CODE: Data New;   merge WORK.COMBINED _EXP2_.TRADES_22FEB2010;   by symbol time; Run; ISSUE: want to merge two data sets so that there are unique entries for each time by symbol, such that at each "TIME" there is a row in each data set with 120 unique "SYMBOL". ERROR: BY variables are not properly sorted on data set WORK.COMBINED. time=57599970 symbol=MELI best_hft_bid=40.78 best_nonhft_bid=40.91 best_hft_ask=41.04 best_nonhft_ask=40.93 hft_bsize=1200 hft_asize=3100 nonhft_bsize=100 nonhft_asize=2839 date=22FEB2010 shares=50 buysell=B price=36.8300 type=NN FIRST.symbol=0 LAST.symbol=0 _ERROR_=1 _N_=505346 NOTE: MERGE statement has more than one data set with repeats of BY values. NOTE: The SAS System stopped processing this step because of errors. NOTE: There were 29127 observations read from the data set WORK.COMBINED. NOTE: There were 480364 observations read from the data set _EXP2_.TRADES_22FEB2010. WARNING: The data set WORK.NEW may be incomplete.  When this step was stopped there were 505345          observations and 15 variables. WARNING: Data set WORK.NEW was not replaced because this step was stopped. ... View more