Date:         Mon, 18 Dec 2006 10:52:52 -0500
Reply-To:     wing wah <wing.tham03@PHD.WBS.AC.UK>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         wing wah <wing.tham03@PHD.WBS.AC.UK>
Subject:      storing numbers of observations in splitted files

Hello folks,


I am doing some exercise on foreign exchange market. There are three
currencies pair in my data. The data is huge and i am trying to split them
into files by using date as an index. I also want to count the number of
observations in each of these splitted files and stored them for future
use.

 I am rather poor in sas and this what i have written. There must be an
easy way to count and save the number of observations according to the
currency pair and the corresponding date. Can someone advise me on how i
can save the number of observations indexed by the currency pairs and
dates?  Thank you in advance.

%let C=eur_gbp@eur_usd@gbp_usd; /*three currency pairs*/

/*macro to count the number of observations and stored them*/
%macro nobs(data,name);
  %global &name;
  data _null_;
   if 0 then set &data nobs=count;
   call symput ("&name",left(put(count,8.)));
    stop;
  run;
%mend nobs;

/*macro to split a big file into smaller files indexed according to their
dates for the three currency pairs*/

%macro day;
%do ic=1 %to 3;

proc sort data = lob.%scan(&C,&ic,@)_new_bid ( keep = date ) out = w
nodupkey ; by date ; run ;

data _null_ ;

call execute ( "data " ) ;
do until ( eof ) ;
set  w end = eof nobs=count;
call execute ( "lob.%scan(&C,&ic,@)_bid_" || put ( date,  5. ) ) ;
end ;
call execute ( "; set lob.%scan(&C,&ic,@)_new_bid ; select ( date ) ;" ) ;

eof = 0 ;
do until ( eof ) ;
set w end = eof nobs=count;
call execute ( "when (" || put (date,  5.) || ") output " || "lob.%scan
(&C,&ic,@)_bid_" || put (date,  5.) || ";" ) ;
end ;
call execute ( "otherwise error ; end ; run ; " ) ;

stop ;
run ;

%end;
%mend;
%day;