Paige, You get the message because PROC SQL may try to do the merge on the backend server. If PROC SQL is running against SQL/Server or Oracle, for example, it will try to create sql commands native to that server and pass them over for more efficient processing. You then run the risk of the server corrupting the data. If all the data are SAS datasets, then the message is not very useful as both the DATA step and PROC SQL create a new temporary result data set with merged data and you are only at risk for losing the data during the instant that it is renaming the files. Doc Muhlbaier Duke
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