Join and use most recent data if NULL

# Table WSHOSHO SELECT * FROM WSHOSHO; # Table RRP SELECT * FROM RRP; # Join to illustrate issue The results of this join can be used to illustrate the issue: SELECT * FROM WSHOSHO RIGHT JOIN RRP ON (WSHOSHO.DATE = RRP.DATE); Result: I.e.:

For any given row of RRP
    If there's a WSHOSHO row with the same date, use that

    Otherwise, use the most recent WSHOSHO before RRP.DATE

# Question What's a good query to achieve this? # Example data Here's some T-SQL code to setup the example data used here.

DROP TABLE WSHOSHO;

DROP TABLE RRP;

IF NOT EXISTS (SELECT * FROM sysobjects WHERE name='WSHOSHO')
	CREATE TABLE WSHOSHO (
		DATE    varchar(255), 
		WSHOSHO decimal
	)

IF NOT EXISTS (SELECT * FROM sysobjects WHERE name='RRP')
	CREATE TABLE RRP (
		DATE    varchar(255), 
		RRP decimal
	)

INSERT INTO WSHOSHO
VALUES 
('2023-01-11', 8100175.0), 
('2023-01-18', 8079010.0), 
('2023-01-25', 8062665.0), 
('2023-02-01', 8024470.0), 
('2023-02-08', 8024104.0), 
('2023-02-15', 7990467.0), 
('2023-02-22', 7986887.0), 
('2023-03-01', 7948534.0), 
('2023-03-08', 7948335.0), 
('2023-03-15', 7940014.0), 
('2023-03-22', 7936558.0), 
('2023-03-29', 7926131.0), 
('2023-04-05', 7877114.0);

INSERT INTO RRP
VALUES
('2023-01-03', 2188272000000), 
('2023-01-04', 2229542000000), 
('2023-01-05', 2242486000000), 
('2023-01-06', 2208265000000), 
('2023-01-09', 2199121000000), 
('2023-01-10', 2192942000000), 
('2023-01-11', 2199170000000), 
('2023-01-12', 2202989000000), 
('2023-01-13', 2179781000000), 
('2023-01-17', 2093328000000), 
('2023-01-18', 2131678000000), 
('2023-01-19', 2110145000000), 
('2023-01-20', 2090523000000), 
('2023-01-23', 2135499000000), 
('2023-01-24', 2048386000000), 
('2023-01-25', 2031561000000), 
('2023-01-26', 2024069000000), 
('2023-01-27', 2003634000000), 
('2023-01-30', 2048714000000), 
('2023-01-31', 2061572000000), 
('2023-02-01', 2038262000000), 
('2023-02-02', 2050063000000), 
('2023-02-03', 2041217000000), 
('2023-02-06', 2072261000000), 
('2023-02-07', 2057958000000), 
('2023-02-08', 2059604000000), 
('2023-02-09', 2058942000000), 
('2023-02-10', 2042893000000), 
('2023-02-13', 2107775000000), 
('2023-02-14', 2076548000000), 
('2023-02-15', 2011998000000), 
('2023-02-16', 2032457000000), 
('2023-02-17', 2059662000000), 
('2023-02-21', 2046064000000), 
('2023-02-22', 2113849000000), 
('2023-02-23', 2147417000000), 
('2023-02-24', 2142141000000), 
('2023-02-27', 2162435000000), 
('2023-02-28', 2188035000000), 
('2023-03-01', 2133950000000), 
('2023-03-02', 2192355000000), 
('2023-03-03', 2186150000000), 
('2023-03-06', 2190793000000), 
('2023-03-07', 2170195000000), 
('2023-03-08', 2193237000000), 
('2023-03-09', 2229623000000), 
('2023-03-10', 2188375000000), 
('2023-03-13', 2126677000000), 
('2023-03-14', 2042579000000), 
('2023-03-15', 2055823000000), 
('2023-03-16', 2066319000000), 
('2023-03-17', 2106166000000), 
('2023-03-20', 2098393000000), 
('2023-03-21', 2194631000000), 
('2023-03-22', 2279608000000), 
('2023-03-23', 2233956000000), 
('2023-03-24', 2218458000000), 
('2023-03-27', 2220131000000), 
('2023-03-28', 2231749000000), 
('2023-03-29', 2264862000000), 
('2023-03-30', 2271531000000), 
('2023-03-31', 2375171000000), 
('2023-04-03', 2221010000000), 
('2023-04-04', 2219375000000), 
('2023-04-05', 2243011000000), 
('2023-04-06', 2173663000000);

The above code is in T-SQL for SQL Server. However, I'm open to any SQL language solutions that would be considered 'idiomatic SQL'. # PowerShell approach I have an approach that works for data in PowerShell shown below. However, I'm wondering what the idiomatic SQL might look like.

$wshosho_data = Invoke-RestMethod 'https://fred.stlouisfed.org/graph/fredgraph.csv?id=WSHOSHO ' | ConvertFrom-Csv
$rrp_data     = Invoke-RestMethod ('https://markets.newyorkfed.org/api/rp/reverserepo/propositions/search.json?startDate={0} ' -f '2022-04-08')
# ----------------------------------------------------------------------
$wshosho_sorted = $wshosho_data             | Sort-Object DATE
$rrp_sorted     = $rrp_data.repo.operations | Sort-Object operationDate
# ----------------------------------------------------------------------
$wshosho_sorted | Select-Object -Last 10 | ft *
$rrp_sorted     | Select-Object -Last 10 | ft operationDate, totalAmtAccepted
# ----------------------------------------------------------------------
$wshosho_dates = $wshosho_sorted | ForEach-Object DATE
$rrp_dates     = $rrp_sorted     | ForEach-Object operationDate
# ----------------------------------------------------------------------
$rrp_earliest     = $rrp_dates     | Sort-Object | Select-Object -First 1
$wshosho_earliest = $wshosho_dates | Sort-Object | Select-Object -First 1

$earliest = $rrp_earliest, $wshosho_earliest | Sort-Object | Select-Object -Last 1
# ----------------------------------------------------------------------
$dates = $rrp_dates + $wshosho_dates | Sort-Object | Select-Object -Unique | Where-Object { $_ -GE $earliest }
# ----------------------------------------------------------------------
$table = foreach ($date in $dates)
{
    $rrp_record     = $rrp_sorted.Where(     { $_.operationDate -le $date }, 'Last' )
    $wshosho_record = $wshosho_sorted.Where( { $_.DATE          -le $date }, 'Last' )

    $rrp_item     = [decimal] $rrp_record.totalAmtAccepted
    $wshosho_item = [decimal] $wshosho_record.WSHOSHO

    [PSCustomObject]@{
        date    = $date
        wshosho = $wshosho_item
        rrp     = $rrp_item
    }
}

# White Owl's approach Here's an approach based on White Owl's answer below.

SELECT
RRP.DATE,
(
	CASE WHEN WSHOSHO.DATE IS NULL
		THEN
		(
			SELECT TOP(1) TBL.WSHOSHO FROM WSHOSHO as TBL WHERE TBL.DATE < RRP.DATE ORDER BY TBL.DATE DESC
		)
		ELSE
			WSHOSHO.WSHOSHO
		END
) AS WSHOSHO,
RRP.RRP
FROM RRP LEFT JOIN WSHOSHO ON (WSHOSHO.DATE = RRP.DATE);