Thanks for the help! This way seems to be the most efficient so far... so I tried incorporating it into an "Update" to populate a column called: Avg1WkVol - but am running into some errors.

Here is what I ran:

UPDATE Test_HistoricalData a

SET Avg1WkVol=(SELECT AVG(b.Volume)

FROM Test_HistoricalData b

WHERE b.SymbolID = a.SymbolID AND b.MarketDate a.MarketDate-8)

WHERE

a.SymbolID=113 --(I wanted to try it on one symbol first.)

GO

And I got back syntax errors:

Msg 102, Level 15, State 1, Line 1

Incorrect syntax near 'a'.

Msg 156, Level 15, State 1, Line 7

Incorrect syntax near the keyword 'WHERE'.

Any ideas?

Thanks again!