Hi guys,

I am currently sitting on an issue which I do not understand quite frankly. I used the tutorial from this website https://researchfinancial.wordpress....om-datastream/ (I am sorry if links to external websites are not allowed) to prepare my data for import into Stata.

However, when I import my data everything is fine, but once I want to merge a couple of datasets (merge 1:1) it does not allow it and tells me my
Code:
variables ISIN Date do not uniquely identify observations in the master data
I have found out that this issue does not come up if I tell Stata before the merge to drop missing values for example
Code:
drop if mi(book)
or I can use
Code:
joinby ISIN Date using "XX.dta"
without any issues

My dataset looks like this:

Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input str12 ISIN str4(Date company) long book
"AU0000XINAW3" "1990" "1330"       .
"AU0000XINAW3" "1991" "1330"       .
"AU0000XINAW3" "1992" "1330"       .
"AU0000XINAW3" "1993" "1330"       .
"AU0000XINAW3" "1994" "1330"       .
"AU0000XINAW3" "1995" "1330"       .
"AU0000XINAW3" "1996" "1330"       .
"AU0000XINAW3" "1997" "1330"       .
"AU0000XINAW3" "1998" "1330"       .
"AU0000XINAW3" "1999" "1330"       .
"AU0000XINAW3" "2000" "1330"       .
"AU0000XINAW3" "2001" "1330"       .
"AU0000XINAW3" "2002" "1330"       .
"AU0000XINAW3" "2003" "1330"       .
"AU0000XINAW3" "2004" "1330"       .
"AU0000XINAW3" "2005" "1330"   19276
"AU0000XINAW3" "2006" "1330"   27870
"AU0000XINAW3" "2007" "1330"   41582
"AU0000XINAW3" "2008" "1330"   54367
"AU0000XINAW3" "2009" "1330"   47430
"AU0000XINAW3" "2010" "1330"       .
"AU0000XINAW3" "2011" "1330"       .
"AU0000XINAW3" "2012" "1330"       .
"AU0000XINAW3" "2013" "1330"       .
"AU0000XINAW3" "2014" "1330"       .
"AU0000XINAW3" "2015" "1330"       .
"AU0000XINAW3" "2016" "1330"       .
"AU0000XINAW3" "2017" "1330"       .
"AU0000XINAW3" "2018" "1330"       .
"AU0000XINAW3" "2019" "1330"       .
"BM78669Q1007" "1990" "455"        .
"BM78669Q1007" "1991" "455"        .
"BM78669Q1007" "1992" "455"        .
"BM78669Q1007" "1993" "455"        .
"BM78669Q1007" "1994" "455"        .
"BM78669Q1007" "1995" "455"        .
"BM78669Q1007" "1996" "455"        .
"BM78669Q1007" "1997" "455"        .
"BM78669Q1007" "1998" "455"        .
"BM78669Q1007" "1999" "455"        .
"BM78669Q1007" "2000" "455"        .
"BM78669Q1007" "2001" "455"        .
"BM78669Q1007" "2002" "455"        .
"BM78669Q1007" "2003" "455"        .
"BM78669Q1007" "2004" "455"        .
"BM78669Q1007" "2005" "455"        .
"BM78669Q1007" "2006" "455"        .
"BM78669Q1007" "2007" "455"        .
"BM78669Q1007" "2008" "455"        .
"BM78669Q1007" "2009" "455"        .
"BM78669Q1007" "2010" "455"        .
"BM78669Q1007" "2011" "455"        .
"BM78669Q1007" "2012" "455"        .
"BM78669Q1007" "2013" "455"        .
"BM78669Q1007" "2014" "455"        .
"BM78669Q1007" "2015" "455"        .
"BM78669Q1007" "2016" "455"        .
"BM78669Q1007" "2017" "455"        .
"BM78669Q1007" "2018" "455"   297993
"BM78669Q1007" "2019" "455"  1097597
"BMG8586W1073" "1990" "482"        .
"BMG8586W1073" "1991" "482"        .
"BMG8586W1073" "1992" "482"        .
"BMG8586W1073" "1993" "482"        .
"BMG8586W1073" "1994" "482"        .
"BMG8586W1073" "1995" "482"        .
"BMG8586W1073" "1996" "482"        .
"BMG8586W1073" "1997" "482"        .
"BMG8586W1073" "1998" "482"        .
"BMG8586W1073" "1999" "482"        .
"BMG8586W1073" "2000" "482"        .
"BMG8586W1073" "2001" "482"        .
"BMG8586W1073" "2002" "482"    92046
"BMG8586W1073" "2003" "482"    46499
"BMG8586W1073" "2004" "482"    65829
"BMG8586W1073" "2005" "482"    69071
"BMG8586W1073" "2006" "482"    59493
"BMG8586W1073" "2007" "482"    72539
"BMG8586W1073" "2008" "482"    63907
"BMG8586W1073" "2009" "482"    50643
"BMG8586W1073" "2010" "482"    62796
"BMG8586W1073" "2011" "482"    62130
"BMG8586W1073" "2012" "482"    47198
"BMG8586W1073" "2013" "482"    46944
"BMG8586W1073" "2014" "482"    43504
"BMG8586W1073" "2015" "482"    52693
"BMG8586W1073" "2016" "482"    45058
"BMG8586W1073" "2017" "482"    44195
"BMG8586W1073" "2018" "482"    31754
"BMG8586W1073" "2019" "482"    24349
"BMG899821133" "1990" "505"        .
"BMG899821133" "1991" "505"        .
"BMG899821133" "1992" "505"        .
"BMG899821133" "1993" "505"        .
"BMG899821133" "1994" "505"        .
"BMG899821133" "1995" "505"        .
"BMG899821133" "1996" "505"        .
"BMG899821133" "1997" "505"        .
"BMG899821133" "1998" "505"        .
"BMG899821133" "1999" "505"    10462
end
The other dataset looks exactly the same except that for books which is another variable.

If I try to megre this dataset by using:
Code:
merge 1:1 ISIN Date using "xx.dta"
the error above occurs. If I clean both datasets with the code
Code:
drop if mi(variable)
than I can mege the data without any issues.
The joinby command works without any drop if mi(variable)

EDIT to make it more clear this is how the other data looks like


Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input str12 ISIN str4(Date company) long at
"AU0000XINAW3" "1990" "1330"       .
"AU0000XINAW3" "1991" "1330"       .
"AU0000XINAW3" "1992" "1330"       .
"AU0000XINAW3" "1993" "1330"       .
"AU0000XINAW3" "1994" "1330"       .
"AU0000XINAW3" "1995" "1330"       .
"AU0000XINAW3" "1996" "1330"       .
"AU0000XINAW3" "1997" "1330"       .
"AU0000XINAW3" "1998" "1330"       .
"AU0000XINAW3" "1999" "1330"       .
"AU0000XINAW3" "2000" "1330"       .
"AU0000XINAW3" "2001" "1330"       .
"AU0000XINAW3" "2002" "1330"       .
"AU0000XINAW3" "2003" "1330"       .
"AU0000XINAW3" "2004" "1330"       .
"AU0000XINAW3" "2005" "1330"   45591
"AU0000XINAW3" "2006" "1330"   48712
"AU0000XINAW3" "2007" "1330"   63293
"AU0000XINAW3" "2008" "1330"   76402
"AU0000XINAW3" "2009" "1330"   52012
"AU0000XINAW3" "2010" "1330"       .
"AU0000XINAW3" "2011" "1330"       .
"AU0000XINAW3" "2012" "1330"       .
"AU0000XINAW3" "2013" "1330"       .
"AU0000XINAW3" "2014" "1330"       .
"AU0000XINAW3" "2015" "1330"       .
"AU0000XINAW3" "2016" "1330"       .
"AU0000XINAW3" "2017" "1330"       .
"AU0000XINAW3" "2018" "1330"       .
"AU0000XINAW3" "2019" "1330"       .
"BM78669Q1007" "1990" "455"        .
"BM78669Q1007" "1991" "455"        .
"BM78669Q1007" "1992" "455"        .
"BM78669Q1007" "1993" "455"        .
"BM78669Q1007" "1994" "455"        .
"BM78669Q1007" "1995" "455"        .
"BM78669Q1007" "1996" "455"        .
"BM78669Q1007" "1997" "455"        .
"BM78669Q1007" "1998" "455"        .
"BM78669Q1007" "1999" "455"        .
"BM78669Q1007" "2000" "455"        .
"BM78669Q1007" "2001" "455"        .
"BM78669Q1007" "2002" "455"        .
"BM78669Q1007" "2003" "455"        .
"BM78669Q1007" "2004" "455"        .
"BM78669Q1007" "2005" "455"        .
"BM78669Q1007" "2006" "455"        .
"BM78669Q1007" "2007" "455"        .
"BM78669Q1007" "2008" "455"        .
"BM78669Q1007" "2009" "455"        .
"BM78669Q1007" "2010" "455"        .
"BM78669Q1007" "2011" "455"        .
"BM78669Q1007" "2012" "455"        .
"BM78669Q1007" "2013" "455"        .
"BM78669Q1007" "2014" "455"        .
"BM78669Q1007" "2015" "455"        .
"BM78669Q1007" "2016" "455"        .
"BM78669Q1007" "2017" "455"        .
"BM78669Q1007" "2018" "455"   324838
"BM78669Q1007" "2019" "455"  7613062
"BMG8586W1073" "1990" "482"        .
"BMG8586W1073" "1991" "482"        .
"BMG8586W1073" "1992" "482"        .
"BMG8586W1073" "1993" "482"        .
"BMG8586W1073" "1994" "482"        .
"BMG8586W1073" "1995" "482"        .
"BMG8586W1073" "1996" "482"        .
"BMG8586W1073" "1997" "482"        .
"BMG8586W1073" "1998" "482"        .
"BMG8586W1073" "1999" "482"        .
"BMG8586W1073" "2000" "482"        .
"BMG8586W1073" "2001" "482"        .
"BMG8586W1073" "2002" "482"   135727
"BMG8586W1073" "2003" "482"    85391
"BMG8586W1073" "2004" "482"   104536
"BMG8586W1073" "2005" "482"   173130
"BMG8586W1073" "2006" "482"   119832
"BMG8586W1073" "2007" "482"   261955
"BMG8586W1073" "2008" "482"   131125
"BMG8586W1073" "2009" "482"   106015
"BMG8586W1073" "2010" "482"   138806
"BMG8586W1073" "2011" "482"   125899
"BMG8586W1073" "2012" "482"   104570
"BMG8586W1073" "2013" "482"   107310
"BMG8586W1073" "2014" "482"   116661
"BMG8586W1073" "2015" "482"   172804
"BMG8586W1073" "2016" "482"   129188
"BMG8586W1073" "2017" "482"   244539
"BMG8586W1073" "2018" "482"    38579
"BMG8586W1073" "2019" "482"    25884
"BMG899821133" "1990" "505"        .
"BMG899821133" "1991" "505"        .
"BMG899821133" "1992" "505"        .
"BMG899821133" "1993" "505"        .
"BMG899821133" "1994" "505"        .
"BMG899821133" "1995" "505"        .
"BMG899821133" "1996" "505"        .
"BMG899821133" "1997" "505"        .
"BMG899821133" "1998" "505"        .
"BMG899821133" "1999" "505"    14800
end