How to query just the last record of every second within a period of time in postgres - postgresql

Question

I have a table with hundreds of millions of records in 'prices' table with only four columns: uid, price, unit, dt. dt is a datetime in standard format like '2017-05-01 00:00:00.585'.
I can quite easily to select a period using
SELECT uid, price, unit from prices
WHERE dt > '2017-05-01 00:00:00.000'
AND dt < '2017-05-01 02:59:59.999'
What I can't understand how to select price for every last record in each second. (I also need a very first one of each second too, but I guess it will be a similar separate query). There are some similar example (here), but they did not work for me when I try to adapt them to my needs generating errors.
Could some please help me to crack this nut?

Answer 1

Let say that there is a table which has been generated with a help of this command:
CREATE TABLE test AS
SELECT timestamp '2017-09-16 20:00:00' + x * interval '0.1' second As my_timestamp
from generate_series(0,100) x
This table contains an increasing series of timestamps, each timestamp differs by 100 milliseconds (0.1 second) from neighbors, so that there are 10 records within each second.
| my_timestamp |
|------------------------|
| 2017-09-16T20:00:00Z |
| 2017-09-16T20:00:00.1Z |
| 2017-09-16T20:00:00.2Z |
| 2017-09-16T20:00:00.3Z |
| 2017-09-16T20:00:00.4Z |
| 2017-09-16T20:00:00.5Z |
| 2017-09-16T20:00:00.6Z |
| 2017-09-16T20:00:00.7Z |
| 2017-09-16T20:00:00.8Z |
| 2017-09-16T20:00:00.9Z |
| 2017-09-16T20:00:01Z |
| 2017-09-16T20:00:01.1Z |
| 2017-09-16T20:00:01.2Z |
| 2017-09-16T20:00:01.3Z |
.......
The below query determines and prints the first and the last timestamp within each second:
SELECT my_timestamp,
CASE
WHEN rn1 = 1 THEN 'First'
WHEN rn2 = 1 THEN 'Last'
ELSE 'Somwhere in the middle'
END as Which_row_within_a_second
FROM (
select *,
row_number() over( partition by date_trunc('second', my_timestamp)
order by my_timestamp
) rn1,
row_number() over( partition by date_trunc('second', my_timestamp)
order by my_timestamp DESC
) rn2
from test
) xx
WHERE 1 IN (rn1, rn2 )
ORDER BY my_timestamp
;
| my_timestamp | which_row_within_a_second |
|------------------------|---------------------------|
| 2017-09-16T20:00:00Z | First |
| 2017-09-16T20:00:00.9Z | Last |
| 2017-09-16T20:00:01Z | First |
| 2017-09-16T20:00:01.9Z | Last |
| 2017-09-16T20:00:02Z | First |
| 2017-09-16T20:00:02.9Z | Last |
| 2017-09-16T20:00:03Z | First |
| 2017-09-16T20:00:03.9Z | Last |
| 2017-09-16T20:00:04Z | First |
| 2017-09-16T20:00:04.9Z | Last |
| 2017-09-16T20:00:05Z | First |
| 2017-09-16T20:00:05.9Z | Last |
A working demo you can find here