SAS delete keyword deleted everything - sas

Question

I am using the following code to delete some rows from a dataset on a certain condition:
data MK_RETURN;
/*delete some data to solve the beta zero problem*/
if CUM_RETURN<RMIN then delete;
run;
However, I found out that the dataset MK_RETURN became not only empty, but also missing all the variables but CUM_RETURN and return.
Before the delete operation, the dataset contains six ~ seven variables. But after the delete operation, the dataset only contains two (empty variables), i.e. CUM_RETURN, RMIN.
What is wrong here?
The input data is something like
+--------+----------+------+--------------+--------------+-------------+----------+----------------+
| SYMBOL | DATE | time | CUM_RETURN | return_sec | RMIN | one_M | MK_RETURN_RATE |
+--------+----------+------+--------------+--------------+-------------+----------+----------------+
| A | 20130108 | 1 | 0 | | 0.00023571 | 1.90E-11 | 3.130243764 |
| A | 20130108 | 2 | | -0.00117855 | 0.000235988 | 1.90E-11 | 0.000274509 |
| A | 20130108 | 3 | 0.000471976 | 0.000471976 | 0.000235877 | 1.90E-11 | 6.86083E-05 |
| A | 20130108 | 4 | | -0.000471754 | 0.000235988 | 1.90E-11 | 6.86036E-05 |
| A | 20130108 | 5 | -0.000471976 | -0.000943953 | 0.000236211 | 1.90E-11 | 6.85989E-05 |
| A | 20130108 | 6 | | -0.002362112 | 0.000236771 | 1.90E-11 | 0 |
| A | 20130108 | 7 | 0.000711876 | 0.001183852 | 0.000236491 | 1.90E-11 | -0.000137188 |
| A | 20130108 | 8 | | 0.001300698 | 0.000236183 | 1.90E-11 | 0 |
| A | 20130108 | 9 | 0.000711876 | 0 | 0.000236183 | 1.90E-11 | 0 |
| A | 20130108 | 10 | | 0 | 0.000236183 | 1.90E-11 | 0.000137207 |
| A | 20130108 | 11 | 0.000711876 | 0 | 0.000236183 | 1.90E-11 | 0.000137188 |
| A | 20130108 | 12 | | 0.000590458 | 0.000236044 | 1.90E-11 | 6.85848E-05 |
| A | 20130108 | 13 | 0.000711876 | 0 | 0.000236044 | 1.90E-11 | 0 |
| A | 20130108 | 14 | | -0.000118022 | 0.000236072 | 1.90E-11 | -0.0003429 |
| A | 20130108 | 15 | 0.000711876 | 0 | 0.000236072 | 1.90E-11 | -0.000068604 |
+--------+----------+------+--------------+--------------+-------------+----------+----------------+

Answer 1

You didn't declare an input dataset (no set statement) - so you have created a new, empty dataset called MK_RETURN with two variables that were assigned as missing numerics given the absence of a definition.
Try the following (if not too late):
data MK_RETURN;
set INPUTDATASET; /* THIS is the line you need */
/*delete some data to solve the beta zero problem*/
if CUM_RETURN<RMIN then delete;
run;