MrSpock and NicC describe "emptying" a sequential data set. You have to use other methods to "empty" other types of data sets. The method discussed by MrSpock is probably the safest technique, but that's just my personal opinion.
Or have your exec open the dataset in edit, delete all the records and then close.
It will work but, compared to just using simple I/O instructions, will use tremendous overhead (need ISPF environment, reading all the records, managing virtual storage, etc...). You should try both and measure the system resources used in each case.
It seems to me fornanthakumar wants a data security erase program. There are two possibilities: one that is good enough, the other meets United States Department of Defense requirements.
The solutions that have been proposed here effectively remove the records from the first track and most likely the second track. None of the remaining tracks will be touched, though it will be difficult for most of us to get to them. These solutions represent what can be reliably accomplished using Rexx.
I'm not sure it is possible to meet Department of Defense requirements with modern RAID based DASD, though a good enough solution will work fine. It's just a guess, but I think you'd have to remove every commodity hard drive in the RAID array, plug them into PC that can handle them, and then run a program tailored to the hard drive that will erase the hard drive to Department of Defense requirements. This, of course will erase the entire RAID.