How do I read multiple raw data files with the same structure in one data step?

Let’s say that we have multiple raw data files in a folder with the same data
structure and we need to read them into SAS to form a single SAS data set.
This can actually be done in SAS in a single data step. Here is an example
demonstrating the steps to accomplish that for Windows operating system
environment. There are mainly two data steps. Step one is to create a data
file consisting of all the file names. Step two is to create a single data file
combining all the data read from the files named in the first step.

For the example, we assume that we are working on a Windows machine and that
we are going to read in all the text data files with .txt extension in a folder.

We
start with storing the path to the folder to a macro variable. On a Windows
machine, then, we can use the DOS command "dir" with the /B option to list
only the file names. The SAS keyword filename is used to point to the
list via the pipe option.

%let dirname = c:workraw_data_files;
filename DIRLIST pipe "dir /B &dirname*.txt";

data dirlist ;
     length fname $256; 
     infile dirlist length=reclen ;
     input fname $varying256. reclen ;
run;
proc print data = dirlist;
run;

Obs    fname

  1    file01.txt
  2    file3.txt
  3    file7.txt

Now we are going to make use the data set created in previous step as
follows.
- Creating a variable filepath that has the path and the file
  name;
- Issuing an infile statement using the value in filepath
  as the physical file name;
- Using the end = option in the infile statement to
  indicate the end of the current data file;
- Looping through the current file specified in the infile
  statement to read in all the observations;

data all_text (drop=fname);
  length myfilename $100;
  length name $25;
  set dirlist;
  filepath = "&dirname"||fname;
  infile dummy filevar = filepath length=reclen end=done missover;
  do while(not done);
    myfilename = filepath;
    input name $  x1 x2 x3;  
    output;
  end;
run;

proc print data=all_text;
run;

Obs            myfilename                    name      x1     x2    x3

  1    C:workraw_data_filesfile01.txt    John       12    354     7
  2    C:workraw_data_filesfile01.txt    Carl       43    657     9
  3    C:workraw_data_filesfile01.txt    Mary      343      7     9
  4    C:workraw_data_filesfile3.txt     adam       12    354     7
  5    C:workraw_data_filesfile3.txt     brad       43    657     9
  6    C:workraw_data_filesfile3.txt     tyler     343      7     9
  7    C:workraw_data_filesfile7.txt     mary      343     56     2
  8    C:workraw_data_filesfile7.txt     robert    243     67     8
  9    C:workraw_data_filesfile7.txt     brad       43    657     9
 10    C:workraw_data_filesfile7.txt     tyler     343      7     9