.99 | 1465.77 |
| GSPC | 04 Oct 2012 | 1461.40 | 1465.77 |
| GSPC | 05 Oct 2012 | 1460.93 | 1465.77 |
| GSPC | 08 Oct 2012 | 1455.88 | 1465.77 |
| GSPC | 09 Oct 2012 | 1441.48 | 1465.77 |
| GSPC | 10 Oct 2012 | 1432.56 | 1465.77 |
| GSPC | 11 Oct 2012 | 1432.84 | 1465.77 |
| GSPC | 12 Oct 2012 | 1428.59 | 1465.77 |
| GSPC | 15 Oct 2012 | 1440.13 | 1465.77 |
| GSPC | 16 Oct 2012 | 1454.92 | 1465.77 |
| GSPC | 17 Oct 2012 | 1460.91 | 1465.77 |
| GSPC | 18 Oct 2012 | 1457.34 | 1465.77 |
| GSPC | 19 Oct 2012 | 1433.19 | 1465.77 |
| GSPC | 22 Oct 2012 | 1433.81 | 1465.77 |
| GSPC | 23 Oct 2012 | 1413.11 | 1465.77 |
| GSPC | 24 Oct 2012 | 1408.75 | 1465.77 |
| GSPC | 25 Oct 2012 | 1412.97 | 1465.77 |
| GSPC | 26 Oct 2012 | 1411.94 | 1465.77 |
In this example, we calculate the running max for Ticker and use the ROW_NUMBER() function to determine the @RowNum value passed into the RunningMAX function.
SELECT cast(convert(varchar, p1.date_trade, 106) as nchar(11)) as [Date],
p1.price_close as GSPC,
p2.price_close as DJI,
p3.price_close as IXIC,
wct.RunningMAX(p1.price_close, ROW_NUMBER() over (ORDER BY p1.date_trade
ASC), 1) as [MAX GSPC],
wct.RunningMAX(p2.price_close, ROW_NUMBER() over (ORDER BY p2.date_trade
ASC), 2) as [MAX DJI],
wct.RunningMAX(p3.price_close, ROW_NUMBER() over (ORDER BY p3.date_trade
ASC), 3) as [MAX IXIC]
FROM #p p1
JOIN #p p2
ON p1.date_trade = p2.date_trade
AND p2.ticker = 'DJI'
JOIN #p p3
ON p1.date_trade = p3.date_trade
AND p3.ticker = 'IXIC'
WHERE p1.ticker = 'GSPC'
ORDER BY p1.date_trade;
This produces the following result.
| Date | GSPC | DJI | IXIC | MAX GSPC | MAX DJI | MAX IXIC |
|---|---|---|---|---|---|---|
| 24 Aug 2012 | 1411.13 | 13157.97 | 3069.79 | 1411.13 | 13157.97 | 3069.79 |
| 27 Aug 2012 | 1410.44 | 13124.67 | 3073.19 | 1411.13 | 13157.97 | 3073.19 |
| 28 Aug 2012 | 1409.30 | 13102.99 | 3077.14 | 1411.13 | 13157.97 | 3077.14 |
| 29 Aug 2012 | 1410.49 | 13107.48 | 3081.19 | 1411.13 | 13157.97 | 3081.19 |
| 30 Aug 2012 | 1399.48 | 13000.71 | 3048.71 | 1411.13 | 13157.97 | 3081.19 |
| 31 Aug 2012 | 1406.58 | 13090.84 | 3066.96 | 1411.13 | 13157.97 | 3081.19 |
| 04 Sep 2012 | 1404.94 | 13035.94 | 3075.06 | 1411.13 | 13157.97 | 3081.19 |
| 05 Sep 2012 | 1403.44 | 13047.48 | 3069.27 | 1411.13 | 13157.97 | 3081.19 |
| 06 Sep 2012 | 1432.12 | 13292.00 | 3135.81 | 1432.12 | 13292.00 | 3135.81 |
| 07 Sep 2012 | 1437.92 | 13306.64 | 3136.42 | 1437.92 | 13306.64 | 3136.42 |
| 10 Sep 2012 | 1429.08 | 13254.29 | 3104.02 | 1437.92 | 13306.64 | 3136.42 |
| 11 Sep 2012 | 1433.56 | 13323.36 | 3104.53 | 1437.92 | 13323.36 | 3136.42 |
| 12 Sep 2012 | 1436.56 | 13333.35 | 3114.31 | 1437.92 | 13333.35 | 3136.42 |
| 13 Sep 2012 | 1459.99 | 13539.86 | 3155.83 | 1459.99 | 13539.86 | 3155.83 |
| 14 Sep 2012 | 1465.77 | 13593.37 | 3183.95 | 1465.77 | 13593.37 | 3183.95 |
| 17 Sep 2012 | 1461.19 | 13553.10 | 3178.67 | 1465.77 | 13593.37 | 3183.95 |
| 18 Sep 2012 | 1459.32 | 13564.64 | 3177.80 | 1465.77 | 13593.37 | 3183.95 |
| 19 Sep 2012 | 1461.05 | 13577.96 | 3182.62 | 1465.77 | 13593.37 | 3183.95 |
| 20 Sep 2012 | 1460.26 | 13596.93 | 3175.96 | 1465.77 | 13596.93 | 3183.95 |
| 21 Sep 2012 | 1460.15 | 13579.47 | 3179.96 | 1465.77 | 13596.93 | 3183.95 |
| 24 Sep 2012 | 1456.89 | 13558.92 | 3160.78 | 1465.77 | 13596.93 | 3183.95 |
| 25 Sep 2012 | 1441.59 | 13457.55 | 3117.73 | 1465.77 | 13596.93 | 3183.95 |
| 26 Sep 2012 | 1433.32 | 13413.51 | 3093.70 | 1465.77 | 13596.93 | 3183.95 |
| 27 Sep 2012 | 1447.15 | 13485.97 | 3136.60 | 1465.77 | 13596.93 | 3183.95 |
| 28 Sep 2012 | 1440.67 | 13437.13 | 3116.23 | 1465.77 | 13596.93 | 3183.95 |
| 01 Oct 2012 | 1444.49 | 13515.11 | 3113.53 | 1465.77 | 13596.93 | 3183.95 |
| 02 Oct 2012 | 1445.75 | 13482.36 | 3120.04 | 1465.77 | 13596.93 | 3183.95 |
| 03 Oct 2012 | 1450.99 | 13494.61 | 3135.23 | 1465.77 | 13596.93 | 3183.95 |
| 04 Oct 2012 | 1461.40 | 13575.36 | 3149.46 | 1465.77 | 13596.93 | 3183.95 |
| 05 Oct 2012 | 1460.93 | 13610.15 | 3136.19 | 1465.77 | 13610.15 | 3183.95 |
| 08 Oct 2012 | 1455.88 | 13583.65 | 3112.35 | 1465.77 | 13610.15 | 3183.95 |
| 09 Oct 2012 | 1441.48 | 13473.53 | 3065.02 | 1465.77 | 13610.15 | 3183.95 |
| 10 Oct 2012 | 1432.56 | 13344.97 | 3051.78 | 1465.77 | 13610.15 | 3183.95 |
| 11 Oct 2012 | 1432.84 | 13326.39 | 3049.41 | 1465.77 | 13610.15 | 3183.95 |
| 12 Oct 2012 | 1428.59 | 13328.85 | 3044.11 | 1465.77 | 13610.15 | 3183.95 |
| 15 Oct 2012 | 1440.13 | 13424.23 | 3064.18 | 1465.77 | 13610.15 | 3183.95 |
| 16 Oct 2012 | 1454.92 | 13551.78 | 3101.17 | 1465.77 | 13610.15 | 3183.95 |
| 17 Oct 2012 | 1460.91 | 13557.00 | 3104.12 | 1465.77 | 13610.15 | 3183.95 |
| 18 Oct 2012 | 1457.34 | 13548.94 | 3072.87 | 1465.77 | 13610.15 | 3183.95 |
| 19 Oct 2012 | 1433.19 | 13343.51 | 3005.62 | 1465.77 | 13610.15 | 3183.95 |
| 22 Oct 2012 | 1433.81 | 13345.89 | 3016.96 | 1465.77 | 13610.15 | 3183.95 |
| 23 Oct 2012 | 1413.11 | 13102.53 | 2990.46 | 1465.77 | 13610.15 | 3183.95 |
| 24 Oct 2012 | 1408.75 | 13077.34 | 2981.70 | 1465.77 | 13610.15 | 3183.95 |
| 25 Oct 2012 | 1412.97 | 13103.68 | 2986.12 | 1465.77 | 13610.15 | 3183.95 |
| 26 Oct 2012 | 1411.94 | 13107.21 | 2987.95 | 1465.77 | 13610.15 | 3183.95 |