Last_value with IGNORE NULLS in SQL Server

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I have a time series that with null values. I want to be replace each null value with the most recent non-non value. From what I've researched, Oracle SQL can easily accomplish this using Last_value with IGNORE NULLS. Is there a similar way to accomplish this using SQL Server 2016? Otherwise I'm just going to code it using C#, but felt using SQL would be faster, cleaner, and easier.

Sec SCORE
1   Null
2   Null
3   5
4   Null
5   8
6   7
7   Null

Should be replaced with:

Sec SCORE
1   Null
2   Null
3   5
4   5
5   8
6   7
7   7
sql-server sql c#
2 Answers

If performance is an issue, I suggest the solution from this article:

The Last non NULL Puzzle

His final solution, while dense, does perform excellently with a linear query plan without any joins. Here is an example implementation I've used which carries the last customer name through a type2 scd staging table. In this staging table, NULL represents no update, and '*** DELETED ***' represents an explicit set to NULL. The following cleans this up to resemble an actual SCD record excellently:

WITH [SampleNumbered] AS (
    SELECT  *, ROW_NUMBER() OVER ( PARTITION BY [SampleId] ORDER BY [StartDatetime] ) AS [RowNumber]
    FROM [dbo].[SampleDimStage]
), [SamplePrep] AS (
    SELECT  [SampleId]
        ,   [StartDatetime]
        ,   CAST([RowNumber] AS BINARY(8)) + CAST([SampleGroupId] AS VARBINARY(255)) AS [BinarySampleGroupId]
        ,   CAST([RowNumber] AS BINARY(8)) + CAST([SampleStatusCode] AS VARBINARY(255)) AS [BinarySampleStatusCode]
    FROM [SampleNumbered]
), [SampleCleanUp] AS (
    SELECT  [SampleId]
        ,   [StartDatetime]
        ,   CAST(SUBSTRING(MAX([BinarySampleGroupId]) OVER( PARTITION BY [SampleId] ORDER BY [StartDatetime] )
                , 9, 255) AS VARCHAR(255)) AS [LastSampleGroupId]
        ,   CAST(SUBSTRING(MAX([BinarySampleStatusCode]) OVER( PARTITION BY [SampleId] ORDER BY [StartDatetime] )
                , 9, 255) AS VARCHAR(255)) AS [LastSampleStatusCode]
        ,   LEAD([StartDatetime]) OVER( PARTITION BY [SampleId] ORDER BY [StartDatetime] ) AS [EndDatetime]
    FROM [SamplePrep]
)
SELECT  CAST([SampleId] AS NUMERIC(18)) AS [SampleId]
    ,   CAST(NULLIF([sc].[LastSampleGroupId],'*** DELETED ***') AS NUMERIC(18)) AS [GroupId]
    ,   CAST(NULLIF([sc].[LastSampleStatusCode],'*** DELETED ***') AS CHAR(3)) AS [SampleStatusCode]
    ,   [StartDatetime]
    ,   [sc].[EndDatetime]
FROM [SampleCleanUp] [sc];

If your sort key is some sort of integer, you can completely skip the first CTE and cast that directly to binary.

user_69385990
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