Include it in your code before the macro code and macro call.
Gotcha.
I have included that before the code and got a log of SASWORKLOCATION but nothing else.
Did you call the macro as well? There's nothing in the code shown that actually calls the macro so you may need to add that in as well if it's somewhere else in the process.
%let path=C:\\;
options mprint symbolgen mlogic;
%macro import_date;
%if %sysfunc(fileexist(&path\Historical %sysfunc(intnx(day, %sysfunc(today()), -1, s), monyy7.) .csv))
%then %do;
data work.import;
infile "&path\Historical %sysfunc(intnx(day, %sysfunc(today()), -1, s), monyy7.) .csv" dsd firstobs=2;
informat PlayerId 8. FirstName LastName 'Market (Marketing)'n $40. Date Date9. Sales;
format PlayerId 8. FirstName LastName 'Market (Marketing)'n Date Date9. Sales;
input PlayerId FirstName $ LastName $ 'Market (Marketing)'n $ Date Sales;
run;
%end;
%else %do;
data work.import;
run;
%end;
%mend;
%import_date;
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