Check whether or not you are actually getting any matches. Are you expecting a one to one match? A one to many match? Or a many to many match?
You can use the IN= datastep option to create a variable with indicator of whether that dataset contributes to the merge.
Assign the values to a new variable to keep them in the results.
data BTS201505WTHR (drop=div:);
merge BTS201505(in=in1)
WTHRDATA(in=in2 keep= FlightDate PRCP SNWD SNOW TMAX TMIN)
;
by FlightDate ;
length source $32 ;
if in1 and in2 then source='BOTH';
else if in1 then source='BTS201505';
else source='WTHRDATA';
run ;
proc freq ;
tables source;
run;
Do the variables from the second dataset (PRCP SNWD SNOW TMAX TMIN) already exist in the first dataset?
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