Hello Friends, I am running the following code to get best buy and sell prices for 30th seconds and 1st minute.
Libname Snap "F:\Wins Snap";
Libname MidQt "F:\MidQuote";
%Macro MidQuote1(d);
%Macro Midquote2(Stock);
Data MidQt.&Stock._MQ_&d; Set Snap.Snap_&Stock._&d;
Keep Sec1 BB_OrdPrice BS_OrdPrice;
run;
proc sort data=MidQt.&Stock._MQ_&d noduprecs;
by Sec1;
Run;
proc sql;
create table MidQt.&Stock._MQ_&d._Final as
select *,
(select BB_OrdPrice from MidQt.&Stock._MQ_&d where Sec1=a.Sec1+'00:00:30't ) as BBP30,
(select BB_OrdPrice from MidQt.&Stock._MQ_&d where Sec1=a.Sec1+'00:01:00't ) as BBP60,
(select BS_OrdPrice from MidQt.&Stock._MQ_&d where Sec1=a.Sec1+'00:00:30't ) as BSP30,
(select BS_OrdPrice from MidQt.&Stock._MQ_&d where Sec1=a.Sec1+'00:01:00't ) as BSP60,
from MidQt.&Stock._MQ_&d as a;
quit;
%Mend Midquote2;
%Midquote2(ACC);
%Mend Midquote1;
%Midquote1(01032013);
After Running the code I am getting the following errors:
NOTE: Line generated by the invoked macro "MIDQUOTE2". 3 BS_OrdPrice from MidQt.&Stock._MQ_&d where Sec1=a.Sec1+'00:01:00't ) as BSP60, from 3 ! MidQt.&Stock._MQ_&d as a; quit; - 22 76 ERROR 22-322: Syntax error, expecting one of the following: a quoted string, ',', AS, FORMAT, FROM, INFORMAT, INTO, LABEL, LEN, LENGTH, TRANSCODE.
ERROR 76-322: Syntax error, statement will be ignored.
NOTE: The SAS System stopped processing this step because of errors. NOTE: PROCEDURE SQL used (Total process time): real time 0.01 seconds cpu time 0.01 seconds
NOTE: Line generated by the macro variable "D". 1 MidQt.ACC_MQ_01032013 ----- 22
ERROR 22-322: Syntax error, expecting one of the following: !, !!, &, (, *, **, +, ',', -, /, <, <=, <>, =, >, >=, ?, AND, BETWEEN, CONTAINS, EQ, EQT, FROM, GE, GET, GT, GTT, LE, LET, LIKE, LT, LTT, NE, NET, OR, ^=, |, ||, ~=.
Please help me in correcting it.
I have created it in macro as I have to run it for 50 stocks and 125 Days.
Thanks in Advance.
Ritesh
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