SAS reading a time variable as a character during a do-loop?

[deleted_user]

As far as I know, SAS times should be numeric, so I should be able to loop through the day in 15-minute intervals by converting the minutes to seconds. When I try to do that, though, I get the following error:

ERROR: A character operand was found in the %EVAL function or %IF
condition where a numeric operand is required. The condition
was: &start_time
ERROR: The %FROM value of the %DO TIME loop is invalid.
ERROR: A character operand was found in the %EVAL function or %IF
condition where a numeric operand is required. The condition
was: &end_time by &interval_seconds
ERROR: The %TO value of the %DO TIME loop is invalid.
ERROR: The macro TAQDATA will stop executing.

Code:

%let start_time = '9:30:00't; /* starting time*/
%let end_time = '16:00:00't; /* ending time (per Andersen)*/
%let interval_seconds = (15 * 60); /* interval length in seconds, note that total daily trading time should be divisible by interval length*/
%let no_intervals = ((&end_time-&start_time)/ &interval_seconds ) ; /*number of intervals based on start/end time and length of intervals*/

%do year = &start_year %to &end_year;
%do month = 1 %to 12;
%do time = &start_time %to &end_time by &interval_seconds;
%if (&year = 1996 or (&year = 2004 and &month>= 7)) %then %let fdatevar = datef;
%else %let fdatevar = fdate;
%let currentyear = %sysevalf(%substr(&year,3,2)); /*last two digits of year*/
%if %length(&month) = 1 %then %let currentmonth = 0&month;
%else %let currentmonth = &month; /* month in MM format*/
%let ctime=&time;
%let monthyearint = &currentyear&currentmonth&cinterval;
%if not(&year = &start_year and &month < &start_month) and not(&year = &end_year and &month > &end_month) and not (&ctime> &end_time) %then %
;

Any ideas greatly appreciated.

[sbb]

A SAS constant for TIME as used in a DATA step is not equivalent to a time-formatted character string with a trailing "t". This value is still treated as a character string. If you need to process a macro using a time value, you will need to convert the character string to a SAS macro variable with a number that represents the equivalent time amount.

This data conversion involves a %SYSFUNC macro function and an INPUT function to read the time-formatted macro variable. For example, the SAS macro code below assigns a SAS number representing the current date (as days since 1/1/1960), then in a yyyy-mm-dd formatted value, as a character-string:

%let today = %sysfunc(today());
%put today is: &today;
%let todaymdy = %sysfunc(putn(&today,yymmdd10.));
%put today is: &todaymdy;


I suggest you reply to the forum and explain what you are trying to accomplish, rather than attempting to try to debug your macro logic and coding.

Scott Barry
SBBWorks, Inc.

[FredrikE]

You have to resolve date and time to numeric.
This might work:

data _null_;
call symput('START_TIME','9:30:00't);
call symput('END_TIME','16:00:00't);
call symput('INTERVAL_SECONDS',(15*60));
call symput('NO_INTERVALS',((&end_time-&start_time)/ &interval_seconds ));
run;

You also need to use %BY instead of by in the macro loop....;-)
%do time = &START_TIME %to &END_TIME %by &INTERVAL_SECONDS;
//Fredrik