Help with sub query

Hi all,

 

I want the last value from the group of rows. The table 'index_prices' is

 

index_code price_time price

 

XYZ            09:45:00   7.5

XYZ            09:46:00   7.4

XYZ            09:59:00   7.2

XYZ            10:00:00   7.3

XYZ            10:01:00   7.6

XYZ            10:02:00   7.3

.

.

.

 

The other table 'times' is for time interval

 

 

10:00:00

10:30:00

11:00:00

 

I want the last value of the price between the interval of time. So I do

 

select tm.index_code, tm.price_date, t.snapshot_time, last(tm.price)
from index_prices_200703 tm, times t where tm.index_code = 'XYZ' and tm.price_time >= (t.snapshot_time - '30 minute' :: interval)::time and tm.price_time < t.snapshot_time 
group by t.snapshot_time, tm.price_date, tm.index_code order by tm.index_code, tm.price_date, t.snapshot_time;

 

The last() doesn't work. Can this be done using sub query?

 

Thanks in advance