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I've two variables, one is time (hour, minute, second) format and the other is price. I'm interested in determing the max & min values at every 10 mins interval and compute the changes between these two values.

I've the macros that does time interval already but i need to create another variable (changes) to see how prices has changed between highest and lowest numbers at every 10 mins.

Finally, I need to add another condition to know if the price has reverved by half within 2 hours after spotting the jumps

Tags: Data, Mining, SAS

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