Fill values "down" when pivoting - sql

Question

I'm doing a PIVOT command. My row label is a date field. My columns are locations like [NY], [TX], etc. Some of the values from the source data are null, but once it's pivoted I'd like to "fill down" those nulls with the last known value in date order.
That is if column NY has a value for 1/1/2010 but null for 1/2/2010 I want to fill down the value from 1/1/2010 to 1/2/2010, and any other null dates below until another value already exists. So basically I'm filling in the null gaps with the same data for the closes date that has data for each of the columns.
An example of my pivot query I currently have is:
SELECT ReadingDate, [NY],[TX],[WI]
FROM
(SELECT NAME As 'NodeName',
CAST(FORMAT(readingdate, 'M/d/yyyy') as Date) As 'ReadingDate',
SUM(myvalue) As 'Value'
FROM MyTable) as SourceData
PIVOT (SUM(Value) FOR NodeName IN ([NY],[TX],[WI])) as PivotTable
Order BY ReadingDate
But I'm not sure how to do this "fill down" to fill in null values
Sample source data
1/1/2010, TX, 1
1/1/2010, NY, 5
1/2/2010, NY null
1/1/2010, WI, 3
1/3/2010, WI, 7
...
Notice how there is no WI for 1/2 or NY for 1/3 which would result in nulls in the pivot result. There is also a null record too also resulting in a null. For NY once pivoted 1/2 needs to be filled in with 5 because it's the last known value, but 1/3 also needs to be filed in with 5 once pivoted since that record didn't even exist but when pivoted it would show up as null value because it didn't exist but another location had the record.

Answer 1

This can be a pain in SQL Server. ANSI supports a nice feature on LAG(), called IGNORE NULLs, but SQL Server doesn't (yet) support it. I would start with the using conditional aggregation (personal preference):
select cast(readingdate as date) as readingdate,,
sum(case when name = 'NY' then value end) as NY,
sum(case when name = 'TX' then value end) as TX,
sum(case when name = 'WI' then value end) as WI
from mytable
group by cast(readingdate as date);
So, we have to be a bit more clever. We can assign the NULL values into groups based on the number of non-NULL values before them. Fortunately, this is easy to do using a cumulative COUNT() function. Then, we can get the one non-NULL value in this group by using MAX() (or MIN()):
with t as (
select cast(readingdate as date) as readingdate,
sum(case when name = 'NY' then value end) as NY,
sum(case when name = 'TX' then value end) as TX,
sum(case when name = 'WI' then value end) as WI,
from mytable
group by cast(readingdate as date)
),
t2 as (
select t.*,
count(NY) over (order by readingdate) as NYgrp,
count(TX) over (order by readingdate) as TXgrp,
count(WI) over (order by readingdate) as WIgrp
from t
)
select readingdate,
coalesce(NY, max(NY) over (partition by NYgrp)) as NY,
coalesce(TX, max(TX) over (partition by TXgrp)) as TX,
coalesce(WI, max(WI) over (partition by WIgrp)) as WI
from t2;