MySQL 8.0

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CREATE TABLE IF NOT EXISTS `dt` (
  `msid` int(6) unsigned NOT NULL,
  `id` int(6) unsigned NOT NULL,
  `start` TIMESTAMP,
  `cancelled` TIMESTAMP NULL
) DEFAULT CHARSET=utf8;
INSERT INTO `dt` (`msid`, `id`, `start`, `cancelled`) VALUES
  ('1', '1', '2020-01-01 09:00:00', NULL),
  ('2', '2', '2020-01-01 09:00:00', '2020-12-31 09:00:00' ),
  ('3', '2', '2021-01-01 09:00:00', NULL ),
  ('4', '3', '2020-01-01 09:00:00', '2020-06-30 09:00:00'),
  ('5', '3', '2020-02-01 09:00:00', '2020-06-30 09:00:00'),
  ('6', '3', '2020-07-01 09:00:00', NULL ) ;
  
  CREATE TABLE IF NOT EXISTS `periods` (
  `period_start` TIMESTAMP NOT NULL,
  `period_end` TIMESTAMP NOT NULL
) DEFAULT CHARSET=utf8;
INSERT INTO `periods` (`period_start`,`period_end`) VALUES
('2020-01-01 00:00:00', '2020-01-01 23:59:59'),
('2020-01-01 00:00:00', '2020-06-30 23:59:59'),
('2020-01-01 00:00:00', '2020-07-01 23:59:59'),
('2020-01-01 00:00:00', '2020-12-31 23:59:59'),
('2020-01-01 00:00:00', '2021-01-01 23:59:59'),
('2020-07-01 00:00:00', '2021-01-01 23:59:59'),
('2021-01-01 00:00:00', '2021-01-01 23:59:59')

msid	id	start	cancelled
1	1	2020-01-01 09:00:00	null
2	2	2020-01-01 09:00:00	2020-12-31 09:00:00
3	2	2021-01-01 09:00:00	null
4	3	2020-01-01 09:00:00	2020-06-30 09:00:00
5	3	2020-02-01 09:00:00	2020-06-30 09:00:00
6	3	2020-07-01 09:00:00	null

period_start	period_end
2020-01-01 00:00:00	2020-01-01 23:59:59
2020-01-01 00:00:00	2020-06-30 23:59:59
2020-01-01 00:00:00	2020-07-01 23:59:59
2020-01-01 00:00:00	2020-12-31 23:59:59
2020-01-01 00:00:00	2021-01-01 23:59:59
2020-07-01 00:00:00	2021-01-01 23:59:59
2021-01-01 00:00:00	2021-01-01 23:59:59