Most likely no records met the requirements in the Where clause.
Please see this code for a brief example that does the same thing with fewer variables and easy to see mismatch in the values on the where clause:
data one;
input x y;
datalines;
1 2
3 4
5 6
;
run;
data two;
input x z;
datalines;
10 20
20 30
40 50
;
run;
proc sql;
create table work.junk as
select a.*, b.z
from one as a, two as b
where a.x=b.x
;
quit;
With only 3 records it is easy to see that x has no matches between the two example sets. But it builds an empty data set with all of the variables referenced.
Since you have a much more complex example you will need to trace things if you expect them to work.
I would start by starting with
where a.char_cusip = b.cusip
to see if you get any results. If you do then add in each of the "and" bits one at a time and see if one of them is failing.
If you are comparing actual date values (possibly LINKDT or LINKENDDT) and your Endfyr is not a complete date but just a year value that may be an issue.
