Hi Dorian,

The PROC MEANS might yield directly what you are looking for. Look in the online SAS help, and read about the statements maxid, minid, ...

Here is a SAS sample code for minid and maxid: http://sas.stat.ucl.ac.be/sasdiscute/doc/samples/base/bpg21r01.sas

I hope it will help.

Regards,

Catherine.

Dorian wrote: > Good morning, > > > I'm in need of some urgent advice on a SAS coding problem. I am trying > to locate the highest/lowest price (and associated event time) that > existed during the lifespan of an order. This is determined by > comparing the price of the order to those that occurred during the life > of the order and is done separately for two types of orders. > > Consider the following event dataset: > > Ohecode Time ohebs lo_price B1pr S1pr > > DGAE709 08:07:48 B 122.50 122.50 123.00 > TANA05T 08:07:50 B 121.50 122.50 123.00 > SGTIA05T 08:07:52 S 122.75 123.50 123.75 > GJCXEUT 08:07:55 B 122.00 121.00 121.50 > DGAE709 08:08:00 B 122.50 122.75 123.00 > SGTIA05T 08:08:10 S 122.75 121.75 122.00 > GUOLS5T 08:08:15 S 123.00 122.75 123.00 > TANA05T 08:09:50 B 121.50 122.75 123.00 > > I seek the following solution: > > Ohecode Time Best_price Event_time > > GJCXEUT 08:07:55 122.00 08:07:55 > DGAE709 08:08:00 123.50 08:07:52 > SGTIA05T 08:08:10 121.50 08:07:55 > GUOLS5T 08:08:15 123.00 08:08:15 > TANA05T 08:09:50 123.50 08:07:52 > > Please note that the "best_price" for each order is derived as > follows: > > If ohebs = 'B' then best_price (and associated event_time) for the > particular order is: > > First.time LE max(lo_price, B1pr) LE last.time. > > Else if ohebs = 'S' then best_price (and associated event_time) for > the particular order is: > > First.time LE min(lo_price, S1pr) LE last.time. > > Thanks for the assistance. > > Take care. > > Dorian