This is an old chestnut which I've found a number of online threads for, and never seen a clever answer to. It seems a common enough idiom that there might be some slicker way to do it, so I thought I might inquire with this august group if such a clever answer exists ....
Consider the following table
create table data (id_key int, time_stamp timestamp without time zone, value double precision);
create unique index data_idx on data (id_key, time_stamp);
with around 1m rows, with 3500 or so distinct values of id_key.
I need to find the most recent value for each distinct value of id_key. There is no elegant (that I know of) syntax for this, and there are two ways I've typically seen it done:
1. Use a dependent subquery to find the most recent time stamp, i.e.
select a.id_key, a.time_stamp, a.value from data a where a.time_stamp= (select max(time_stamp) from data b where a.id_key=b.id_key)
2. Define a temporary table / view with the most recent time stamp for each key, and join against it:
select a.id_key, a.time_stamp, a.value from data a, (select id_key, max(time_stamp) as mts from data group by id_key) b where a.id_key=b.id_key and a.time_stamp=b.mts
I've found that for my data set, PG 8.4.2 selects the "obvious" / "do it as written" plan in each case, and that method 2. is much quicker (2.6 sec vs. 2 min on my laptop) ....
Is there a more elegant way to write this, perhaps using PG-specific extensions?
