I appreciate your intent in providing example data. The forum guidelines discourage attachments for a number of reasons. I think that just got copied over from the error in #2. command is back in what you show in #6. I notice that that unwanted \ character at the end of the -local isin =. It is a fairly safe bet that the same error is cropping up repeatedly. Again, so you do not get overwhelming amounts of output and since apparently every single iteration is provoking an error, before the -runby- command I suggest you reduce the data set to a small number of observations (each observation at that point corresponds to a single. The error is arising inside program one_isin, but without the -verbose- option, the error messages are suppressed. If that doesn't solve the problem, please re-run adding the -verbose- option to the -runby- command so we can see where the error is coming from. If you still get errors, try the -verbose- option described in the preceding paragraph to help diagnose the problem. I must have accidently hit the \ key at some point while I was reviewing what I wrote before posting it. It does not appear in my original code stored on my computer. I'm not sure how that \ character got there. Remove that, and, if there are no other errors, it should be OK. The \ character at the end of the -local isin = subinstr(.- command is a typo and is causing an error. However, in this case, I can probably spare you that trouble because I see an error already. The error messages you get this way will probably help you identify what is going wrong inside one_isin. (With 1,992 groups the output is likely to be enormous, and since apparently the error, whatever it is, applies to all 1,992 files, likely you can get all the helpful information if you first drop all but a small number of observations from the data set before the -runby. Then you will get output, including error messages. The general approach to finding it is to add the -verbose- option to the -runby- command. So there is something wrong in program one_isin.
OK, one thing that -runby- does, by default, is suppress all output, including error messages, from the program it runs.
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