Help using Base SAS procedures

how to find the closes trading day when i merge?

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Frequent Contributor
Posts: 102

how to find the closes trading day when i merge?

hi, i have a set of events with cusip date.

 

i also have a dataset with CRSP data. cusip and date and stock px.

 

the issue with my events data is that it does not always fall on a trading day.

 

how do i flag the next date in the CRSP dataset (IF i do not have the same date match)?

 

thank you in advance for all the kin dhelp.

Super User
Posts: 10,023

Re: how to find the closes trading day when i merge?

It would be better if you post some data and output.

I think you could start with the following code.

 

data want;

 set date cusid;

 by date;

run;

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