The LATERAL join is an interesting and powerful join type that is a bit intimidating at first but when you take a closer look it is very useful in certain scenarios.

So, what is a LATERAL join anyway? From the PostgreSQL documentation:

The LATERAL key word can precede a sub-SELECT FROM item. This allows the sub-SELECT to refer to columns of FROM items that appear before it in the FROM list. (Without LATERAL, each sub-SELECT is evaluated independently and so cannot cross-reference any other FROM item.)

In a gist, it allows you to perform a sub-query in the FROM clause and reference column values from other records in the query. It is similar to a correlated subquery in that it can reference values from another query but has the added advantages that it can return multiple values and be used in the FROM clause.

Examples

1. Top-N per group

For each customer, we will return the 2 most recent orders. Without a LATERAL join this type of query would be non-trivial.

SELECT c.id, o.order_id, o.date, o.amount
FROM customers c
    CROSS JOIN LATERAL (
        SELECT id as order_id, date, amount
        FROM orders
        WHERE customer_id = c.id
        ORDER BY date DESC
        LIMIT 2
    ) o
ORDER BY c.id;

NOTE: I use CROSS JOIN LATERAL above which is eqivalent to LEFT JOIN LATERAL (...) a ON true (as shown in LATERAL examples elsewhere) but I find it more readable. Effectively, it behaves like a LEFT JOIN.

2. Call User-Defined Function for each row

If you have a User-Defined function that needs to be run for each row of a query, you can use the LATERAL join to call it and return multiple values.

SELECT t.id, s. p.pl_amount, p.pl_percentage
FROM trades t
    get_trade_pl(t.id) p;

3. Reuse calculated values

This is a non-obvious use of LATERAL but one I use often. Since you can reference columns from other records in the query, you can use LATERAL to calculate values and then reuse them in the main SELECT statement. Otherwise, you would have to recalculate values for each usage of them in the SELECT statement.

In the following example, start_timestamp and end_timestamp are being parsed to a date and the output of those calculations are then being used multiple times from the SELECT statement.

SELECT l.id, c.start_date,  c.end_date, (c.end_date - c.start_date) as days_diff
FROM log l
    CROSS JOIN LATERAL (
        SELECT to_date(l.start_timestamp, 'MM/dd/YYYY'),
               to_date(l.end_timestamp, 'MM/dd/YYYY')
    ) as c(start_date, end_date);