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If this query returns the dates that exists in the range requested.

select created_at from user where created_at between '2015-01-06 00:00:00.000000' and '2015-03-06 00:00:00.000000'

Is there a way to obtain such result but with multiple dates contained with an array of dates.

Just for an example of what im trying to say. i have this array of date, always there's gonna be a first and last date.

Array['2015-01-06 00:00:00.000000','2015-02-10 15:17:18.895000' <- First range
      '2017-10-05 14:41:04.191000','2017-10-11 14:49:36.454000' <- Second range

so is there a way to put a script that goes something like this?

select created_at from win_users 
where (created_at between [First Date] and [Second Date])
or (created_at between [Third Date] and [Fourth Date])

but without using a loop to concat the where statement?

Answers

An array of dates is very uncomfortable in this case. Use arrays of daterange and the containtment operator <@, e.g.:

with my_table(id, created_at) as (
values 
    (1, '2015-01-10'::timestamp),
    (2, '2016-05-10'),
    (3, '2017-10-10')
)

select *
from my_table
where created_at::date <@ any(array[
    daterange('2015-01-06','2015-02-10'), 
    daterange('2017-10-05','2017-10-11')])

 id |     created_at      
----+---------------------
  1 | 2015-01-10 00:00:00
  3 | 2017-10-10 00:00:00
(2 rows)

If you absolutely want to use an array of dates (honestly I do not think so), use this function to convert it to daterange array:

create or replace function date_pairs_to_ranges(date[])
returns daterange[] language sql as $$
    select array_agg(daterange(d1, d2))
    from unnest($1) with ordinality as u1(d1, o1)
    join unnest($1) with ordinality as u2(d2, o2)
    on o1/ 2* 2 < o1 and o2 = o1+ 1
$$;

with my_table(id, created_at) as (
values 
    (1, '2015-01-10'::timestamp),
    (2, '2016-05-10'),
    (3, '2017-10-10')
)

select *
from my_table
where created_at::date <@ any(
    date_pairs_to_ranges(array[
        '2015-01-06','2015-02-10',
        '2017-10-05','2017-10-11']::date[]))