Hi,
I would like to keep the last observation of the day per ISIN. Can someone please help? I have attached the sample SAS dataset here. Thanks.
proc sort data=have;
by isin date time;
run;
data want;
set have;
by isin date;
if last.date;
run;
If you sort by ISIN and day, then in a DATA step you can so something like this
data want;
set have;
by isin;
if last.isin;
run;
proc sort data=have;
by isin date time;
run;
data want;
set have;
by isin date;
if last.date;
run;
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