Paige, As Doc@Duke mentioned the message is not very useful as both the DATA step and PROC SQL create a new temporary result data set with merged data and could lose data during the instant that it is renaming the files. One other thing to take note on, somewhat related, is that a PROC SQL and DATA step merge produce different results if two data sets/tables produce a many-to-many relationship (i.e. many records from one data set/table can merge to many records from the other).  That's just because a PROC SQL creates what's called a Cartisan product or every combination of record(s) to record(s) matches between the two data sets/tables.  A DATA step merge sequentially matches one record from one data set to the other without looking back (once it matches, it moves on to the next record). Hopefully that makes sense. ... View more