INNER JOIN same table ON closest earlier date

[wijo85]

table: t_instrument_price



InstrumentID
InstrumentPrice
PriceDate

example data:
InstrumentID InstrumentPrice PriceDate
1 82.03 07/25/2017
1 82.08 07/24/2017
1 81.97 07/21/2017
2 115 07/25/2017
2 114.5 07/24/2017
2 113; 07/21/2017

Really struggling with the following:

I would like to join t_instrument_price with itself ON InstrumentID AND on the closest earlier date in order to get the previous available price (not necessarily the previous day as there are no prices during weekend/holidays.etc) . Up until now I didn't manage to come close to a solution. Can anybody help? Would be very appreciated...

expected result

InstrumentID InstrumentPrice PriceDate PreviousPrice PreviousDatePrice
1 82.03 07/25/2017 82.08 07/24/2017
1 82.08 07/24/2017 81.97 07/21/2017
2 115 07/25/2017 114.5 07/24/2017
2 114.5 07/24/2017 113 07/21/2017

[aytee111]

This can be done using a subquery:

http://allenbrowne.com/subquery-01.html

[wijo85]

Thank you...found it..has been years since I wrote my last query so this helped