Postgres 9.4

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CREATE TABLE dw_dim_date
AS
SELECT *
FROM generate_series('2019-01-01'::date,'2019-01-10'::date, '1 day'::interval) s(date)
10 rows affected

CREATE TABLE score_history(id ,happened_at, location_id,score)
AS
      SELECT 1, '2019-01-01:10:13:01'::timestamp, 100, 5.0
UNION SELECT 2, '2019-01-05:20:00:01', 100, 5.8
UNION SELECT 3, '2019-01-05:23:01:22', 100, 6.2
UNION SELECT 4, '2019-01-03:23:01:22', 200, 10
UNION SELECT 5, '2019-01-09:23:01:22', 200, 11
5 rows affected

select dw_dim_date.date, location_id, score
from dw_dim_date, score_history S1
where happened_at::date  <= dw_dim_date.date and 
not exists (select * 
            from score_history S2 
            where S2.happened_at::date  <= dw_dim_date.date and 
                  S1.happened_at< S2.happened_at and
                  S1.location_id = S2.location_id)



date
location_id
score


2019-01-01 00:00:00+00
100
5.0

2019-01-02 00:00:00+00
100
5.0

2019-01-03 00:00:00+00
100
5.0

2019-01-03 00:00:00+00
200
10

2019-01-04 00:00:00+00
100
5.0

2019-01-04 00:00:00+00
200
10

2019-01-05 00:00:00+00
200
10

2019-01-05 00:00:00+00
100
6.2

2019-01-06 00:00:00+00
200
10

2019-01-06 00:00:00+00
100
6.2

2019-01-07 00:00:00+00
200
10

2019-01-07 00:00:00+00
100
6.2

2019-01-08 00:00:00+00
200
10

2019-01-08 00:00:00+00
100
6.2

2019-01-09 00:00:00+00
200
11

2019-01-09 00:00:00+00
100
6.2

2019-01-10 00:00:00+00
200
11

2019-01-10 00:00:00+00
100
6.2

date	location_id	score
2019-01-01 00:00:00+00	100	5.0
2019-01-02 00:00:00+00	100	5.0
2019-01-03 00:00:00+00	100	5.0
2019-01-03 00:00:00+00	200	10
2019-01-04 00:00:00+00	100	5.0
2019-01-04 00:00:00+00	200	10
2019-01-05 00:00:00+00	200	10
2019-01-05 00:00:00+00	100	6.2
2019-01-06 00:00:00+00	200	10
2019-01-06 00:00:00+00	100	6.2
2019-01-07 00:00:00+00	200	10
2019-01-07 00:00:00+00	100	6.2
2019-01-08 00:00:00+00	200	10
2019-01-08 00:00:00+00	100	6.2
2019-01-09 00:00:00+00	200	11
2019-01-09 00:00:00+00	100	6.2
2019-01-10 00:00:00+00	200	11
2019-01-10 00:00:00+00	100	6.2