I noticed a mistake in my original post: it should be "y=opening_time - x;", before it stated "y=opening_time;". The Loop does not refer to "opening_time". I adjusted it as shown below. It seems to be working. I'll confirm tomorrow and let you know, thanks! data loop; obs=0; do until (opening_trade=2); set tbl_1; end; output; _t=opening_time; do until (opening_trade=2); set tbl_1; if _t-500 < nbbo_time < _t then _obs+1; end; do until (opening_trade=2); set tbl_1; obs=ifn(opening_trade=2,_obs,.); output; end; drop _:; run;
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