yes, this is great. Thank you! Thanks both of you, you were both correct. I don't know why I was making it more complicated than it needed to be.  It works very well now: 449 450  DATA scratch.taq2; 451  format date yymmddn8. txtdate $8. symbol $10. time TIME8.; 452  set taq1; 453 454  declare hash wcthash; 455 456  if ('10:00't le acttims < '15:30't) then do; 457      *need date as text to use as title of dataset; 458      txtdate=PUT(actdats, yymmddn8.); 459 460 461      date= actdats; 462      time= INTNX('minutes',acttims,-15); 463      price =.; 464 465 466      mystring = 'wtaq.WCT_'||txtdate||' (where=(symbol='''||symbol||'''))'; 467 468      wcthash = _new_ hash(dataset: mystring, multidata:'yes'); 469      wcthash.DefineKey("date","time"); 470      wcthash.DefineData("date","time","price"); 471      wcthash.DefineDone(); 472 473 474      do while (time < acttims); 475          rc=wcthash.find(); 476          if rc=0 then output; 477          if rc=0 then time = acttims; 478          else time = INTNX('second',time,1); 479      end; 480 481      rc = wcthash.delete(); 482  end; 483  RUN; NOTE: There were 7790 observations read from the data set WTAQ.WCT_20030520.       WHERE symbol='IBM       '; NOTE: There were 10457 observations read from the data set WTAQ.WCT_20050720.       WHERE symbol='IBM       '; NOTE: There were 9011 observations read from the data set WTAQ.WCT_20060403.       WHERE symbol='IBM       '; NOTE: There were 10400 observations read from the data set WTAQ.WCT_20060421.       WHERE symbol='IBM       '; NOTE: There were 35566 observations read from the data set WTAQ.WCT_20080421.       WHERE symbol='IBM       '; NOTE: There were 56548 observations read from the data set WTAQ.WCT_20090720.       WHERE symbol='IBM       '; NOTE: There were 2520 observations read from the data set WTAQ.WCT_20031224.       WHERE symbol='IBM       '; NOTE: There were 8958 observations read from the data set WTAQ.WCT_20050615.       WHERE symbol='IBM       '; NOTE: There were 16688 observations read from the data set WTAQ.WCT_20060419.       WHERE symbol='IBM       '; NOTE: There were 9721 observations read from the data set WTAQ.WCT_20050506.       WHERE symbol='IBM       '; NOTE: There were 10 observations read from the data set WORK.TAQ1. NOTE: The data set SCRATCH.TAQ2 has 10 observations and 11 variables. NOTE: DATA statement used (Total process time):       real time           3.07 seconds       cpu time            0.16 seconds ... View more