id  | object_id | time       | data
...
10  | 3         | 04.04.2016 | 111
09  | 2         | 05.04.2016 | 222
08  | 3         | 06.04.2016 | 333 << object_id № 3 с самой поздней датой
07  | 3         | 03.04.2016 | 111
06  | 2         | 10.04.2016 | 222
05  | 1         | 11.04.2016 | 555
04  | 2         | 15.04.2016 | 666 << object_id № 2 с самой поздней датой
03  | 1         | 20.04.2016 | 777 << object_id № 1 с самой поздней датой
...

id  | object_id | time       | data
08  | 3         | 06.04.2016 | 333
04  | 2         | 15.04.2016 | 666
03  | 1         | 20.04.2016 | 777

CREATE OR ALTER PROCEDURE PROC_GET_DATA(datetime_begin TIMESTAMP, datetime_end TIMESTAMP)
RETURNS (id INTEGER, object_id INTEGER, datetime TIMESTAMP, data INTEGER)
AS
DECLARE VARIABLE object_id_temp INTEGER;
BEGIN
object_id_temp = 0;
FOR select ID, OBJECT_ID, TIME, DATA, from MY_TAB where
               (TIME between :datetime_begin and :datetime_end)
               order by OBJECT_ID,TIME desc
               into :id, :object_id, :datetime, :data do
               begin
                    if (object_id_temp <> object_id) then
                    begin
                           SUSPEND;
                           object_id_temp = object_id;
                    end
               end
END