IGD17039I

Explanation
You tried to create an indexed sequential (ISAM)
data set. SMS handled this request for a non-SMS volume.  If SMS were
not running, you would have seen message IEC614I. As of z/OS® 1.7,
the system no longer supports creation or opening of indexed sequential
data sets.
In the message text:dsname
The data set name.

System action
The request to create the data set fails.

Operator response
None.

System programmer response
None

Programmer response
Use an earlier level of the system to convert
the data set to another type and change the programs that use the
data set. For example, convert the data set to VSAM and change the
programs that use the data set to use the ISAM interface to a VSAM
data set (Seez/OS DFSMS Using Data Sets )
or use native VSAM. 

Source
DFSMSdfp