Optimizing the sql query that contains CTEs and temptable - sql-server

Question

I am working on performance optimizing my query. I have implemented two CTEs as well as created a couple of temporary tables. Finally I am writing a combined query that does the union on CTEs and joins with the temp table. I am sharing the code of where I am defining the CTE's and combined query.I have the following query and would like suggestions on what would be the best practice to improve speed.
;with histTbl_CTE
as (
select
a.companyid,
a.periodenddate,
a.pricingdate,
fp.fiscalYear,
fp.fiscalQuarter,
pt.periodtypeId
from (
/* determine the cartesian product of periodenddate and pricingdate, assigning
a periodenddate to every pricing date that is less than the periodenddate */
select
per.companyid,
periodenddate,
pric.pricingdate,
datediff(day, pricingdate, periodenddate) as peqdiffdate
from #PeriodTbl per
join #PricingTbl pric
on (per.companyid = pric.companyid
and per.periodenddate >= pric.pricingdate)
) a
inner join (
/*find the different between the pricing date and the period end date */
select
per.companyid,
periodenddate,
min(datediff(day, pricingdate, periodenddate)) minpeqdiffdate
from
#PeriodTbl per
join #PricingTbl pric
on (per.companyid = pric.companyid
and per.periodenddate >= pric.pricingdate)
group by per.companyid, per.fiscalyear, per.fiscalquarter, periodenddate
)b
on a.companyid = b.companyid
and a.periodenddate = b.periodenddate
and a.peqdiffdate = b.minpeqdiffdate
left join ciqFinPeriod fp on a.companyId = fp.companyId
left join ciqFinInstance fi on (a.periodenddate = fi.periodenddate
and fi.financialPeriodId = fp.financialPeriodId)
left join ciqPeriodType pt on pt.periodTypeId = fp.periodTypeId
where fi.latestforfinancialperiodflag = 1
and latestfilingforinstanceflag = 1
and pt.periodtypeid = 4
group by a.companyid, a.periodenddate, a.pricingdate, fp.fiscalYear, fp.fiscalQuarter, pt.periodtypeid
),
recentTbl_CTE
as (
--/* use the same methodology from above to find the most recent dates */
select
temp.companyId,
max(periodenddate) as periodenddate,
max(peqdate) as pricingDate,
x.adjFY as fiscalYear,
x.adjFQ as fiscalQuarter,
periodTypeId = NULL
from(
select
a.companyId,
a.periodenddate,
a.peqdate,
b.minpeqdiffdate
from(
select
mc.companyId,
mc.pricingDate as periodenddate,
peq.pricingDate as peqdate,
datediff(day, peq.pricingDate, mc.pricingDate) as peqdiffdate
from #MarketTbl mc
join #PricingTbl peq
on (mc.companyId = peq.companyId
and mc.pricingDate >=peq.pricingDate)
group by mc.companyid, mc.pricingDate, peq.pricingDate
) a
inner join (
select
mc.companyId,
mc.pricingdate as periodenddate,
min(datediff(day, peq.pricingDate, mc.pricingDate)) as minpeqdiffdate
from #MarketTbl mc
join #PricingTbl peq
on (mc.companyId = peq.companyId
and mc.pricingDate >= peq.pricingDate)
group by mc.companyid, mc.pricingDate
) b on
a.companyId = b.companyId
and a.periodenddate = b.periodenddate
and a.peqdiffdate = b.minpeqdiffdate
) temp
join #futurePer x on x.companyId = temp.companyId
group by temp.companyid, minpeqdiffdate, adjFY, adjFQ
having minpeqdiffdate = 0
)
/* combine all table and join the data*/
select
combined.companyId,
combined.periodenddate,
combined.dataItemName,
case when combined.dataItemName = 'priceMidUSD' then combined.dataItemidue/exR.currencyRateClose * 1
when combined.dataItemName = 'sharesOutstanding' then combined.dataItemidue
when combined.dataItemName = 'marketcaptrend' then combined.dataItemidue
else combined.dataItemidue/exR.currencyRateClose * 1e6 end as dataItemidue,
combined.fiscalYear,
combined.fiscalQuarter,
combined.periodTypeId,
ctbl.tickerSymbol,
ctbl.exchangeName,
id.dataItemId
from(
select
companyId,
pricingdate,
periodenddate,
currencyId,
dataItemName,
cast(dataItemidue as float) as dataItemidue,
fiscalYear,
fiscalQuarter,
periodTypeId
from(
select
a.companyId,
a.pricingdate,
c.currencyId,
a.periodenddate,
cast(c.priceMid as nvarchar(100)) as priceMidUSD,
cast(d.marketCap as nvarchar(100)) as marketCapUSD,
cast((d.marketCap/nullif(prevmc.prevmarketCap,0)) - 1 as nvarchar(100)) as marketcaptrend,
cast(d.TEV as nvarchar(100)) as TEV,
cast(d.sharesOutstanding as nvarchar(100)) as sharesOutstanding,
a.fiscalYear,
a.fiscalQuarter,
a.periodTypeId
from (
select
companyid,
periodenddate,
pricingdate,
fiscalYear,
fiscalQuarter,
periodtypeId
from histTbl_CTE
union all
select
companyId,
periodenddate,
pricingDate,
fiscalYear,
fiscalQuarter,
periodTypeId
from recentTbl_CTE
)a
join #PricingTbl c
on (
c.pricingdate = a.pricingDate
and c.companyId = a.companyId )
join #MarketTbl d
on (
d.companyId = a.companyId
and d.pricingDate = a.periodenddate)
left join (
select a.companyId,
a.pricingDate,
a.prevperiod,
b.marketcap as prevmarketcap
from(
select
mc.companyid,
mc.pricingdate,
mc.pricingdate -365 as 'prevperiod'
from
ciqMarketCap mc
where
mc.companyid in (select id from #companyId)
) a
inner join (
select
mc.companyId,
mc.pricingdate,
mc.marketcap
from #MarketTbl mc
) b
on (a.companyid = b.companyid
and a.prevperiod = b.pricingdate)
) prevmc
on (prevmc.companyid = d.companyid
and prevmc.pricingdate = d.pricingdate)
group by a.companyid, a.periodenddate, a.pricingDate, a.fiscalYear, a.fiscalQuarter, a.periodtypeid, c.currencyId,
c.pricemid, d.marketCap, d.TEV, d.sharesOutstanding, prevmc.prevperiod, prevmc.prevmarketcap
) c
unpivot
(dataItemidue for dataItemName in
(TEV, marketCapUSD, sharesOutstanding, marketcaptrend, priceMidUSD)
) as unpvt
) combined
join #CompanyInfoTbl ctbl on ctbl.companyId = combined.companyId