SAS里面有一个时间序列的，进去找一下，至于累加的话，那要涉及到SAS编程了，不过好像也看到过有人用里面的模块实现的，这个我没试过，可以的话就不用学编程了

我发个程序给你，我的想法是把分钟数拿来归类，希望能帮上你。。。


data work.a;
    LENGTH companyId 8 sasDate 8 sasTime 8 accumulateQty 8 exchangeQty 8 exchangePrice 8 time 8;
infile datalines delimiter=' ';
input companyId sasDate sasTime accumulateQty exchangeQty exchangePrice time:TIME.;  
datalines;
1102 15614 33241 100 37 9 09:14
1102 15614 33441 101 1 9 09:17
1102 15614 33561 102 1 9.05 09:19
1102 15614 34002 103 1 9.05 09:27
1102 15614 34082 108 5 9.1 09:28
1102 15614 34122 109 1 9.1 09:29
1102 15614 34162 110 1 9.15 09:30
1102 15614 34242 113 3 9.15 09:31
1102 15614 34322 134 21 9.15 09:32
1102 15614 34362 136 2 9.2 09:33
1102 15614 34442 149 13 9.2 09:34
1102 15614 34482 153 4 9.2 09:35
1102 15614 34522 173 20 9.15 09:36
1102 15614 34642 174 1 9.15 09:37
1102 15614 34842 179 5 9.15 09:41
1102 15614 35242 181 2 9.2 09:47
1102 15614 35282 192 11 9.2 09:48
1102 15614 35642 193 1 9.2 09:54
1102 15614 35722 194 1 9.2 09:55
1102 15614 35762 195 1 9.25 09:56
1102 15614 35802 204 9 9.25 09:57
;
run;

data work.b;
    set work.a;
    hour=PUT(INPUT(SUBSTR(put(time,hhmm5.),1,2),BEST12.),z2.);
    minute=SUBSTR(put(time,hhmm5.),LENGTH(put(time,hhmm5.))-1,2);
    IF  minute ge '01' AND minute le '05' THEN
        flag=1;
    ELSE IF minute ge '06' AND minute le '10' THEN
        flag=2;
    ELSE IF minute ge '11' AND minute le '15' THEN
        flag=3;
    ELSE IF minute ge '16' AND minute le '20' THEN
        flag=4;
    ELSE IF minute ge '21' AND minute le '25' THEN
        flag=5;
    ELSE IF minute ge '26' AND minute le '30' THEN
        flag=6;
    ELSE IF minute ge '31' AND minute le '35' THEN
        flag=7;
    ELSE IF minute ge '36' AND minute le '40' THEN
        flag=8;
    ELSE IF minute ge '41' AND minute le '45' THEN
        flag=9;
    ELSE IF minute ge '46' AND minute le '50' THEN
        flag=10;
    ELSE IF minute ge '51' AND minute le '55' THEN
        flag=11;
    ELSE
        flag=12;
run;

PROC SUMMARY DATA=work.b nway;
    CLASS companyId sasDate hour flag;
    VAR exchangeQty exchangePrice;
    OUTPUT out=work.c(DROP=_FREQ_ _TYPE_) sum=;
RUN;

DATA work.d;
    SET work.c;
    length INFO $30;
    IF flag eq 1 THEN
        INFO=hour||":01~"||hour||":05累加成交量及成交价";
    ELSE IF flag eq 2 THEN
        INFO=hour||":06~"||hour||":10累加成交量及成交价";
    ELSE IF flag eq 3 THEN
        INFO=hour||":11~"||hour||":15累加成交量及成交价";
    ELSE IF flag eq 4 THEN
        INFO=hour||":16~"||hour||":20累加成交量及成交价";
    ELSE IF flag eq 5 THEN
        INFO=hour||":21~"||hour||":25累加成交量及成交价";
    ELSE IF flag eq 6 THEN
        INFO=hour||":26~"||hour||":30累加成交量及成交价";
    ELSE IF flag eq 7 THEN
        INFO=hour||":31~"||hour||":35累加成交量及成交价";
    ELSE IF flag eq 8 THEN
        INFO=hour||":36~"||hour||":40累加成交量及成交价";
    ELSE IF flag eq 9 THEN
        INFO=hour||":41~"||hour||":45累加成交量及成交价";
    ELSE IF flag eq 10 THEN
        INFO=hour||":46~"||hour||":50累加成交量及成交价";
    ELSE IF flag eq 11 THEN
        INFO=hour||":51~"||hour||":55累加成交量及成交价";
    ELSE IF flag eq 12 THEN
        INFO=hour||":56~"||TRIM(LEFT(hour+1))||":00累加成交量及成交价";

RUN;

思路：

1、导入数据

data work.a;
    LENGTH companyId 8 sasDate 8 sasTime 8 accumulateQty 8 exchangeQty 8 exchangePrice 8 time 8;
infile datalines delimiter=' ';
input companyId sasDate sasTime accumulateQty exchangeQty exchangePrice time:TIME.;  
datalines;
1102 15614 33241 100 37 9 09:14
1102 15614 33441 101 1 9 09:17
1102 15614 33561 102 1 9.05 09:19
1102 15614 34002 103 1 9.05 09:27
1102 15614 34082 108 5 9.1 09:28
1102 15614 34122 109 1 9.1 09:29
1102 15614 34162 110 1 9.15 09:30
1102 15614 34242 113 3 9.15 09:31
1102 15614 34322 134 21 9.15 09:32
1102 15614 34362 136 2 9.2 09:33
1102 15614 34442 149 13 9.2 09:34
1102 15614 34482 153 4 9.2 09:35
1102 15614 34522 173 20 9.15 09:36
1102 15614 34642 174 1 9.15 09:37
1102 15614 34842 179 5 9.15 09:41
1102 15614 35242 181 2 9.2 09:47
1102 15614 35282 192 11 9.2 09:48
1102 15614 35642 193 1 9.2 09:54
1102 15614 35722 194 1 9.2 09:55
1102 15614 35762 195 1 9.25 09:56
1102 15614 35802 204 9 9.25 09:57
;
run;

2、在原来的数据中增加一新变量，变量代表时间区间。

data b;
set a;
if time>=32400 and <=32700 then time1=1;
if time>=37600 and <=40000 then time1=2;
...
....
....
..
if time>=35760 and <=36000 then time1=n;
run;

3、以time1作为分类变量，分别对exchangeqty 和exchangeprice汇总。
proc means data=b n sum;
var exchangeqty exchangeprice;
class time1;
output out=c sum(exchangeqty)= sum(exchangeprice)=;
run;

非常感谢各位高手大大的帮忙，让我获益良多