UNION ALL instead of UNION should yield a significant mprovement.

>>retrieve the Sec_Price the closest to the Op_Val_Date.

What are the requirements in the case of a tie ? What if there's a Sec_Price 5 days before & 5 days after...

Section 3.3.2 - Operating System Requirements

Note  There is no support in this release for Virtual Server, Virtual PC, Windows 2003 Embedded Edition, Windows Small Business Server 2003 Standard Edition, Windows...

>>into a table that are in consecutive order

There is no concept of "order" in a table, you're applying file-based thinking to a relational system.

You insert them to the table...

SQL strings are delimited by single quotes, not double quotes.

[Edit] Forgot to add, use "Set quoted_identifier off". Read BOL on the quoted_identifier option.

Have you linked the server(s), using sp_addlinkedserver (or the Enterprise Manager UI) ?

Read BOL on topics SCOPE_IDENTITY and @@IDENTITY

>>I've tried it the logical way by selecting to execute task and the typing 'exec sp_....' and this obviosuly does not work. 

It's pretty obvious that it does work, hence the large...

Read BOL on the CONVERT() function and the date formatting codes.

Memorize format code 112 - ISO format with 4 digit year - YYYYMMDD.

Select * from table where CONVERT(varchar,date_field,112) = CONVERT(varchar,getDate(),112)

You could also implement as a simple pivot using a Union of 3 queries in a derived table:

Select PKeyColumn(s), Max(ScheduleTime) As MaxScheduleTime

From

(

  Select PKeyColumn(s), ScheduleTime1 As ScheduleTime

  From YourTable

  Union All

 ...

Does the column contain formatted numbers ? Try these 2 selects, the result may surprise you ...

Select IsNumeric('1,000')

Select Convert(float, '1,000')

>>and convert(float,win_sub.ver_clarify) <= 9.0

You have this in your WHERE clause of the sub-query. I think you are expecting thisp art of the WHERE *not* to be evaluated if IsNumeric() is...

NVL() and TRUNC() are Oracle functions, right ?

Post the DDL of the table and the SQL you're having problems with.

Read this very recent thread:

http://www.sqlservercentral.com/forums/shwmessage.aspx?forumid=8&messageid=172976

Notice that you are doing the same thing, creating a potentially ambiguous date with hyphens between date parts.

Either explicitly SET DATEFORMAT. Or use dates in the...