Getting latest bid and ask results

The following query fills in missing NULL values to create a full book order showing latest bid and ask price and size, by vendor id. Original rows have values for (typically) one price and one size, so use last_value with "ignore nulls" to find the most recent non-null value for the other pair each time there is an entry for the ID. Sequenceno provides a unique total ordering.

Schema:

=> CREATE TABLE bookorders(
    vendorid VARCHAR(100),
    date TIMESTAMP,
    sequenceno INT,
    askprice FLOAT,
    asksize INT,
    bidprice FLOAT,
    bidsize INT);
=> INSERT INTO bookorders VALUES('3325XPK','2011-07-12 10:23:54', 1, 10.12, 55, 10.23, 59);
=> INSERT INTO bookorders VALUES('3345XPZ','2011-07-12 10:23:55', 2, 10.55, 58, 10.75, 57);
=> INSERT INTO bookorders VALUES('445XPKF','2011-07-12 10:23:56', 3, 10.22, 43, 54);
=> INSERT INTO bookorders VALUES('445XPKF','2011-07-12 10:23:57', 3, 10.22, 59, 10.25, 61);
=> INSERT INTO bookorders VALUES('3425XPY','2011-07-12 10:23:58', 4, 11.87, 66, 11.90, 66);
=> INSERT INTO bookorders VALUES('3727XVK','2011-07-12 10:23:59', 5, 11.66, 51, 11.67, 62);
=> INSERT INTO bookorders VALUES('5325XYZ','2011-07-12 10:24:01', 6, 15.05, 44, 15.10, 59);
=> INSERT INTO bookorders VALUES('3675XVS','2011-07-12 10:24:05', 7, 15.43, 47, 58);
=> INSERT INTO bookorders VALUES('8972VUG','2011-07-12 10:25:15', 8, 14.95, 52, 15.11, 57);
COMMIT;

Query:

=> SELECT
    sequenceno Seq,
    date "Time",
    vendorid ID,
    LAST_VALUE (bidprice IGNORE NULLS)
     OVER (PARTITION BY vendorid ORDER BY sequenceno
           ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW)
    AS "Bid Price",
    LAST_VALUE (bidsize IGNORE NULLS)
     OVER (PARTITION BY vendorid ORDER BY sequenceno
           ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW)
    AS "Bid Size",
    LAST_VALUE (askprice IGNORE NULLS)
     OVER (PARTITION BY vendorid ORDER BY sequenceno
           ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW)
    AS "Ask Price",
    LAST_VALUE (asksize IGNORE NULLS)
     OVER (PARTITION BY vendorid order by sequenceno
           ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW )
    AS  "Ask Size"
 FROM bookorders
ORDER BY sequenceno;
 Seq |        Time         |   ID    | Bid Price | Bid Size | Ask Price | Ask Size
-----+---------------------+---------+-----------+----------+-----------+----------
   1 | 2011-07-12 10:23:54 | 3325XPK |     10.23 |       59 |     10.12 |       55
   2 | 2011-07-12 10:23:55 | 3345XPZ |     10.75 |       57 |     10.55 |       58
   3 | 2011-07-12 10:23:57 | 445XPKF |     10.25 |       61 |     10.22 |       59
   3 | 2011-07-12 10:23:56 | 445XPKF |        54 |          |     10.22 |       43
   4 | 2011-07-12 10:23:58 | 3425XPY |      11.9 |       66 |     11.87 |       66
   5 | 2011-07-12 10:23:59 | 3727XVK |     11.67 |       62 |     11.66 |       51
   6 | 2011-07-12 10:24:01 | 5325XYZ |      15.1 |       59 |     15.05 |       44
   7 | 2011-07-12 10:24:05 | 3675XVS |        58 |          |     15.43 |       47
   8 | 2011-07-12 10:25:15 | 8972VUG |     15.11 |       57 |     14.95 |       52
(9 rows)