Web Listing 3: Script to Create the fn_HistSteps Function
IF OBJECT_ID('dbo.fn_HistSteps') IS NOT NULL
  DROP FUNCTION dbo.fn_HistSteps;
GO
CREATE FUNCTION dbo.fn_HistSteps
(
  @from_dt AS DATETIME,
  @to_dt AS DATETIME
)
RETURNS TABLE AS RETURN
WITH C0 AS
(
  SELECT
    DATEADD(day, DATEDIFF(day, 0, @from_dt), 0) AS floor_from_dt,
    DATEDIFF(day, @from_dt, @to_dt) + 1 AS diff
),
C1 AS
(
  SELECT n,
    DATEADD(day, n-1, floor_from_dt) AS from_dt,
    DATEADD(day, n, floor_from_dt) AS to_dt
  FROM dbo.Nums JOIN C0
    ON n <= diff
),
C2 AS
(
  SELECT n,
    CASE WHEN @from_dt > from_dt THEN @from_dt ELSE from_dt END AS from_dt,
    CASE WHEN @to_dt < to_dt THEN @to_dt ELSE to_dt END AS to_dt
  FROM C1
)
SELECT n, from_dt, to_dt
FROM C2
WHERE to_dt > from_dt;
GO