data have;
id=1; date="01jan15"d; hour=3; minute=4; price=12; volume=16; output;
id=1; date="01jan15"d; hour=3; minute=5; price=16; volume=20; output;
id=1; date="01jan15"d; hour=3; minute=10; price=8; volume=4; output;
id=1; date="01jan15"d; hour=5; minute=10; price=7; volume=25; output;
format date date9.;
run;
data want;
merge have have(firstobs=2 rename=(id=_id date=_date hour=_hour minute=_minute));
output;
if id=_id then do;
do i=dhms(date,hour,minute,0)+60 to dhms(_date,_hour,_minute,0)-60 by 60;
date=datepart(i);hour=hour(timepart(i));minute=minute(timepart(i));price=.;volume=.;
output;
end;
end; format i datetime.;
drop _:;
run;
Xia Keshan
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