@amar961 wrote:   Since I can't alter the data on the external server, I can't set them into one data set.  Not sure what makes you think that, but yes you can.    @amar961 wrote: Hence, I want to read them one-by-one (I don't know how), do some operations to get what I need (don't need help with that), and how to save them by giving them dynamic names (I don't know).  Then you use the approach I outlined in my second link. You first create a working program. Then you convert it to a macro - think R function/package. Then call the macro/package for each data set listed.  The data set loops itself automatically so as you run through the data set, it'll call the function once for each data set using CALL EXECUTE. It starts with working code first for the process then determine how to generalize it. https://github.com/statgeek/SAS-Tutorials/blob/master/Turning%20a%20program%20into%20a%20macro.md   ... View more