That works Mark, nice one. So does this:

;WITH OrderedData AS (

SELECT Seq = ROW_NUMBER() OVER (ORDER BY [Name], [DateTime], Price),

[Name], Price, [DateTime]

FROM #Temp

),

Calculator AS (

SELECT fr.Seq, fr.[Name], fr.Price, fr.[DateTime],

Band = CAST('1' AS INT)

FROM OrderedData fr

WHERE fr.Seq = 1

UNION ALL

SELECT tr.Seq, tr.[Name], tr.Price, tr.[DateTime],

Band = CASE WHEN tr.[Name] <> lr.[Name] OR tr.Price <> lr.Price THEN Band+1 ELSE Band END

FROM Calculator lr

INNER JOIN OrderedData tr ON tr.Seq = lr.Seq+1

)

SELECT a.[Name], a.Price, a.StartDate, b.StartDate AS EndDate

FROM (

SELECT Band, [Name], Price, MIN([DateTime]) AS StartDate

FROM Calculator

GROUP BY Band, [Name], Price

) a

LEFT JOIN (

SELECT Band, [Name], Price, MIN([DateTime]) AS StartDate

FROM Calculator

GROUP BY Band, [Name], Price

) b ON b.[Name] = a.[Name] AND b.Band = a.Band + 1

ORDER BY a.[Name], a.Price