Selecting Max Value from Huge Table

Question

Dear Proffessionals
I have a huge table (20,000,000+ records) with the following columns:
[Time], [User], [Value]
The values in [Value] column can recur for a single User at a Time e.g.
2015-01-01, Me, X
2015-01-01, Me, Y
2015-01-01, Me, X
2015-01-02, Me, Z
2015-01-02, Me, X
2015-01-02, Me, Z
For each day, and for every user I want to have the maximum recurring value :
2015-01-01, Me, X
2015-01-02, Me, Z
to be inserted into another table.
PS: I want the MOST optimized way of achieving this functionality, bcause I am expecting a growth on the raw table over time, so PERFORMANCE is of great consideration.
I would really appreciate it, if somebody can help me.
Regards

Answer 1

I can think of two techniques based on the data selecticity
1) using row number function
2) using cross apply operator
USE Northwind;
-- Solution 1
SELECT S.SupplierID, S.CompanyName, CA.ProductID, CA.UnitPrice
FROM dbo.Suppliers AS S
  CROSS APPLY
    (SELECT TOP (10) *
     FROM dbo.Products AS P
     WHERE P.SupplierID = S.SupplierID
     ORDER BY UnitPrice DESC, ProductID DESC) AS CA
ORDER BY S.SupplierID, CA.UnitPrice DESC, CA.ProductID DESC;
-- Solution 2
WITH C AS
  SELECT S.SupplierID, S.CompanyName, P.ProductID, P.UnitPrice,
    ROW_NUMBER() OVER(
      PARTITION BY P.SupplierID
      ORDER BY P.UnitPrice DESC, P.ProductID DESC) AS RowNum
  FROM dbo.Suppliers AS S
    JOIN dbo.Products AS P
      ON P.SupplierID = S.SupplierID
SELECT SupplierID, CompanyName, ProductID, UnitPrice
FROM C
WHERE RowNum <= 10
ORDER BY SupplierID, ProductID DESC, UnitPrice DESC;
Best Regards,Uri Dimant SQL Server MVP,
http://sqlblog.com/blogs/uri_dimant/
MS SQL optimization: MS SQL Development and Optimization
MS SQL Consulting:
Large scale of database and data cleansing
Remote DBA Services:
Improves MS SQL Database Performance
SQL Server Integration Services:
Business Intelligence