CAPM with ASREG in Stata using Hourly Data

I came across your extremely helpful ASREG stata module . I would like to use it to estimate CAPM beta using the hourly data in 17,520 hour windows (2 years) for 155 groups. However, once implemented, I noticed that the number of observations reaches 17,500 (as captured by the variable _Nobs) and then it does no grow beyond that number even though in the dataset there is more than 17500 observations per group. Do you think this is the programming error? Why, according to you, I have come across this type of limitation? Thank you very much in advance for your invaluable input. Messir Associate Professor of Finance