Provide example of the data attempted to convert.
When having issues with macros generally you should set the options to display more details in the log.
Before running the macro add this line:
options mprint symbolgen;
which will show the resolved code generated by the macro (which all that macros actually do, create code) and the building of the macro variables used.
The error messages will appear in context better.
Use: options nomprint nosymbolgen; to turn of the added macro resolution.
The cause is almost certainly related to either your data or the options you provided when calling the macro.
You should provide the actual macro call you used as well.