Need help finding the correct T-SQL Query

I am not quite sure how to go about doing this. Basically I have have a table like this

UserId       DateRequested           Approved ApprovedBy  Notes
------------ ----------------------- -------- ----------- -----
1            2011-05-26               0        NULL        NULL
1            2011-05-27               0        NULL        NULL
1            2011-05-28               0        NULL        NULL
1            2011-06-05               0        NULL        NULL
1            2011-06-06               0        NULL        NULL
1            2011-06-25               0        NULL        NULL

Which basically contains the days an employee requests a holiday. Now, when a day or days is granted, this data needs to be copied over to a table of the form

UserId DateFrom DateTo

So basically for the above开发者_运维技巧 data i want:

UserId DateFrom DateTo 
-------------------------------
1      2011-05-26 2011-05-28 
1      2011-06-05 2011-06-06 
1      2011-06-25 2011-06-25 

I.e I want consecutive days in the DateFrom and DateTo. Now I am not sure how to do this without using a while loop. This is SQL, So i would prefer a non-iterative solution.

Please advise!!!

;WITH cte AS
(
SELECT *,
        DATEDIFF(DAY,0,DateRequested)-
        ROW_NUMBER() OVER (PARTITION BY UserId ORDER BY DateRequested) AS Grp
FROM YourTable  
WHERE Approved = 1 /*Presumably - but your example data doesn't show this.*/
)
SELECT UserId, 
       MIN(DateRequested) AS DateFrom, 
       MAX(DateRequested) AS DateTo  
FROM cte 
GROUP BY UserId,Grp

In Oracle PL/SQL it would be written as follows:

WITH cte
        AS (SELECT a.*,
                   daterequested - TRUNC (SYSDATE)
                   - ROW_NUMBER ()
                        OVER (PARTITION BY UserId ORDER BY DateRequested)
                      AS Grp
              FROM yourtable a
             WHERE Approved = 0)
  SELECT UserId, MIN (DateRequested) AS DateFrom, MAX (DateRequested) AS DateTo
    FROM cte
GROUP BY UserId, Grp;