You can convert it directly with the CONVERT function by using the style 112 = ISO = yyyymmdd:
DECLARE @date int;
SET @date = 20070701
SELECT CONVERT(datetime, CONVERT(varchar(8), @date), 112)
SELECT CONVERT(datetime, '20070701', 112)
You can get this error Arithmetic overflow error converting expression to data type datetime.
that error came because we were comparing a datetime with int without converting later to datetime.
like
X.PriceDt < A.PrimaryDate
this will fix this
X.ClosePriceDate < CONVERT(datetime, CONVERT(varchar(8), A.PrimaryDate), 112))
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