As mentioned I tried formatting the Excel rows as numbers and that didn't get rid of the green triangle errors. Yes, I'm using EG and it doesn't have a problem with column headings containing only numbers. When you say the LABELS option do you mean DBLABEL=YES? My column headers don't have labels, and I could create them but it's not really practical because there are so many columns, and aren't labels always stored as text anyway? I want SAS to recognise that the column headings are numbers rather than text, so that they are sent to Excel as numbers.
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