Probier's mal so:

SELECT * FROM Datei AS A, (SELECT ARTNR, ARTGRUPPE, MAX(DATUMAB) AS DATUMAB FROM Datei GROUP BY ARTNR, ARTGRUPPE) AS B WHERE A.ARTNR=B.ARTNR AND A.ARTGRUPPE=B.ARTGRUPPE AND A.DATUMAB=B.DATUMAB ORDER BY A.ARTNR, A.ARTGRUPPE