I think you can do this in two steps, something like this:

select Grp, max(Date) as Date;
  from MyTable;
  into cursor Temp;
  nofilter

select Temp.*, MyTable.Value;
  from Temp join MyTable;
    on Temp.Grp = MyTable.Grp and Temp.Date = MyTable.Date;
  into cursor Temp

>Is there a way to do an SQL statemrent to group as follows:
>
>File has 3 fields
>
>Grp Date Value
>--- ---- -----
>CC 19/01/04 87
>CC 16/01/04 84
>AA 20/01/04 20
>AA 25/01/04 40
>AA 22/01/04 60
>BB 18/01/04 12
>BB 16/01/04 89
>BB 15/01/04 33
>
>I need to get The latest date for each group
> So the following should be returned in order by Group, but just returning One group
>
>AA 25/01/04 20
>BB 18/01/04 12
>CC 19/01/04 87
>
>Any helpo appreciated
>
>regards,
>Gerard