SQLite 3.27

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--
-- Тестовый набор данных:
with 
  test1 (field1, field2) as 
    (
      select '2020-12-01 01:54:40.112000' as field1, 1521.731812 as field2 union all
      select '2020-12-01 01:54:41.112000' as field1, 1521.731812 as field2 union all
      select '2020-12-01 01:54:42.112000' as field1, 1521.731812 as field2 union all
      select '2020-12-01 01:54:43.112000' as field1, 1521.695557 as field2 union all
      select '2020-12-01 01:54:44.112000' as field1, 1521.695557 as field2 union all
      select '2020-12-01 01:54:45.112000' as field1, 1521.731812 as field2 union all
      select '2020-12-01 01:54:46.112000' as field1, 1521.695557 as field2 union all
      select '2020-12-01 01:54:47.112000' as field1, 1521.695557 as field2 union all
      select '2020-12-01 01:55:18.112000' as field1, 1521.623291 as field2 union all
      select '2020-12-01 01:55:19.112000' as field1, 1521.695557 as field2 union all
      select '2020-12-01 01:55:49.112000' as field1, 1521.695557 as field2 
    )
--
-- Основной запрос:
select v.field1, v.field2
  from (
         select t0.field1, t0.field2
              , (
                  select t1.field2
                    from test1 as t1
                   where t1.field1 < t0.field1
                   order by t1.field1 desc
                   limit 1
                ) as pev_field2
           from test1 as t0
       ) as v
 where case v.pev_field2
         when v.field2 then 0
         else 1
       end = 1

field1	field2
2020-12-01 01:54:40.112000	1521.731812
2020-12-01 01:54:43.112000	1521.695557
2020-12-01 01:54:45.112000	1521.731812
2020-12-01 01:54:46.112000	1521.695557
2020-12-01 01:55:18.112000	1521.623291
2020-12-01 01:55:19.112000	1521.695557