How can I rearrange this table using SAS or MS-Access? - ms-access

Question

I have a dataset on Microsoft Access and SAS of about a million option prices arranged with the following fields/columns:
DATE, COMPANY, PUT/CALL, PRICE
The PUT/CALL variable is an indicator variable that comes out as either PUT or CALL for each unique DATE-COMPANY combination.
Example with numbers:
DATE COMPANY PUT/CALL PRICE
2001/01/01 XOM PUT 10
2001/01/01 XOM CALL 12
2001/01/01 ABB PUT 11
2001/01/01 ABB CALL 13
What I need is for my table to be arranged with:
DATE, COMPANY, PUT PRICE, CALL PRICE
The above example with numbers, the output should be:
Example with numbers:
DATE COMPANY PUT PRICE CALL PRICE
2001/01/01 XOM 10 12
2001/01/01 ABB 11 13
Would someone know how I could use SAS, Microsoft Access or any other software to complete this?

Answer 1

The following works in Access:
SELECT
[DATE],
[COMPANY],
MAX(IIf([PUT/CALL]="PUT", [PRICE], NULL)) AS [PUT PRICE],
MAX(IIf([PUT/CALL]="CALL", [PRICE], NULL)) AS [CALL PRICE]
FROM [PRICES]
GROUP BY [DATE], [COMPANY];
Note that...
several of the column names have spaces or "funny characters" in them, and
DATE is a reserved word in Access,
...so the square brackets [] are important.

Answer 2

In SAS this is pretty easy.
Assuming your first table is a dataset named 'HAVE', and is sorted by date/company:
proc transpose data=have out=want suffix=price;
by date company;
id put_call;
var price;
run;
In Access (or SQL) you'd want to do a SQL query, something like this:
create table want as select date,company,
max(case when put_call='put' then price else null end) as put_price,
max(case when put_call='call' then price else null end) as call_price
from have group by date,company;
In SQL server you could probably do this with a pivot.