SQL Server 2016

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/* Prepare demo objects */
DROP TABLE IF EXISTS #d, #t1, #t2
CREATE TABLE #d  (DataDate date)
CREATE TABLE #t1 (DataDate date, Value1 float, Value2 float)
CREATE TABLE #t2 (DataDate date, Value3 float, Value4 float)
CREATE TABLE #t3 (DataDate date, Value5 float, Value6 float)

/* Insert demo data */
INSERT INTO #d VALUES ('20181201'),('20181202'),('20181203')
INSERT INTO #t1 VALUES 
    ('20181201', 3.14, 1.18),
    ('20181201', 3.135, 1.185),
    ('20181202', 3.15, 1.19),
    ('20181203', 3.16, 1.195)
INSERT INTO #t2 VALUES 
    ('20181201', 4.14, 2.18),
    ('20181203', 4.15, 2.19),
    ('20181203', 4.1, 2.195)
INSERT INTO #t3 VALUES 
    ('20181201', 3.14, 1.18),
    ('20181201', 3.135, 1.185),
    ('20181202', 3.16, 1.195)
13 rows affected

SELECT
    COALESCE(d.DataDate, t1.datadate, t2.datadate, t3.datadate) AS DataDate
    , t1.Value1
    , t1.Value2
    , t2.Value3
    , t2.Value4
    , t3.Value5
    , t3.Value6
FROM
    (SELECT
        *
        , ROW_NUMBER() OVER (PARTITION BY DataDate ORDER BY (SELECT NULL)) AS rn
    FROM #d) AS d
FULL JOIN
    (SELECT
        *
        , ROW_NUMBER() OVER (PARTITION BY DataDate ORDER BY (SELECT NULL)) AS rn
    FROM #t1) AS t1
    ON (t1.DataDate = d.DataDate AND t1.rn = d.rn)
FULL JOIN
    (SELECT
        *
        , ROW_NUMBER() OVER (PARTITION BY datadate ORDER BY (SELECT NULL)) AS rn
    FROM #t2) AS t2
    ON (t2.DataDate = d.DataDate AND t2.rn = d.rn)
    OR (t2.DataDate = t1.DataDate AND t2.rn = t1.rn)
FULL JOIN
    (SELECT
        *
        , ROW_NUMBER() OVER (PARTITION BY datadate ORDER BY (SELECT NULL)) AS rn
    FROM #t3) AS t3
    ON (t3.DataDate = d.DataDate AND t3.rn = d.rn)
    OR (t3.DataDate = t1.DataDate AND t3.rn = t1.rn)
    OR (t3.DataDate = t2.DataDate AND t3.rn = t2.rn)
ORDER BY DataDate;  


DataDate
Value1
Value2
Value3
Value4
Value5
Value6


01/12/2018 00:00:00
3.14
1.18
4.14
2.18
3.14
1.18

01/12/2018 00:00:00
3.135
1.185
null
null
3.135
1.185

02/12/2018 00:00:00
3.15
1.19
null
null
3.16
1.195

03/12/2018 00:00:00
3.16
1.195
4.15
2.19
null
null

03/12/2018 00:00:00
null
null
4.1
2.195
null
null


/* Add to improve performance */
CREATE CLUSTERED INDEX CI_DataDate ON #d (DataDate);
CREATE CLUSTERED INDEX CI_DataDate ON #t1 (DataDate);
CREATE CLUSTERED INDEX CI_DataDate ON #t2 (DataDate);
CREATE CLUSTERED INDEX CI_DataDate ON #t3 (DataDate);

DataDate	Value1	Value2	Value3	Value4	Value5	Value6
01/12/2018 00:00:00	3.14	1.18	4.14	2.18	3.14	1.18
01/12/2018 00:00:00	3.135	1.185	null	null	3.135	1.185
02/12/2018 00:00:00	3.15	1.19	null	null	3.16	1.195
03/12/2018 00:00:00	3.16	1.195	4.15	2.19	null	null
03/12/2018 00:00:00	null	null	4.1	2.195	null	null