SQL Server 2019

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CREATE TABLE testTable
 (
   DateTime INT    NOT NULL, --Always use DATETIME2 for dates/times, never integers
   FeatureNbr    SMALLINT  NOT NULL,
   Val FLOAT(53)  NOT NULL,
   CONSTRAINT PK_testTable PRIMARY KEY (FeatureNbr,Datetime)  --The primary key is critical
 );
INSERT INTO testTable(DateTime, FeatureNbr, Val) VALUES(2010102245, 0, 12.56789);
INSERT INTO testTable(DateTime, FeatureNbr, Val) VALUES(2010102245, 1, 13.56789);
INSERT INTO testTable(DateTime, FeatureNbr, Val) VALUES(2010102245, 2, 14.56789);
INSERT INTO testTable(DateTime, FeatureNbr, Val) VALUES(2010102246, 0, 15.56789);
INSERT INTO testTable(DateTime, FeatureNbr, Val) VALUES(2010102246, 1, 16.56789);
INSERT INTO testTable(DateTime, FeatureNbr, Val) VALUES(2010102246, 2, 17.56789);
INSERT INTO testTable(DateTime, FeatureNbr, Val) VALUES(2010102247, 0, 18.56789);
INSERT INTO testTable(DateTime, FeatureNbr, Val) VALUES(2010102247, 1, 19.56789);
8 rows affected

SELECT
  test.FeatureNbr
 ,test.DateTime
 ,test.Val
FROM
  testTable test
WHERE
  DateTime =
    (
      SELECT
        MAX(DateTime)
      FROM
        testTable
      WHERE
        FeatureNbr = test.FeatureNbr
    )


FeatureNbr
DateTime
Val


2
2010102246
17.56789

1
2010102247
19.56789

0
2010102247
18.56789