Joe is right, you need to take also ID into consideration, but with his solution you cannot get 2nd March 2012
because no one is trading that day. You can do everything with just one sql
step (which will take a bit longer):
proc sql;
create table final as
select d.trading_date, d.ID, t.Price, t.Ret
from
(
select trading_date, ID
from table_a, (select distinct ID from table_b)
) d
left join
(
select *
from table_b
) t
on t.Date=d.trading_date and t.ID=d.ID
order by d.id, d.trading_date;
quit;