set dateformat dmyDECLARE @Stock table--test table for illlustration(HistID int,Cusip varchar(10),DateLoaded datetime,TimeLoaded datetime)INSERT INTO @Stock--test dataSELECT 84,'047772-CZ9','9/7/2007','16:30'UNION ALLSELECT 73,'047772-CZ9','9/7/2007','13:30'UNION ALLSELECT 65,'047772-CZ9','9/7/2007','10:30'UNION ALLSELECT 122,'047772-CZ9','10/7/2007','05:30'UNION ALLSELECT 128,'047772-CZ9','10/7/2007','11:30'UNION ALLSELECT 235,'047772-CZ9','11/7/2007','22:40'UNION ALLSELECT 284,'047772-CZ9','12/7/2007','00:30'UNION ALLSELECT 341,'047772-CZ9','12/7/2007','13:00'UNION ALLSELECT 365,'047772-CZ9','12/7/2007','19:30'SELECT t.Cusip,t.DateLoaded,CONVERT(varchar(5),t.TimeLoaded,108) AS TimeLoadedFROM @Stock tINNER JOIN (SELECT Cusip,DateLoaded,MAX(TimeLoaded) as MaxTime FROM @Stock GROUP BY Cusip,DateLoaded)t1ON t1.Cusip=t.CusipAND t1.DateLoaded=t.DateLoadedAND t1.MaxTime=t.TimeLoadedORDER BY t.DateLoaded,t.TimeLoadedoutput---------------------------------------------------------------------Cusip DateLoaded TimeLoaded---------- ----------------------- ----------047772-CZ9 2007-07-09 00:00:00.000 16:30047772-CZ9 2007-07-10 00:00:00.000 11:30047772-CZ9 2007-07-11 00:00:00.000 22:40047772-CZ9 2007-07-12 00:00:00.000 19:30