CREATE
OR REPLACE TABLE pricing AS
SELECT
    t,
    RANDOM() as v
FROM
    range(
        '2022-01-01' :: TIMESTAMP,
        '2023-01-01' :: TIMESTAMP,
        INTERVAL 1 DAY
    ) ts(t);

COPY pricing to 'pricing.parquet' (format 'parquet');

CREATE
OR REPLACE TABLE timestamps AS
SELECT
    t
FROM
    range(
        '2022-01-01' :: TIMESTAMP,
        '2023-01-01' :: TIMESTAMP,
        INTERVAL 10 SECOND
    ) ts(t);

COPY timestamps to 'timestamps.parquet' (format 'parquet');

EXPLAIN ANALYZE WITH pricing_state AS (
    SELECT
        t as valid_from,
        COALESCE(
            LEAD(t, 1) OVER (
                ORDER BY
                    t
            ),
            '2077-12-31'
        ) as valid_to,
        v
    FROM
        'pricing.parquet'
)

SELECT
    t.t,
    p.v
FROM
	'timestamps.parquet' t
    LEFT JOIN pricing_state p ON t.t BETWEEN p.valid_from
    AND p.valid_to;