Hi all, I have a question regarding replacing missing values with previous value. I know that this topic has been covered but it seems I can't get it right. My dataset consists of Bid and Ask quotes and is sorted by date and time. I want to replace the missing quotes with the previous available but doing so separately for each date. For example I don't want the quote from the previous date to carry into the next. I tried the following code: data test2; set test1; by Date; retain Bidint; if first.date then do; if Bid>. then Bidint=Bid; end; But what it does it retaining only the first observation of each date. What I really want is to reset retain function at the beginning of each date. Thank you in advance
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