I have a market security price file from which I need to extract the last price for each security id.
I am grouping by security id, then sorting by date but I could not find a function that would filter the file to pull through the last record of each group i.e. the latest price for each security. Any ideas?
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I am grouping by security id, then sorting by date but I could not find a function that would filter the file to pull through the last record of each group i.e. the latest price for each security. Any ideas?
T