Thanks for the information.
Here is what I have
//UNLDSTEP EXEC SMFUNLD
//SMFUNLD.OUTDD DD DISP=(NEW,PASS),DSN=&&SMFTEMP,
//myddname DD DISP=(OLD,DELETE),DSN=*.UNLDSTEP.SMFUNLD.OUTDD
I dont know what comes next. I have my generation data group defined and exists , it is XYZS0000.ACCOUNTLOG.
There has be something like (+1) at the end that write it to a generation. This SMF dump data I meant.