I agree with @RW9 - having a seperate file for each country isn't a good strategy and in the long run will lead to more complications than it resolves. However if you don't know which countries are in your file you find out as follows
proc sql;
create table countries
as select distinct country
from product;
quit;
Once you have that file you COULD, if you absolutely need to, write a macro to generate one file for each country using that as a control file but I'd strongly advise against it.
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