The JCL has already requested that the system allocated the file to your program step so you do not need to allocate it. That is what JCL is for - amongst other things."
Exactly! Which is why I don't want to have to worry about coding a DSN - my JCL has already done that. But it seems that the ALLOC command requires it, otherwise I get an error message that says "FILE MYDDNAME NOT ALLOCATED, FILE IN USE". My REXX EXEC is able to write to the file that I allocated by DD name, so I'm getting the output that I need, but I'd like to avoid getting that ugly error message.
I realize that ALLOC is a TSO command, and not an actual REXX command. But since this is in a REXX EXEC, I thought someone out there might know of away to use ALLOC to allocate the output file by DD name alone, without the DSN.