Probably the reason no one has volunteered to help after 6 days is that you didn't provide your sample data in readily consumable form.
I'm feeling charitable today so I will do that for you.
DECLARE @Table1 TABLE
(LinkID INT, Price MONEY, Date DATETIME)
INSERT INTO @Table1
SELECT 1166,1500,'2012-11-15 00:00:00'
UNION ALL SELECT 1166,1300,'2012-10-01 00:00:00'
UNION ALL SELECT 1166,1000,'2012-05-15 00:00:00'
UNION ALL SELECT 2020,2000,'2012-09-09 00:00:00'
UNION ALL SELECT 2020,1750,'2012-07-01 00:00:00'
DECLARE @Table2 TABLE
(LinkID INT, Price MONEY, CreatedDate DATETIME)
INSERT INTO @Table2
SELECT 1166,NULL,'2012-12-01 00:00:00'
UNION ALL SELECT 1166,NULL,'2012-10-05 00:00:00'
UNION ALL SELECT 1166,NULL,'2012-10-01 00:00:00'
UNION ALL SELECT 1166,0,'2012-08-02 00:00:00'
UNION ALL SELECT 2020,NULL,'2012-10-09 00:00:00'
UNION ALL SELECT 2020,NULL,'2012-07-02 00:00:00'
UPDATE a
SET Price = (
SELECT TOP 1 Price
FROM @Table1 b
WHERE a.LinkID = b.LinkID AND Date < CreatedDate
ORDER BY Date DESC)
FROM @Table2 a
SELECT *
FROM @Table2
You can Google "SQL correlated subquery" if you need to understand how this works.
My thought question: Have you ever been told that your query runs too fast?
My advice:
INDEXing a poor-performing query is like putting sugar on cat food. Yeah, it probably tastes better but are you sure you want to eat it?
The path of least resistance can be a slippery slope. Take care that fixing your fixes of fixes doesn't snowball and end up costing you more than fixing the root cause would have in the first place.
Need to UNPIVOT? Why not CROSS APPLY VALUES instead?[/url]
Since random numbers are too important to be left to chance, let's generate some![/url]
Learn to understand recursive CTEs by example.[/url]
[url url=http://www.sqlservercentral.com/articles/St