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Astounding
PROC Star

Here's an example that does almost exactly what you are looking for:

 

http://support.sas.com/kb/41/880.html

 

You may need to tweak the name pattern that you are looking for, or the processing for each file.  But the concept is very much what you are asking for.

 

Good luck.

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How to connect to databases in SAS Viya

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