About aminkarimid

aminkarimid · ‎05-25-2017

Hello everybody; Here is a sample of my data: TRD_EVENT_DT TRD_EVENT_TM TRD_STCK_CD TRD_EVENT_ROUFOR CountedVOLUME IntradayVolume Volume adjusted_volume 2008-03-24 13:13:44 TRIR1 13:00 16170 16170 190275196 2008-03-24 12:12:03 ZMYD1 12:00 9950000 11882920 2008-03-24 12:13:08 ZMYD1 12:00 1912840 11862840 11882920 2008-03-24 13:13:44 ZMYD1 13:00 20080 20080 11882920 2008-03-29 09:29:44 CRBN1 9:30 1987674 61880278 2008-03-29 09:39:36 CRBN1 9:30 3108926 61880278 2008-03-29 09:39:36 CRBN1 9:30 7950000 61880278 2008-03-29 09:39:36 CRBN1 9:30 3519000 61880278 2008-03-29 09:39:58 CRBN1 9:30 420000 16985600 61880278 2.962628593 2008-03-29 09:55:20 CRBN1 10:00 1111500 1111500 61880278 0.193867846 2008-03-29 10:21:54 CRBN1 10:30 613500 613500 61880278 0.107006679 2008-03-29 11:04:26 CRBN1 11:00 740500 740500 61880278 0.129158021 2008-03-29 11:32:37 CRBN1 11:30 2386500 2386500 61880278 0.416253364 2008-03-29 12:12:20 CRBN1 12:00 15060000 15060000 61880278 2.626765414 2008-03-29 12:22:39 CRBN1 12:30 544027 61880278 2008-03-29 12:27:56 CRBN1 12:30 1989000 61880278 2008-03-29 12:28:47 CRBN1 12:30 1509600 61880278 2008-03-29 12:29:01 CRBN1 12:30 10990551 15033178 61880278 2.62208712 2008-03-29 09:47:34 CRBN1 10:00 9949500 9949500 61880278 1.735391931 2008-03-29 13:09:22 CRBN1 13:00 14840 14840 61880278 0.002588393 2008-03-29 11:20:12 DADE1 11:30 1883805 97539198 2008-03-29 11:23:22 DADE1 11:30 4523760 97539198 2008-03-29 11:23:26 DADE1 11:30 14841000 97539198 2008-03-29 11:23:29 DADE1 11:30 16800000 97539198 2008-03-29 11:23:33 DADE1 11:30 8400000 97539198 2008-03-29 11:23:36 DADE1 11:30 16810000 97539198 2008-03-29 11:23:39 DADE1 11:30 16810000 97539198 2008-03-29 11:23:43 DADE1 11:30 16810000 96878565 97539198 4.158915378 2008-03-29 11:46:16 DADE1 12:00 660633 660633 97539198 0.028360419 2008-03-29 13:09:22 DADE1 13:00 16670 16670 97539198 0.000715629 2008-03-29 09:55:07 DALZ1 10:00 6583860 6583860 59995540 0.591979248 2008-03-29 11:44:29 DALZ1 11:30 7556160 7556160 59995540 0.679402344 2008-03-29 11:48:10 DALZ1 12:00 34743520 34743520 59995540 3.123918619 2008-03-29 10:35:22 DALZ1 10:30 11112000 11112000 59995540 0.999121094 2008-03-29 13:09:22 DALZ1 13:00 91100 91100 59995540 0.008191139 2008-03-29 09:56:18 DJBR1 10:00 2487012 34608420 2008-03-29 09:57:11 DJBR1 10:00 3977721 34608420 2008-03-29 09:57:27 DJBR1 10:00 3977721 10442454 34608420 1.002876735 2008-03-29 11:08:21 DJBR1 11:00 1977624 1977624 34608420 0.189927875 2008-03-29 11:38:53 DJBR1 11:30 22188342 22188342 34608420 2.130933205 2008-03-29 13:09:22 DJBR1 13:00 74920 74920 34608420 0.007195198 2008-03-29 13:09:22 DLGM1 13:00 37910 37910 2434051587 2008-03-29 11:09:19 DRZK1 11:00 1977036 1977036 1977036 1.621039513 2008-03-29 13:09:22 DRZK1 13:00 147530 147530 1977036 0.120964899 2008-03-29 09:13:32 DSIN1 9:00 1169900 2339800 2008-03-29 09:14:00 DSIN1 9:00 584950 1754850 2339800 0.031078709 2008-03-29 09:39:48 DSIN1 9:30 584950 584950 2339800 0.01035957 2008-03-29 13:09:22 DSIN1 13:00 114710 114710 2339800 0.002031535 2008-03-29 10:56:30 DSOB1 11:00 1988000 1988000 124000000 0.020678414 2008-03-29 11:15:33 DSOB1 11:30 4472000 4472000 124000000 0.04651603 2008-03-29 12:27:07 DSOB1 12:30 10000000 124000000 The CONTENTS Procedure: Alphabetic List of Variables and Attributes # Variable Type Len Format Informat Label 5 6 1 4 2 3 7 8 CountedVOLUME Num 8 IntradayVolume Num 8 TRD_EVENT_DT Char 10 $10. $10. TRD_EVENT_DT TRD_EVENT_ROUFOR Char 5 TRD_EVENT_TM Char 8 $8. $8. TRD_EVENT_TM TRD_STCK_CD Char 5 $5. $5. TRD_STCK_CD Volume Num 8 Volume adjusted_volume Num 8 varaibles: TRD_STCK_CD = name; TRD_EVENT_TM = time; TRD_EVENT_ROUFOR = The time variable (TRD_EVENT_TM) that has been rounded to half an hour periods. I categorized this data in half an hour periods: First half an hour: 9:00 <<CountedVOLUME < 9:30 Second half an hour: 9:30 << CountedVOLUME < 10:00 Third half an hour: 10:00 << CountedVOLUME < 10:30 Fourth half an hour: 10:30 << CountedVOLUME < 11 Fifth half an hour: 11:00 << CountedVOLUME< 11:30 Sixth half an hour: 11:30 << CountedVOLUME < 12 Seventh half an hour: 12:00 << CountedVOLUME << 12:30 Eights half an hour: 12:30 <<CountedVOLUME << 13:00. I want to analyze this data by the regression specified below: adjusted_volume = intercept + dummy var_1 [First half an hour] + dummy var_2 [Socend half an hour] + dummy var_3 [Third half an hour] + dummy var_4 [Fourth half an hour] + dummy var_5 [Fifth half an hour] + dummy var_6 [Sixth half an hour] + Residual How can I run this regression using SAS? Thanks.

aminkarimid · ‎05-23-2017

Hello everybody; I have existing dataset sampledata87_02 which has space in variables name like below; Trade Date Now I am trying to using this dataset and wants to rename all above variables... . How can I do that? I am using this logic but its not working. data sampledata87_02; set sampledata87_02; rename 'Trade Date'n=Trade_Date; run; The log is: 168 data sampledata87_02; 169 set sampledata87_02; 170 rename 171 'Trade Date'n=Trade_Date; ------------- 24 ERROR 24-322: Variable name is not valid. 172 run; WARNING: The variable Trade Date in the DROP, KEEP, or RENAME list has never been referenced. NOTE: The SAS System stopped processing this step because of errors. WARNING: The data set WORK.SAMPLEDATA87_02 may be incomplete. When this step was stopped there were 0 observations and 18 variables. WARNING: Data set WORK.SAMPLEDATA87_02 was not replaced because this step was stopped. NOTE: DATA statement used (Total process time): real time 0.03 seconds cpu time 0.01 seconds Thanks.

aminkarimid · ‎05-22-2017

I have two tables. Table01: date name time volume1 intraday 24/03/2008 abc 10:00 100 . 24/03/2008 abc 10:00 120 . 24/03/2008 abc 10:00 100 320 24/03/2008 abc 11:00 200 . 24/03/2008 abc 11:00 250 450 24/03/2008 abc 12:30 110 . 24/03/2008 abc 12:30 120 230 24/03/2008 xyz 09:30 250 . 24/03/2008 xyz 09:30 240 . 24/03/2008 xyz 09:30 170 660 24/03/2008 xyz 10:00 180 . 24/03/2008 xyz 10:00 140 . 24/03/2008 xyz 10:00 110 430 24/03/2008 xyz 12:00 90 90 25/03/2008 abc 09:30 110 . 25/03/2008 abc 09:30 210 . 25/03/2008 abc 09:30 100 420 25/03/2008 abc 10:00 100 100 25/03/2008 abc 11:00 210 . 25/03/2008 abc 11:00 220 . 25/03/2008 abc 11:00 260 690 25/03/2008 asdf 11:00 150 25/03/2008 asdf 11:00 100 250 25/03/2008 asdf 12:30 110 . 25/03/2008 asdf 12:30 200 . 25/03/2008 asdf 12:30 260 570 25/03/2008 xyz 09:00 300 300 25/03/2008 xyz 09:30 250 . 25/03/2008 xyz 09:30 170 . 25/03/2008 xyz 09:30 170 590 25/03/2008 xyz 11:30 200 200 Table02: date name Trade volume2 24-Mar-2008 abc 10 1000 24-Mar-2008 asd 20 1180 24-Mar-2008 xyz 15 1500 24-Mar-2008 qwe 30 2000 25-Mar-2008 zxc 10 900 25-Mar-2008 abc 15 1210 25-Mar-2008 xyz 25 1090 25-Mar-2008 fgh 15 1340 26-Mar-2008 abc 12 1250 I want to merge data such as below: Table03: date name time volume1 intraday volume2 24/03/2008 abc 10:00 100 . . 24/03/2008 abc 10:00 120 . . 24/03/2008 abc 10:00 100 320 . 24/03/2008 abc 11:00 200 . . 24/03/2008 abc 11:00 250 450 . 24/03/2008 abc 12:30 110 . . 24/03/2008 abc 12:30 120 230 1000 24/03/2008 xyz 09:30 250 . . 24/03/2008 xyz 09:30 240 . . 24/03/2008 xyz 09:30 170 660 . 24/03/2008 xyz 10:00 180 . . 24/03/2008 xyz 10:00 140 . . 24/03/2008 xyz 10:00 110 430 . 24/03/2008 xyz 12:00 90 90 1180 25/03/2008 abc 09:30 110 . . 25/03/2008 abc 09:30 210 . . 25/03/2008 abc 09:30 100 420 . 25/03/2008 abc 10:00 100 100 . 25/03/2008 abc 11:00 210 . . 25/03/2008 abc 11:00 220 . . 25/03/2008 abc 11:00 260 690 1210 25/03/2008 xyz 09:00 300 300 . 25/03/2008 xyz 09:30 250 . . 25/03/2008 xyz 09:30 170 . . 25/03/2008 xyz 09:30 170 590 . 25/03/2008 xyz 11:30 200 200 1090 How can I make the table03 by merging data? Thank you

aminkarimid · ‎05-22-2017

How can I do that?

aminkarimid · ‎05-22-2017

Hello everybody; I have two tables. One of them is in excel and the other one is in access. The excel file has name, date and volume1 variables. The access file has name, date and volume2 variables. I want to merge them by name & date. In other word, I want that SAS find the same date and name, and then merge volume1 & volume 2 variables. There is missing data in the excel file. How can I do that? Thank you.

aminkarimid · ‎05-21-2017

Hello; For current date: Length=10 Format=$10. Informat=$10. The output of Ksharp's code has the information below for date: Length=8 Format=DATE9. Informat=9.

aminkarimid · ‎05-21-2017

I have used exactly Ksharp's codes. I know that the code run very well for the numbers that have been shown in the previous post. But I want to use it for calculating all numbers. I know that error is about the variable formats. But I don't know how can I change it and which format is suitable.

aminkarimid · ‎05-21-2017

Thank you Ksharp, But it shows errors: ERROR: Expression using subtraction (-) requires numeric types. ERROR: Expression using equals (=) has components that are of different data types. Please help me.

aminkarimid · ‎05-19-2017

Hello everybody; I have this table that has been shown below: IntradayVolume (The volume of trade of a specific equity in a specific time of the day) = sum (volume) based on date, name and time; DailyVolume (The volume of trade of a specific equity in a specific day) = sum (IntradayVolume) based on date and name. date name time volume IntradayVolume DailyVolume 3/24/2008 abc 10:00 100 . . 3/24/2008 abc 10:00 120 . . 3/24/2008 abc 10:00 100 320 . 3/24/2008 abc 11:00 200 . . 3/24/2008 abc 11:00 250 450 . 3/24/2008 abc 12:30 110 . . 3/24/2008 abc 12:30 120 230 1000 3/24/2008 xyz 9:30 250 . . 3/24/2008 xyz 9:30 240 . . 3/24/2008 xyz 9:30 170 660 . 3/24/2008 xyz 10:00 180 . . 3/24/2008 xyz 10:00 140 . . 3/24/2008 xyz 10:00 110 430 . 3/24/2008 xyz 12:00 90 90 1180 3/25/2008 abc 9:30 110 . . 3/25/2008 abc 9:30 210 . . 3/25/2008 abc 9:30 100 420 . 3/25/2008 abc 10:00 100 100 . 3/25/2008 abc 11:00 210 . . 3/25/2008 abc 11:00 220 . . 3/25/2008 abc 11:00 260 9:00 1210 3/25/2008 xyz 9:00 300 300 . 3/25/2008 xyz 9:30 250 . . 3/25/2008 xyz 9:30 170 . . 3/25/2008 xyz 9:30 170 590 . 3/25/2008 xyz 11:30 200 200 1090 Now, I want to calculate this formula: Adjusted volume = IntradayVolume (based on a specific time of today) / DailyVolume (based on Previous day) So I will have this table that has been shown below: date name time volume IntradayVolume DailyVolume AdjustedVolume 3/24/2008 abc 10:00 100 . . . 3/24/2008 abc 10:00 120 . . . 3/24/2008 abc 10:00 100 320 . . 3/24/2008 abc 11:00 200 . . . 3/24/2008 abc 11:00 250 450 . . 3/24/2008 abc 12:30 110 . . . 3/24/2008 abc 12:30 120 230 1000 . 3/24/2008 xyz 9:30 250 . . . 3/24/2008 xyz 9:30 240 . . . 3/24/2008 xyz 9:30 170 660 . . 3/24/2008 xyz 10:00 180 . . . 3/24/2008 xyz 10:00 140 . . . 3/24/2008 xyz 10:00 110 430 . . 3/24/2008 xyz 12:00 90 90 1180 . 3/25/2008 abc 9:30 110 . . . 3/25/2008 abc 9:30 210 . . . 3/25/2008 abc 9:30 100 420 . 0.42 3/25/2008 abc 10:00 100 100 . 0.1 3/25/2008 abc 11:00 210 . . . 3/25/2008 abc 11:00 220 . . . 3/25/2008 abc 11:00 260 690 1210 0.69 3/25/2008 xyz 9:00 300 300 . 0.254237288 3/25/2008 xyz 9:30 250 . . . 3/25/2008 xyz 9:30 170 . . . 3/25/2008 xyz 9:30 170 590 . 0.5 3/25/2008 xyz 11:30 200 200 1090 0.169491525 I have calculated IntradayVolume & DailyVolume variables in SAS. How can I calculate 'Adjusted volume' varaible using SAS? Thanks.

aminkarimid · ‎05-19-2017

The solution is: DATA Sampledata87_SumVolSo; SET Sampledata87_SumVol; BY TRD_EVENT_DT TRD_STCK_CD notsorted; FORMAT TRD_STCK_CD $5.; INFORMAT TRD_STCK_CD $5.; RETAIN tmp_volume_sum; tmp_volume_sum + VOLUME; IF last.TRD_STCK_CD THEN DO; VOLUME_SUM = tmp_volume_sum; CALL missing(tmp_volume_sum); END; DROP tmp_:; RUN;

aminkarimid · ‎05-19-2017

Let me show you an example: Here is a first data set: TRD_EVENT_DT TRD_EVENT_TM TRD_STCK_CD TRD_PR TRD_TUROVR TRD_EVENT_ROUFOR VOLUME 3/24/2008 13:13:44 ALBZ1 1567 10 13:00 15670 3/24/2008 12:20:38 AZAB1 683 10000 12:30 6830000 3/24/2008 13:13:44 AZAB1 695 10 13:00 6950 3/24/2008 9:14:57 BALI1 850 9260 9:00 7871000 3/24/2008 9:15:06 BALI1 850 2000 9:30 1700000 3/24/2008 9:15:14 BALI1 850 10000 9:30 8500000 3/24/2008 9:15:24 BALI1 850 6000 9:30 5100000 3/24/2008 9:29:27 BALI1 850 10000 9:30 8500000 3/24/2008 12:28:00 BALIl 850 10000 12:30 8500000 3/24/2008 12:28:07 BALIl 850 10000 12:30 8500000 3/24/2008 13:13:44 BALI1 865 10 13:00 8650 4/24/2008 12:28:01 ALBZ1 1537 10000 12:30 15370000 4/24/2008 13:13:44 ALBZ1 1567 10 13:00 15670 4/24/2008 12:20:38 AZAB1 683 10000 12:30 6830000 4/24/2008 13:13:44 AZAB1 695 10 13:00 6950 4/24/2008 9:14:57 BALI1 850 9260 9:00 7871000 4/24/2008 9:15:06 BALI1 850 2000 9:30 1700000 4/24/2008 9:15:14 BALI1 850 10000 9:30 8500000 4/24/2008 9:15:24 BALI1 850 6000 9:30 5100000 4/24/2008 9:29:27 BALI1 850 10000 9:30 8500000 4/24/2008 12:28:00 BALIl 850 10000 12:30 8500000 4/24/2008 12:28:07 BALIl 850 10000 12:30 8500000 4/24/2008 13:13:44 BALI1 865 10 13:00 8650 And I need this table: TRD_EVENT_DT TRD_EVENT_TM TRD_STCK_CD TRD_PR TRD_TUROVR TRD_EVENT_ROUFOR VOLUME VOLUME_SUM 3/24/2008 13:13:44 ALBZ1 1567 10 13:00 15670 15385670 3/24/2008 12:20:38 AZAB1 683 10000 12:30 6830000 3/24/2008 13:13:44 AZAB1 695 10 13:00 6950 6836950 3/24/2008 9:14:57 BALI1 850 9260 9:00 7871000 3/24/2008 9:15:06 BALI1 850 2000 9:30 1700000 3/24/2008 9:15:14 BALI1 850 10000 9:30 8500000 3/24/2008 9:15:24 BALI1 850 6000 9:30 5100000 3/24/2008 9:29:27 BALI1 850 10000 9:30 8500000 3/24/2008 12:28:00 BALIl 850 10000 12:30 8500000 3/24/2008 12:28:07 BALIl 850 10000 12:30 8500000 3/24/2008 13:13:44 BALI1 865 10 13:00 8650 48679650 4/24/2008 12:28:01 ALBZ1 1537 10000 12:30 15370000 4/24/2008 13:13:44 ALBZ1 1567 10 13:00 15670 15385670 4/24/2008 12:20:38 AZAB1 683 10000 12:30 6830000 4/24/2008 13:13:44 AZAB1 695 10 13:00 6950 6836950 4/24/2008 9:14:57 BALI1 850 9260 9:00 7871000 4/24/2008 9:15:06 BALI1 850 2000 9:30 1700000 4/24/2008 9:15:14 BALI1 850 10000 9:30 8500000 4/24/2008 9:15:24 BALI1 850 6000 9:30 5100000 4/24/2008 9:29:27 BALI1 850 10000 9:30 8500000 4/24/2008 12:28:00 BALIl 850 10000 12:30 8500000 4/24/2008 12:28:07 BALIl 850 10000 12:30 8500000 4/24/2008 13:13:44 BALI1 865 10 13:00 8650 48679650 Please pay attention to last col. It has been generated by summing volumes that have just same TRD_STCK_CD var. So each TRD_STCK_CD obs. has just one Volume_Sum data.

aminkarimid · ‎05-19-2017

Thank you RW9. But I don't want to sort my data by TRD_STCK_CD. First I want to sort my data by date, and second I want to formulate data based on name (TRD_STCK_CD). But I don't want sort them by TRD_STCK_CD var.

aminkarimid · ‎05-19-2017

Hello every body. I use this code for formulating volume of trades. I need sorting my data by date (TRD_EVENT_DT var.) and then use the formula for calcuating the volume of trades of each stock (based on TRD_STCK_CD var. (text var.)). /*Sort by TRD_STCK_CD and temporal variables.*/ PROC SORT DATA=Sampledata87_RT OUT=Sampledata87_SumVol; BY TRD_EVENT_DT; RUN; /*Sum VOLUME until the last of each TRD_STCK_CD is reached.*/ DATA Sampledata87_SumVolSo; SET Sampledata87_SumVol; BY TRD_EVENT_DT TRD_EVENT_DT; FORMAT TRD_STCK_CD $5.; INFORMAT TRD_STCK_CD $5.; RETAIN tmp_volume_sum; tmp_volume_sum + VOLUME; IF last.TRD_STCK_CD THEN DO; VOLUME_SUM = tmp_volume_sum; CALL missing(tmp_volume_sum); END; DROP tmp_:; RUN; But the result is: NOTE: Variable last.TRD_STCK_CD is uninitialized. NOTE: There were 42948 observations read from the data set WORK.SAMPLEDATA87_SUMVOL. NOTE: The data set WORK.SAMPLEDATA87_SUMVOLSO has 42948 observations and 15 variables. NOTE: DATA statement used (Total process time): real time 0.04 seconds cpu time 0.04 seconds Thanks for your help.

aminkarimid · ‎05-18-2017

Here is another solution: http://stackoverflow.com/a/44034569/7996949 /*Sort by TRD_STCK_CD and temporal variables.*/ proc sort data=have out=have_sorted; by TRD_STCK_CD TRD_EVENT_DT TRD_EVENT_TM; run; /*Sum VOLUME until the last of each TRD_STCK_CD is reached.*/ data want; set have_sorted; by TRD_STCK_CD TRD_EVENT_DT TRD_EVENT_TM; retain tmp_volume_sum; tmp_volume_sum + VOLUME; if last.TRD_STCK_CD then do; Volume_Sum = tmp_volume_sum; call missing(tmp_volume_sum); end; drop tmp_:; run; Thank you.

aminkarimid · ‎05-17-2017

Thank you so much Shmuel, But the final results is wrong. I have described it below, in next post. Thanks for your attention.

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