"Report" usually means something that is a few pages in size, and contains overview data to be read by a user.
Something that cracks the memory barriers while processing it looks like raw data, not a report. For data, simply export to a csv file and zip that.
You can do this in one step like this:
filename outzip zip '/folders/myfolders/class.zip';
data _null_;
set sashelp.class;
file outzip(class.csv) dlm=',';
if _n_ = 1 then put "name,sex,age,height,weight";
put name sex age height weight;
run;
filename outzip clear;
... View more