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Indexes
You do not need to sort unordered data sets before interleaving them if the data sets have an index on the variable or variables by which you want to interleave. For more information, see “Understanding SAS Indexes” in Chapter 26 of SAS Language Reference: Concepts.
Combining SAS data sets
For information about combining SAS data sets using the SET statement when the data sets contain different variables, attributes, types, or lengths, see Concatenating Data Sets with the SET Statement.
For information about combining SAS data sets with the APPEND procedure, see Concatenating Data Sets By Using the APPEND Procedure.
The same rules apply to interleaving data sets as to concatenating them.
SORT procedure and the BY ...

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