topic Re: How to keep the last observation of the day by firm id? in SAS Programming

How to keep the last observation of the day by firm id?

bd_user_10 — Tue, 26 May 2020 11:07:44 GMT

Hi,

I would like to keep the last observation of the day per ISIN. Can someone please help? I have attached the sample SAS dataset here. Thanks.

PaigeMiller — Tue, 26 May 2020 11:11:35 GMT

If you sort by ISIN and day, then in a DATA step you can so something like this

data want;
    set have;
    by isin;
    if last.isin;
run;

bd_user_10 — Tue, 26 May 2020 11:33:52 GMT

Hi PaigeMiller,
I have tried this before, it gives me the last observation-only per ISIN. It does not give me the last observation per day.

Kurt_Bremser — Tue, 26 May 2020 12:24:50 GMT

proc sort data=have;
by isin date time;
run;

data want;
set have;
by isin date;
if last.date;
run;

bd_user_10 — Tue, 26 May 2020 12:44:11 GMT

Thanks.