We answered that question already. If you do not include a VAR statement then PROC TRANPOSE will only transpose the NUMERIC variables. You have ZERO numeric variables and you did not include a VAR statement. So you asked PROC TRANSPOSE to do NOTHING. So it did nothing.
Another thing you can tell from what you posted is that your column headers in your spreadsheet have Excel DATE values instead of NAMES. When SAS sees a NUMERIC value (like SAS EXCEL will store dates as NUMBERS) in a cell that it is interpreting as character (again, variable names are character strings) then it uses the character representation of the actual number being in the cell and ignores any formatting Excel might be using to display the number on the screen.
That is why your variables are named 30682 and 30682 etc instead of 19840101 and 19840201 etc. (This actually shows another place where PROC IMPORT is giving confusing messages. In the NOTE it is calling the variable '19840101' but it looks like the variable is really named '30682'.)
In your case we can deal with that AFTER you have transposed the data to get the date out of the metadata (variable name) and into actual data (value of a variable).
Your listing of the contents is not showing the name for the first variables (VARNUM=1).
Let's assume it is actually named SECID, like in your code attempt and you just didn't get that far in the lines you copied.
One way to make sure all of the variables are transposed is to use the _ALL_ variable list in the VAR statement. Note that this will also include the BY variable, but we can deal with that later when we fix the DATE values.
proc transpose data=Global_MS
out=step1
;
by Secid;
var _all_;
run;
Now you should get something. So if your original dataset had 27,177 observations and at least 13 variables then your new dataset should have at least 13 * 27,177 observations;
Now let's fix it up a little. Let's convert the strings in the _NAME_ variable that PROC TRANSPOSE generated into actual DATE values. (You need to add that date constant to adjust for difference in how SAS and Excel store dates). And fix the name of the COL1 variable PROC TRANSPOSE will create.
data _7_Morningstar_Data;
set step1;
if upcase(_name_)='SECID' then delete;
date = input(_name_,32.) + '30dec1899'd ;
style=col1;
format date yymmdd10.;
drop _name_ col1;
run;
