SQL get change in values based on consecutive dates

I want to get the change in Price from day to day. What SQL query will accomplish this?

Original Table

Date       Company    Price
1/4/2012   Apple      458
1/3/2012   Apple      462
1/2/2012   Apple      451
1/1/2012   Apple      450

Desired Table

Date       Company    Price   Day_Change
1/4/2012   Apple      458     -4    
1/3/2012   Apple      462     9
1/2/2012   Apple      451     1
1/1/2012   Apple      450     NULL


Join the table to itself to get yesterday's price for the company, then subtract it from today's price

    t1.price - t2.price as day_change
from price_table t1
left join price_table t2 
    on t2.date = subdate(t1.date, 1)
    and t2.company = t1.company

After this you can add a normal where clause, eg where t1.date > subdate(current_date(), 7) to get the last seven day's prices

FYI day_change will be NULL if there isn't a row for yesterday's price

Another approach, will work even in non-contiguous dates:

Source data:

CREATE TABLE fluctuate
    (Date datetime, Company varchar(10), Price int);

INSERT INTO fluctuate
    (Date, Company, Price)
    ('2012-01-04 00:00:00', 'Apple', 458),
    ('2012-01-03 00:00:00', 'Apple', 462),
    ('2012-01-02 00:00:00', 'Apple', 451),
    ('2012-01-01 00:00:00', 'Apple', 450),
    ('2012-01-01 00:00:00', 'Microsoft', 1),
    ('2012-01-03 00:00:00', 'Microsoft', 7),
    ('2012-01-05 00:00:00', 'Microsoft', 5),
    ('2012-01-07 00:00:00', 'Microsoft', 8),
    ('2012-01-08 00:00:00', 'Microsoft', 12);


DATE                       COMPANY             PRICE               DAY_CHANGE
January, 04 2012           Apple               458                 -4
January, 03 2012           Apple               462                 11
January, 02 2012           Apple               451                 1
January, 01 2012           Apple               450                 NULL
January, 08 2012           Microsoft           12                  4
January, 07 2012           Microsoft           8                   3
January, 05 2012           Microsoft           5                   -2
January, 03 2012           Microsoft           7                   6
January, 01 2012           Microsoft           1                   NULL





     case when company <> @original_company then 
         -- new company detected, 
         -- reset the original price based on the new company
         @original_price := null
    price - @original_price as day_change,
    (@original_price := price),
    (@original_company := company)

  from fluctuate f

  cross join
     @original_price := null,
     @original_company := company
     from fluctuate 
     order by company, date limit 1
  as zzz

  order by company, date 

) as yyy
order by company, date desc

Source: http://www.sqlfiddle.com/#!2/56de3/3

@Bohemian's answer is correct and will return the price difference since the day before, but practically I suspect you will actually want the price difference since the previous day's trading (which may span weekends, public holidays, etc.).

To accomplish this, one must first use a subquery to determine the last day on which each company traded (individual companies can be suspended, or might be trading in different markets subject to different holidays); then use that (date,company) pair to lookup the last price...

SELECT current.*, current.Price - previous.Price AS Day_Change
    SELECT yourtable.*, MAX(before.Date) AS prevDate
      JOIN yourtable AS before
            ON before.Date    < yourtable.Date
           AND before.Company = yourtable.Company
    GROUP BY yourtable.Date, yourtable.Company
  ) AS current
  JOIN yourtable AS previous
        ON previous.Date   = current.prevDate
       AND previous.Company= current.Company

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