In case you have also a SAS installation on a Windows or UNIX server and SAS\Connect: You could start a remote session on the Windows/Unix server from the Mainframe (rsubmit) and then via this remote session you could access the data on the SQL server (i.e. with SAS Access to OLEDB, ODBC, SQL Server).
Just an idea....
Just read what Linus refered to.... Vidhya!! RTM after you've got already such a good answer!