SELECT
    j.name JobName,
    h.step_name StepName,
    CONVERT(CHAR(10), CAST(STR(h.run_date,8, 0) AS dateTIME), 111) RunDate,
    STUFF(STUFF(RIGHT('000000' + CAST ( h.run_time AS VARCHAR(6)), 6), 5, 0, ':'), 3, 0, ':') RunTime,
    h.run_duration StepDuration,
    case h.run_status
       when 0 then 'failed'
       when 1 then 'Succeded'
       when 2 then 'Retry'
       when 3 then 'Cancelled'
       when 4 then 'In Progress'
    end as ExecutionStatus,
    h.message MessageGenerated
FROM
    sysjobhistory h
INNER JOIN
    sysjobs j ON j.job_id = h.job_id
ORDER BY
    j.name, h.run_date DESC
GO

SELECT j.name JobName,h.step_name StepName,
CONVERT(CHAR(10), CAST(STR(h.run_date,8, 0) AS dateTIME), 111) RunDate,
STUFF(STUFF(RIGHT('000000' + CAST ( h.run_time AS VARCHAR(6 ) ) ,6),5,0,':'),3,0,':') RunTime,
h.run_duration StepDuration,
case h.run_status when 0 then 'failed'
when 1 then 'Succeded'
when 2 then 'Retry'
when 3 then 'Cancelled'
when 4 then 'In Progress'
end as ExecutionStatus,
h.message MessageGenerated
 sysjobs j
 cross apply
 (
 select top 1 b.columns you need
 from sys.jobhistory b where b.job_id=j.job_id
 order by RunDate desc
 ) h