Again, thank you @Astounding for your help. That solution you proposed I already tried, and it does unfortuntly not work. I solved it very very badly but at least I can continue. Since all files have almost the same name (what differs is the date), I made 31 single conversion for each day in the month: data want_YYYY_MM_DD; set have._YYYY_MM_DD (rename=(TROUBLE_VARIABLE=TEMP)); TROUBLE_VARIABLE = put(TEMP, 7.); drop TEMP; run; Next by doing "find and replace" on the YYYY and MM numbers, I could repeat the procedure for every month and every year in my sample period. As said, this was very non-fancy, but it worked!
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