Calculate Time Series in a query

Question

Hi there,
I got follwoing Query
SELECT ROW_NUMBER() OVER(Order by Series.Date) AS RowId, Instrument.idInstrument, Series.Date, Series.Value * Series_1.Value AS EURVal
FROM Series AS Series_1 INNER JOIN
SeriesSubscription AS SeriesSubscription_1 ON Series_1.idSerie = SeriesSubscription_1.idSerie
INNER JOIN Series INNER JOIN SeriesSubscription ON Series.idSerie = SeriesSubscription.idSerie
INNER JOIN Instrument ON SeriesSubscription.idInstrument = Instrument.idInstrument
INNER JOIN Currency ON SeriesSubscription.idCurrency = Currency.idCurrency ON SeriesSubscription_1.idInstrument = Currency.idInstrument AND Series_1.Date = Series.Date
WHERE (Instrument.idInstrument = 20610)
The reults look like this
1     20610     1998-12-31 00:00:00.000     0,725234482449
2     20610     1999-01-01 00:00:00.000     0,725234482449
3     20610     1999-01-04 00:00:00.000     0,718305405841
4     20610     1999-01-05 00:00:00.000     0,720196638736
Is it possible to calculate on the fly the value of row number 2 divided by row number 1 and row number 3 divided by row number 2 and so on in a new column.
The Result set would look like this
1     20610     1998-12-31 00:00:00.000     0,725234482449
2     20610     1999-01-01 00:00:00.000     0,725234482449 1
3     20610     1999-01-04 00:00:00.000     0,718305405841 0,9904457
4     20610     1999-01-05 00:00:00.000     0,720196638736 1,0026329
Is that possible?
Thanks a lot
Cheers,
Chris

Answer 1

Hi, Chirs,
The analytic LAG function is great for that:
SELECT ROW_NUMBER() OVER(Order by Series.Date) AS RowId, Instrument.idInstrument, Series.Date, Series.Value * Series_1.Value AS EURVal
,      ( Series.Value * Series1.Value
       / LAG (Series.Value * Series1.Value) OVER (ORDER BY  Series.Dt)
       )                    AS EURVal_ratio
FROM Series AS Series_1 INNER JOIN
SeriesSubscription AS SeriesSubscription_1 ON Series_1.idSerie = SeriesSubscription_1.idSerie
INNER JOIN Series INNER JOIN SeriesSubscription ON Series.idSerie = SeriesSubscription.idSerie
INNER JOIN Instrument ON SeriesSubscription.idInstrument = Instrument.idInstrument
INNER JOIN Currency ON SeriesSubscription.idCurrency = Currency.idCurrency ON SeriesSubscription_1.idInstrument = Currency.idInstrument AND Series_1.Date = Series.Date
WHERE (Instrument.idInstrument = 20610)If you'd post some sample data (CREATE TABLE and INSERT statements) then I could test this.