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copied!<p><em>First</em> of all, you can have a much simpler <code>generate_series()</code> table expression. Equivalent to yours (except for descending order, that contradicts the rest of your question anyways):</p> <pre><code>SELECT generate_series('2012-01-01'::date, now()::date, '1d')::date </code></pre> <p>The type <code>date</code> is coerced to <code>timestamptz</code> automatically on input. The return type is <code>timestamptz</code> either way. I use a subquery below, so I can cast to the output to <code>date</code> right away.</p> <p><em>Next</em>, <code>max()</code> as window function returns exactly what you need: the highest value since <em>frame</em> start ignoring <code>NULL</code> values. Building on that, you get a <strong>radically simple</strong> query. </p> <h3>For a given widget_id</h3> <p>Most likely faster than involving <code>CROSS JOIN</code> or <code>WITH RECURSIVE</code>:</p> <pre><code>SELECT a.day, s.* FROM ( SELECT d.day ,max(s.for_date) OVER (ORDER BY d.day) AS effective_date FROM ( SELECT generate_series('2012-01-01'::date, now()::date, '1d')::date ) d(day) LEFT JOIN score s ON s.for_date = d.day AND s.widget_id = 1337 -- "for a given widget_id" ) a LEFT JOIN score s ON s.for_date = a.effective_date AND s.widget_id = 1337 ORDER BY a.day; </code></pre> <p><a href="http://www.sqlfiddle.com/#!12/dd2f2/6" rel="noreferrer"><strong>->sqlfiddle</strong></a></p> <p>With this query you can put any column from <code>score</code> you like into the final <code>SELECT</code> list. I put s.* for simplicity. Pick your columns.</p> <p>If you want to start your output with the first day that actually <em>has</em> a score, simply replace the last <code>LEFT JOIN</code> with <code>JOIN</code>.</p> <h3>Generic form for all widget_id's</h3> <p>Here I use a <code>CROSS JOIN</code> to produce a row for every widget on every date ..</p> <pre><code>SELECT a.day, a.widget_id, s.score FROM ( SELECT d.day, w.widget_id ,max(s.for_date) OVER (PARTITION BY w.widget_id ORDER BY d.day) AS effective_date FROM (SELECT generate_series('2012-05-05'::date ,'2012-05-15'::date, '1d')::date AS day) d CROSS JOIN (SELECT DISTINCT widget_id FROM score) AS w LEFT JOIN score s ON s.for_date = d.day AND s.widget_id = w.widget_id ) a JOIN score s ON s.for_date = a.effective_date AND s.widget_id = a.widget_id -- instead of LEFT JOIN ORDER BY a.day, a.widget_id; </code></pre> <p><a href="http://www.sqlfiddle.com/#!12/c3a22/3" rel="noreferrer"><strong>->sqlfiddle</strong></a></p>

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