traceout.sas7bdat.lck is the lock file used to rewrite the data set. Since ht_normal_write returns the error ERROR_INVALID_PARAMETER for this file, I think the process of writing or rewriting the lock file has failed. I'm assuming your PC is Windows since the destination is \\Client\C$\Users..., but I suspect that the Citrix session disconnected and failed to write locally, or that the WRDS side disconnected. Since 6 hours is long enough, let alone 40 hours, I think it would be safer to download the desired dataset in a separate process without using SAS and then process it with SAS. Or, if you really want to use SAS to download the data, how about dividing the target data set into 10 parts, downloading it 10 times, and then proc append at hand?
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