I think I fixed the issue.  I added t_date to the partition part and now I am getting the correct number of records.  The query is super slow though. ...

SET @sql_template = N'SELECT MAX([$column$]) AS [$column$],...

concat_ws applies to SQL Server 2017 (14.x) and later

If you haven't got it on your database then use this instead:

concat(c.TABLE_CATALOG, '.', c.TABLE_SCHEMA, '.', c.TABLE_NAME)

DECLARE @TableString AS nvarchar(MAX)
DECLARE @SqlString as nvarchar(MAX) = ''
DECLARE MyCursor...

DECLARE @TableString AS nvarchar(MAX)
DECLARE @SqlString as nvarchar(MAX) = ''
DECLARE MyCursor cursor
FOR SELECT concat_ws('.',c.TABLE_CATALOG, c.TABLE_SCHEMA, c.TABLE_NAME) x
      FROM INFORMATION_SCHEMA.COLUMNS c
   ...

Couldn't it be as straightforward as this??

SELECT t.[pick your columns]
FROM SomeTable t
INNER JOIN (SELECT [ID#]
           ...

deleted - duplicate

• This reply was modified 9 months, 1 week ago by  Jonathan AC Roberts.

It sounds like an exciting opportunity for SQL Architects! With a focus on building sustainable systems, improving database architecture, and guiding engineering teams, this role is pivotal for the...

This gives the exact same results as Jonathan's but only reads the near and next term data tables once each.

SELECT FP.UNDERLYING_SYMBOL,
   ...

This gives the exact same results as Jonathan's but only reads the near and next term data tables once each.

SELECT FP.UNDERLYING_SYMBOL,
     ...

Alternatively:

;WITH CTE AS
(
    SELECT h1.hist_id, 
           'NEW' history,
      ...

• This reply was modified 9 months, 1 week ago by  Jonathan AC Roberts.
• This reply was modified 9 months, 1 week ago by  Jonathan AC Roberts. Reason: corrected

Thank you everyone.

This is very interesting.  Is this a bug within SS that you cannot drop a #temp table inside a SP using the DROP TABLE command?  Or is...

If the script is within a stored procedure it won't work,...

You need to add a GO before the second insert.

After reading again. I think this is what you want:

SELECT FP.UNDERLYING_SYMBOL,
       FP.QUOTE_DATE         ...