Most likely there is a timeout rule being applied to your data connection. How long does the job run for before timing out? The problem is identifying where the timeout is being applied. I suggest you discuss the problem with your SAS administrator is this could be an Oracle connection timeout or a TCP network connection firewall timeout.
I'd say somewhere between SAS and Oracle there's a router/firewall that kills your connection. Experiment with different amounts of data to get a feel for the time at which the disconnect happens. This will help the network people to find where it happens.
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