Extending weekly data to daily one

[Marco Errico]

Dear everyone, I have the following dataset on a weekly basis

My goal is to create a new daily dataset, carrying forward the value in the variable adnt until there is a change. Then I will store it separately.
For instance, in the data example below the identifier AEDFXA0M6V00 changes in 06 april 2019 (adnt=0.27092 from 0.4). My goal is to have, in the new dailydataset, the value 0.4 until 5th april (day before the change).


Do you have any advice?
Many thanks in advance.

* Example generated by -dataex-. To install: ssc install dataex
clear
input str12 isin float(datadate adnt)
"AEDFXA0M6V00" 21185     .4
"AEDFXA0M6V00" 21393     .4
"AEDFXA0M6V00" 21400     .4
"AEDFXA0M6V00" 21407     .4
"AEDFXA0M6V00" 21414     .4
"AEDFXA0M6V00" 21421     .4
"AEDFXA0M6V00" 21428     .4
"AEDFXA0M6V00" 21435     .4
"AEDFXA0M6V00" 21442     .4
"AEDFXA0M6V00" 21449     .4
"AEDFXA0M6V00" 21456     .4
"AEDFXA0M6V00" 21463     .4
"AEDFXA0M6V00" 21477     .4
"AEDFXA0M6V00" 21484     .4
"AEDFXA0M6V00" 21491     .4
"AEDFXA0M6V00" 21498     .4
"AEDFXA0M6V00" 21505     .4
"AEDFXA0M6V00" 21512     .4
"AEDFXA0M6V00" 21519     .4
"AEDFXA0M6V00" 21526     .4
"AEDFXA0M6V00" 21540     .4
"AEDFXA0M6V00" 21547     .4
"AEDFXA0M6V00" 21554     .4
"AEDFXA0M6V00" 21561     .4
"AEDFXA0M6V00" 21568     .4
"AEDFXA0M6V00" 21575     .4
"AEDFXA0M6V00" 21582     .4
"AEDFXA0M6V00" 21589     .4
"AEDFXA0M6V00" 21596     .4
"AEDFXA0M6V00" 21603     .4
"AEDFXA0M6V00" 21610     .4
"AEDFXA0M6V00" 21631     .4
"AEDFXA0M6V00" 21638     .4
"AEDFXA0M6V00" 21645 .27092
"AEDFXA0M6V00" 21652 .27092
"AEDFXA0M6V00" 21659 .27092
"AEDFXA0M6V00" 21666 .27092
"AEDFXA0M6V00" 21673 .27092
"AEDFXA0M6V00" 21680 .27092
"AEDFXA0M6V00" 21687 .27092
"AEDFXA0M6V00" 21701 .27092
"AEDFXA0M6V00" 21708 .27092
"AEDFXA0M6V00" 21715 .27092
"AEDFXA0M6V00" 21722 .27092
"AEDFXA0M6V00" 21729 .27092
"AEDFXA0M6V00" 21736 .27092
"AEDFXA0M6V00" 21743 .27092
"AEDFXA0M6V00" 21750 .27092
"AEDFXA0M6V00" 21757 .27092
"AEDFXA0M6V00" 21764 .27092
"AEDFXA0M6V00" 21771 .27092
"AEDFXA0M6V00" 21778 .27092
"AEDFXA0M6V00" 21785 .27092
"AEDFXA0M6V00" 21792 .27092
"AEDFXA0M6V00" 21799 .27092
"AEDFXA0M6V00" 21806 .27092
"AEDFXA0M6V00" 21813 .27092
"AEDFXA0M6V00" 21820 .27092
"AEDFXA0M6V00" 21827 .27092
"AEDFXA0M6V00" 21834 .27092
"AEDFXA0M6V00" 21841 .27092
"AEDFXA0M6V00" 21848 .27092
"AEDFXA0M6V00" 21855 .27092
"AEDFXA0M6V00" 21862 .27092
"AEDFXA0M6V00" 21869 .27092
"AEDFXA0M6V00" 21876 .27092
"AEDFXA0M6V00" 21883 .27092
"AEDFXA0M6V00" 21890 .27092
"AEDFXA0M6V00" 21897 .27092
"AEDFXA0M6V00" 21904 .27092
"AEDFXA0M6V00" 21911 .27092
"AEDFXA0M6V00" 21918 .27092
"AEDFXA0M6V00" 21925 .27092
"AEDFXA0M6V00" 21932 .27092
"AEDFXA0M6V00" 21939 .27092
"AEDFXA0M6V00" 21946 .27092
"AEDFXA0M6V00" 21953 .27092
"AEDFXA0M6V00" 21960 .27092
"AEDFXA0M6V00" 21967 .27092
"AEDFXA0M6V00" 21974 .27092
"AEDFXA0M6V00" 21988 .27092
"AEDFXA0M6V00" 21995 .27092
"AEDFXA0M6V00" 22002 .27092
"AEDFXA0M6V00" 22009 .37451
"AEDFXA0M6V00" 22016 .37451
"AEDFXA0M6V00" 22023 .37451
"AEDFXA0M6V00" 22030 .37451
"AEDFXA0M6V00" 22037 .37451
"AEDFXA0M6V00" 22044 .37451
"AEDFXA0M6V00" 22047 .37451
"AEDFXA0M6V00" 22051 .37451
"AEDFXA0M6V00" 22053 .37451
"AEDFXA0M6V00" 22058 .37451
"AEDFXA0M6V00" 22065 .37451
"AEDFXA0M6V00" 22072 .37451
"AEDFXA0M6V00" 22079 .37451
"AEDFXA0M6V00" 22086 .37451
"AEDFXA0M6V00" 22093 .37451
"AEDFXA0M6V00" 22100 .37451
"AEDFXA0M6V00" 22107 .37451
end
format %d datadate

[Fei Wang]

egen id = group(isin)
xtset id datadate
tsfill

bys id (datadate): replace isin = isin[_n-1] if mi(isin)
bys id (datadate): replace adnt = adnt[_n-1] if mi(adnt)
drop id

[Marco Errico]

thanks, Fei Wang .
It works perfectly!