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Tag: gaps-in-data

SQL Server filling gaps in time series

I’m having trouble with a request in SQL. I have two tables, one representing a vector of dates and another timeseries of prices for different securities: Dates: DateId Date 1 2021-01-01 2 2021-01-02 3 2021-01-03 TimeSerie: SecurityId DateId Value 1 1 0.25 1 3 0.32 2 1 0.41 2 2 0.67 The timeserie may have gaps, for example in the

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