Thanks to kalraja4 and nizamsha for their helpful answers. Here is the final version that worked for this exercise:
TempData:
LOAD * INLINE
[ID, Date, Value
1, 1/1/2013, A
1, 1/5/2013, B
1, 1/10/2013,C
2, 1/2/2013, A
2, 1/4/2013, B
2, 1/6/2013, C ];
// Create a list of the id and the date range for that id
ID_List:
LOAD ID,
MIN(Date) AS MinDate,
MAX(Date) AS MaxDate
RESIDENT TempData
GROUP BY ID;
// Assign a variable that tells us how many loops to complete
LET vRowCount = NoOfRows('ID_List');
// Set a variable to help us generate the correct date range for the id we are on
SET vRowCursor = 0;
// create a loop to cycle through each id and generate the missing dates
FOR i = 1 TO $(vRowCount)
// assign variables for each loop iteration
LET vID = PEEK('ID',$(i)-1,'ID_List'); // id we are currently on
LET vMinDate = PEEK('MinDate',$(i)-1,'ID_List'); // min date for that id
LET vMaxDate = PEEK('MaxDate',$(i)-1,'ID_List'); // max date for that id
// generate the date range for the id we are on.
DatePop:
Load $(vID) AS ID, DATE($(vMinDate)+ROWNO()-$(vRowCursor)-1,'M/D/YYYY') as Date
AutoGenerate $(vMaxDate)-$(vMinDate)+1;
// count how many rows are in the table so our date autogenerate creates the correct range
LET vRowCursor = NoOfRows('DatePop');
NEXT i
// we don't need this temporary table anymore.
DROP TABLE ID_List;
// join the newly created dates to my original table
JOIN (TempData)
LOAD *
RESIDENT DatePop;
// create a new table filling in the value for the new dates based on the prior value
Data:
NOCONCATENATE
LOAD ID, Date, IF(ISNULL(Value),PEEK(Value),Value) AS Value // peek must be used rather than previous here because peek uses the newly created field values
RESIDENT TempData
ORDER BY ID, Date; // the order here is important.
// these were temporary tables and are no longer needed.
DROP TABLE TempData, DatePop;
