If you’re getting error message 4112 that reads “The function ‘FIRST_VALUE’ must have an OVER clause with ORDER BY” when using the FIRST_VALUE() function, it’s probably because you’re omitting the ORDER BY clause from the OVER clause.
In SQL Server, the FIRST_VALUE() function requires an OVER clause that contains an ORDER BY clause. This error happens when we provide the OVER clause but not the ORDER BY clause.
To fix this error, simply add an ORDER BY clause to the OVER clause.