Problem with the SAS Coding .Error Message appearing

nishi1582 — Thu, 13 May 2021 11:19:54 GMT

I am working on reconstruction of the Limit Order Book

And have certain Sample Codes for SAS

PROC IMPORT OUT= TEST.BAJAJAUTO
            DATAFILE= "C:\Users\Online_Class\Desktop\BAJAJ-AUTO.NS.csv"
            DBMS=CSV REPLACE;
     GETNAMES=YES;
     DATAROW=2;
RUN;

data test.Cash_trades_01012015;
INFILE "F:\RawData\CASH_Trades_01012015.DAT"   firstobs=1 lrecl =150;
input Record_ind $ 1-2 segment $ 3-6 trade_no $ 7-22   trade_tm 23-36 symbol $ 37-46 series $ 47-48 trd_prc 49-56
trd_q 57-64 buy_order_no $ 65-80 buy_algo_ind 81 buy_client_flg 82 sell_order_no $ 83-98 sell_algo_ind 99 sell_client_flg 100;
run;

data test.Cash_orders_01012015;
INFILE "F:\RawData\CASH_Orders_01012015.DAT"   firstobs=1 lrecl =150;
input Record_ind $ 1-2 segment $ 3-6 order_no $ 7-22   quote_tm 23-36 buysell $ 37 activity_typ $ 38 symbol $ 39-48
series $ 49-50 vol_discl 51-58 vol_orgnl 59-66 limit_prc 67-74 trig_prc 75-82 mkt_ord_flg $ 83 stp_loss_flg $ 84
ioc_flg $ 85 algo_ind 86 client_flg 87;
run;

data test.Cash_index_01012015;
INFILE "F:\RawData\CASH_Index_01012015.DAT"   firstobs=1 lrecl =150;
input Record_ind $ 1-2 segment $ 3-6 date $ 7-14 trans_tm $ 15-22 value 23-30 value_junior 31-38;
run;

data test.ITC_Trades (drop = Record_ind segment series time1 time2 trade_tm buy_algo_ind buy_client_flg sell_algo_ind sell_client_flg);
      set test.Cash_trades_01012015;
      if symbol = "bbbbbbbITC";
      time1 = trade_tm/65536;
      time2 = MOD(time1,86400);
      time = time2/3600;
      period = int((time-9.25)*12)+1;
      if (Record_ind = 'RM')AND(segment = 'CASH')AND(series = 'EQ');
run;

data test.ITC_Orders (drop = Record_ind segment series time1 time2 quote_tm algo_ind client_flg);
      set test.Cash_orders_01012015;
      if symbol = "bbbbbbbITC";
      time1 = quote_tm/65536;
      time2 = MOD(time1,86400);
      time = time2/3600;
      period = int((time-9.25)*12)+1;
      if (Record_ind = 'RM')AND(segment = 'CASH')AND(series = 'EQ');
run;

data test.Order1;
      set test.ITC_Orders;
      if order_no = '2015010133369695';
run;

proc means data=test.Order1;
      var limit_prc;
run;

data test.Cash_trades_01012015_1;
      set test.Cash_trades_01012015;
      traded_vol = trd_prc*trd_q/100;
run;

proc sort data = test.Cash_trades_01012015_1;
      by symbol trade_tm;
run;

proc means data=test.Cash_trades_01012015_1;
      var traded_vol;
      by symbol;
      output out = Traded_Vol_Summary
      sum(traded_vol) = test.Daily_Traded_Vol;
run;

proc sort data = test.Cash_orders_01012015;
      by algo_ind mkt_ord_flg activity_typ;
run;

proc freq data = test.Cash_orders_01012015;
      by algo_ind;
      tables mkt_ord_flg*activity_typ;

These are generic codes to be applied to 2 data files in SAS on Demand

Re: Problem with the SAS Coding .Error Message appearing

nishi1582 — Thu, 13 May 2021 11:20:35 GMT

But I am having problem with the implementation of codes

Re: Problem with the SAS Coding .Error Message appearing

AMSAS — Thu, 13 May 2021 11:53:40 GMT

@nishi1582

What issue are you encountering? The more details you provide the better
Can you run the code and provide the log output (tip: use the Insert SAS Code button and paste the log output in there when posting back to communities).
Can you isolate the issue to a specific data|proc step?

Re: Problem with the SAS Coding .Error Message appearing

Kurt_Bremser — Thu, 13 May 2021 11:54:24 GMT

SAS on Demand does not have access to your desktop drive. You have to upload the files first with the upload facility of SAS Studio, and then use the correct UNIX path (right-click on the file in the Studio navigation pane) in your PROC IMPORT statement.

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Problem with the SAS Coding .Error Message appearing

Re: Problem with the SAS Coding .Error Message appearing

Re: Problem with the SAS Coding .Error Message appearing

Re: Problem with the SAS Coding .Error Message appearing