How to keep the last observation of the day by firm id?

[bd_user_10]

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.

[PaigeMiller]

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;

[bd_user_10]

Hi PaigeMiller,
I have tried this before, it gives me the last observation-only per ISIN. It does not give me the last observation per day.

[Kurt_Bremser · Accepted solution]

proc sort data=have;
by isin date time;
run;

data want;
set have;
by isin date;
if last.date;
run;

[bd_user_10]

Thanks.