Matrix - Sorting function for all columns

[Anonymous]

I need to be able to have the option to sort on the below columns in my matrix. (Like where it has the little white arrow.

As is, I can only sort by The CARCRARCMSGRMRK Coulumn, but I want to be able to click on the date and it sort that particular one smallet to largest or largest to smallest. 

For another matrix it automatically has it where i can sort on each of the columns. So not sure why it isn't working.

I am Extremly amature BTW! Thanks for the help!!  

[lbendlin]

The only way to do that is if every one of these columns is its own measure.