All of the responses I've seen to this question so far seem logically wrong, or at the very least are different than I would do it, and my proposal is one that should work reliably on any DBMS. You use a subquery in the FROM clause.
select currency, price from ( select currency, day, max(time) as time from prices group by currency, day ) as filter inner join prices using (currency, day, time) The issue here is you want to return other details, the price, associated with the latest time per currency-day, and you can't do that in SQL without having a select query nested in another one; the inner determines the latest time per currency-day and the outer one looks up other info related to it. The above example should also perform very efficiently, besides being reliably correct rather than just accidentally correct. -- Darren Duncan
