Creating A Date Range Using Correlated Subqueries

I have a 7 million line table named SecurityID with the following data:
Date, Security, Identifier1, Identifier2, Identifier3

I am trying to reduce it to a table newSecurityID in the following form:
FromDate, ToDate, SecurityId, Identifier1, Identifier2, Identifier3

This new table will have the first instance for each securityId with the identifying information. New rows will be added If any of the 3 identifying information changes. This isn't as simple as querying for the maximum and minimum value given each distinct group of identifiers because identifiers can change from an initial set and then change back to the initial values.

My plan was to first select all distinct (Security, Identifier1, Identifier2, Identifier3) into a temporary table. Then query the table SecurityID for the minimum date available which matches these 4 fields and find the corresponding maximum value.
This doesn't seem to working as I had planned as I am getting one row for each date rather than when identifiers change. Plus its taking a really long time to finish.

Any help will be appreciated!

Here is my code:


select distinct SecurityId, Identifier1, Identifier2, Identifier3 into #DistinctSecurityID from SecurityID



insert into


newSecurityID (FromDate, ToDate, SecurityId, Identifier1, Identifier2, Identifier3 )

select


FromDate=min( a.Date),

ToDate=isnull((


select min(b.Date)

from


SecurityId b

where


b.SecurityId=a.SecurityId

and b.Date>a.Date

and (a.Identifier1!= b.Identifier1


OR a.Identifier2!=b.Identifier2

OR a.Identifier3!= b.Identifier3)

),'20991231'),

#DistinctSecurityID.SecurityId,

#DistinctSecurityID.Identifier1,

#DistinctSecurityID.Identifier2,

#DistinctSecurityID.Identifier3

from


SecurityID a,

#DistinctSecurityID

where


#DistinctSecurityID.SecurityId=a.SecurityId

and #DistinctSecurityID.Identifier1=a.Identifier1

and #DistinctSecurityID.Identifier2=a.Identifier2

and #DistinctSecurityID.Identifier3=a.Identifier3

group by


#DistinctSecurityID.SecurityId,

#DistinctSecurityID.Identifier1,

#DistinctSecurityID.Identifier2,

#DistinctSecurityID.Identifier3,

a.SecurityId,

a.Date,

a.Identifier1,

a.Identifier2,

a.Identifier3

order by


a.SecurityId,

min(a.Date)