-- source table
DROP TABLE #DaTable
CREATE TABLE #DaTable(
	datime DATETIME	NOT NULL,
	val1	dec(5,1)	NOT NULL,
	val2	dec(5,1)	NOT NULL,
	val3	dec(5,1)	NOT NULL,
	val4	dec(5,1)	NOT NULL
)

-- final normalised table
DROP TABLE #MyTable
CREATE TABLE #MyTable(
	dt DATETIME	NOT NULL,
	val	dec(5,1)	NOT NULL,
	CONSTRAINT PK_MyTable PRIMARY KEY (dt)
)

-- temporary table, with the same structure as final table
DROP TABLE #TempMyTable
CREATE TABLE #TempMyTable(
	dt DATETIME	NOT NULL,
	val	dec(5,1)	NOT NULL
)

-- populate source table
INSERT INTO #DaTable(datime, val1, val2, val3, val4) VALUES
(CONVERT(datetime, '15/04/2011 09:15:00', 103), 24.9, 24.3, 24.6, 24.8),
(CONVERT(datetime, '16/04/2011 09:15:00', 103), 25.5, 24.3, 24.4, 24.8),
(CONVERT(datetime, '18/04/2011 10:30:00', 103), 27.5, 27.4, 27.6, 27.4),
(CONVERT(datetime, '19/04/2011 09:15:00', 103), 28.5, 28.3, 28.4, 28.8)

select * from #DaTable

-- empty temp table
TRUNCATE TABLE #TempMyTable

-- a variable that holds the datetime of the last source table record that was processed (*)
DECLARE @lastDatetimeProcessed	DATETIME
SET @lastDatetimeProcessed = '1753-01-01 00:00:01'

-- insert first datetime dt/value pair 
-- with datetime more recent than @lastDatetimeProcessed
INSERT INTO #TempMyTable (dt, val)
select datime, val1
from #DaTable
WHERE datime > @lastDatetimeProcessed

-- insert second datetime dt/value pair. dt = datime + 15 minutes
INSERT INTO #TempMyTable (dt, val)
select DATEADD(minute, 15 * 1, datime), val2
from #DaTable
WHERE datime > @lastDatetimeProcessed

-- insert second datetime dt/value pair. dt = datime + (15 minutes * 2)
INSERT INTO #TempMyTable (dt, val)
select DATEADD(minute, 15 * 2, datime), val3
from #DaTable
WHERE datime > @lastDatetimeProcessed

-- insert second datetime dt/value pair. dt = datime + (15 minutes * 3)
INSERT INTO #TempMyTable (dt, val)
select DATEADD(minute, 15 * 3, datime), val4
from #DaTable
WHERE datime > @lastDatetimeProcessed

-- ....

-- insert last datetime dt/value pair. dt = datime + (15 minutes * 1024)
INSERT INTO #TempMyTable (dt, val)
select DATEADD(minute, 15 * 1023, datime), val1024
from #DaTable
WHERE datime > @lastDatetimeProcessed

SELECT distinct * FROM #TempMyTable

-- Insert distinct values from temp table into the final destination table, 
-- check that that record (same datetime) is not yet in the final table already
INSERT INTO #MyTable(dt, val)
SELECT DISTINCT T.dt, T.val
FROM #TempMyTable as T
	LEFT OUTER JOIN #MyTable as M ON
		T.dt = M.dt
WHERE M.dt IS NULL

-- set @lastDatetimeProcessed to the last datetime in source table
-- store this value somewhere so you can use it (*) next time this script needs to run again
SELECT @lastDatetimeProcessed = MAX(datime) from #DaTable

select * from #MyTable

INSERT INTO #TempMyTable (dt, val)
select DATEADD(minute, 15 * 3, datime), val4
from #DaTable
WHERE datime > @lastDatetimeProcessed

DECLARE @i INT
DECLARE @params nvarchar(100)
DECLARE @datetime nvarchar(20)
DECLARE @sql nvarchar(400)

SET @i = 2
SET @params = N'@lastDatetimeProcessed datetime '
SELECT @datetime = CONVERT(varchar(20), @lastDatetimeProcessed, 120)

WHILE @i <= 1024
BEGIN
	SET @sql =	' INSERT INTO #TempMyTable (dt, val) ' +
			' select DATEADD(minute, ' + CAST(15 * (@i - 1) as VARCHAR(5)) + ', datime), val' + CAST(@i as VARCHAR(4)) + ' ' + 
			' from #DaTable ' +
			' WHERE datime > @lastDatetimeProcessed '
	--print @sql
	EXEC sp_executesql @sql, @params, @datetime

	SET @i = @i + 1
END