09-25-2014 07:39 PM
merge WORK.COMBINED _EXP2_.TRADES_22FEB2010;
by symbol time;
ISSUE: want to merge two data sets so that there are unique entries for each time by symbol, such that at each "TIME" there is a row in each data set with 120 unique "SYMBOL".
ERROR: BY variables are not properly sorted on data set WORK.COMBINED.
time=57599970 symbol=MELI best_hft_bid=40.78 best_nonhft_bid=40.91 best_hft_ask=41.04
best_nonhft_ask=40.93 hft_bsize=1200 hft_asize=3100 nonhft_bsize=100 nonhft_asize=2839 date=22FEB2010
shares=50 buysell=B price=36.8300 type=NN FIRST.symbol=0 LAST.symbol=0 _ERROR_=1 _N_=505346
NOTE: MERGE statement has more than one data set with repeats of BY values.
NOTE: The SAS System stopped processing this step because of errors.
NOTE: There were 29127 observations read from the data set WORK.COMBINED.
NOTE: There were 480364 observations read from the data set _EXP2_.TRADES_22FEB2010.
WARNING: The data set WORK.NEW may be incomplete. When this step was stopped there were 505345
observations and 15 variables.
WARNING: Data set WORK.NEW was not replaced because this step was stopped.