[Maxim Gorbunov]

А если так?

FromDate                fromDate = 05\01\2011;
ToDate                  toDate = 20\02\2011;
ItemId                  itemId = ...;
InventLocationId        inventLocationId = ...
RetailItemPriceHistory  retailItemPriceHistory;
RetailItemPriceHistory  retailItemPriceHistoryJoin;

select minof(NewPrice) from retailItemPriceHistory
    where retailItemPriceHistory.ItemId             == itemId           &&
          retailItemPriceHistory.InventLocationId   == inventLocationId &&
          retailItemPriceHistory.TransDate          <= toDate
notexists join retailItemPriceHistoryJoin
    where retailItemPriceHistoryJoin.ItemId             == retailItemPriceHistory.ItemId            &&
          retailItemPriceHistoryJoin.InventLocationId   == retailItemPriceHistory.InventLocationId  &&
          retailItemPriceHistoryJoin.TransDate          >  retailItemPriceHistory.TransDate         &&
          retailItemPriceHistoryJoin.TransDate          <= fromDate;