This step doesn't make any sense.
*set stock macro call file;
data x2;
set time;
file "D:\Schedule\Finance 2022\projects\dataMac.txt";
put '%let ymd='ymd';%YmdRun;';
;*%mend;*);*';*";**/;
run;
First get rid of the gibberish at the end.
Now look at the PUT statement. You are writing a string that you are bounding with single quotes. But you appear to placing single quotes in the string itself. In that case you need to double the single quotes so SAS knows they are part of the string and marking the boundaries of the string.
data x2;
set time;
file "D:\Schedule\Finance 2022\projects\dataMac.txt";
put '%let ymd=''ymd'';%YmdRun;';
run;
So it looks like you are trying to write this code to a file.
%let ymd='ymd';%YmdRun;
That does seem strange. Why do you want the single quotes in the value of YMD macro variable?
Looking at the bigger picture it kind of looks like you are trying to read something in from a text file and pass it to a macro to use. Notice how your first two data steps are creating actual dataset variables named YMD, STK and MRNK. And then the other steps seem to be trying to write out SAS code to create macro variables that use the same names as the dataset variables. So it kind of looks like you want to copy the value read from the text file into the macro variables.
In that case perhaps your PUT statement should be more like:
put '%let ' ymd= ';'
/ '%YmdRun;'
;
This tells SAS to write the string '%let ' (notice the trailing space) then the value of the variable YMD prefixed by its name and an equal sign then a semi-colon and on a new line a call to the macro YMDRUN.
In the long run it will probably be better to just write your macros to take their input as PARAMETERS instead of depending on some external macro variable being defined before the macro starts running.
So perhaps something like:
%macro StkRun
(date /* date string to use in forming the filename */
,stk /* sticker code to use in forming the filename */
);
%put ---- date is &date;
%put ---- stock is &stk;
data temp;
array exAsk(17) _temporary_;
array exBid(17) _temporary_;
array xadpth(17) _temporary_;
array xbdpth(17) _temporary_;
length tq $1. oex $1. con $4.;
exchL="ABCDIJKMNTPSTWXYZ";
*Charater set to ID index number of exchange;
eps=0.0001;
*recfm: specifies the record format: v=variable format;
infile "D:\Schedule\Finance 2022\projects\DtaqTxt\&date\&stk..txt" recfm=v TRUNCOVER;
input tq tm oex pask vbid con bask bbid adpt bdpt;
*find best Ask, Bid, and total NBBO depth*;
if tq='Q' then do;
Expnt=index(exchL,oex);
if pask<=0 then ExAsk(Expnt)=99999;
else ExAsk(Expnt)=pask;
ExAsk(Expnt)=pask;
Exbid(Expnt)=vbid;
Xadpth(Expnt)=adpt;
Xbdpth(Expnt)=bdpt;
end;
minask=min(of ExAsk[*]);
maxbid=max(of Exbid[*]);
do i=1 to 17;
if (ExAsk(i)<=minask+eps) and (ExAsk(i)>=minask-eps) then BaskDpth=BaskDpth+Xadpth(i);
if (Exbid(i)<=maxbid+eps) and (Exbid(i)>=maxbid-eps) then BbidDpth=BbidDpth+xbdpth(i);
end;
if _n_>25 then stop;
run;
%mend StkRun;
Then your data step might be able to generate the macro call like this instead. It is not clear where the current code is getting the value of the DATE macro variable so let's just tell it to use the value of whatever DATE macro variable already exists as the value for the DATE parameter to the macro. I am not sure what the other variable read in the step that reads STK is for as it is not used by the STKRUN macro.
put '%stkrun(date=&date,' stk = ');' ;
