score:2

Accepted answer

How about this?

var q1 = 
    from req in myEntity
    group req by req.TaskId into g
    let topReq = g.OrderByDescending(r => r.Timestamp).FirstOrDefault()
    select new
    {
        topReq.TaskId,
        topReq.SubTaskId,
        topReq.Timestamp
    };

score:1 

var tasks = new[] { 
new { TaskId = 1, SubTaskId = "A", Timestamp = DateTime.Parse("2010-11-22 15:48:49.727")},
new { TaskId = 1, SubTaskId = "B", Timestamp = DateTime.Parse("2010-11-22 16:24:51.117")},
new { TaskId = 2, SubTaskId = "C", Timestamp = DateTime.Parse("2010-11-15 11:49:05.717")},
new { TaskId = 2, SubTaskId = "D", Timestamp = DateTime.Parse("2010-11-15 14:02:11.467")}};


var newestTasks = 
    from task in tasks
    group task by task.TaskId into g
    select g.Where(t => t.Timestamp == g.Max(t2 => t2.Timestamp)).Single();

foreach (var task in newestTasks)
    Console.WriteLine("TaskId = {0}, SubTaskId = {1}, Timestamp = {2}", 
        task.TaskId, task.SubTaskId, task.Timestamp);

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