最笨最容易想到的，创建一个数据集再datastep merge.
你的数据第一列是日期，我想可以用time series补齐.
data stock;
        input date date9. stock $ price;
        datalines;
01JUN2010 A 10.1
02JUN2010 A 10.2
04JUN2010 A 11.1
01JUN2010 B 45.1
02JUN2010 B 43.2
03JUN2010 B 42.1
01JUN2010 C 24.1
03JUN2010 C 23.2
04JUN2010 C 22.1
;
run;
proc sort data = stock;
        by stock date;
run;

proc timeseries data=stock out=want;
        id date interval=day accumulate=total setmissing = missing;
        var price;
        by stock;
        format date date9.;
run;

谢谢楼上大神！我这台电脑跑不了SAS，回学校后若成功了马上来反馈！


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验证有效！！

*你可以在sas.communities找到类似的问题;
data old;
do id=49,129,185;
  do monthi=1 to 12;
    lprice=-3-ranuni(0);
    output;
    end;
  end;
run;

data oldmiss;
set old;
if id=49 and monthi=10 then delete;
if id=129 and monthi in (2,3) then delete;
if id=185 and monthi in (5,6,7,8) then delete;
run;

proc print data=oldmiss;
title "Original raw data with month gaps";
run;


data new;
set oldmiss;
by id monthi;
if _N_=1 or first.id then do;
  month=1;
  end;
else do;
  month+1;
  end;
if month<monthi then do;
  lprice_hold=lprice;
  monthi_hold=monthi;
  do i=1 to monthi-month;
    lprice=0; monthi=month;
    output;
    month=month+1;
    end;
  lprice=lprice_hold;
  monthi=monthi_hold;
  output;
  end;
else output;
drop i monthi_hold lprice_hold month;
run;

学习了