Make a list of ALL the daily datasets, and SET them with "open=defer" which tells sas to reused the same buffer for each dataset, rather than create a buffer for each. Then once the threshold has been reached, output and stop. No need to conditionally add datasets. It's easier to conditionally stop reading.
This example reads all the December 2012 datasets, which you have named very usefully, allowing use of the name prefix for all the daily datasets of interest.
data want;
set t 201612: open=defer;
volume+size;
if volume>=threshold;
output;
stop;
run;
... View more