This macro is not part of the SAS product, therefore I don't see how we can help you with it. The only information I could find on this was another post mentioning something called WRDS:
https://communities.sas.com/t5/SAS-Procedures/How-to-use-idvol-macro-to-calculate-month-end-idiosyncratic/td-p/179433
Try contacting the author/owner of that code?
... View more