Aquí es donde la función de ventana row_number()
es útil:
SELECT s.siteName, s.siteIP, h.date
FROM sites s INNER JOIN
(select h.*, row_number() over (partition by siteName order by date desc) as seqnum
from history h
) h
ON s.siteName = h.siteName and seqnum = 1
ORDER BY s.siteName, h.date