An I/O data set must first be allocated to a ddname. The ddname does not need to exist previously. In fact, it might be better to allocate to a new ddname, such as MYOUTDD, in order not to interfere with previously established allocations. You can allocate from within the exec with the ALLOCATE command as shown in the following example, or you can allocate before the exec runs.

"ALLOC DA(out.data) F(myoutdd) OLD REUSE"
"EXECIO  *  DISKW  myoutdd  …"