Here is the closest to an INCLUDE that I have found for interpreted REXX.
The following REXX snippet loads values from a file.

/* load threshold values */
"EXECIO * DISKR SCRTHRES (STEM @LOAD."
IF RC >0 THEN RETURN 13
DO @I = 1 TO @LOAD.0
  INTERPRET @LOAD.@I
END

File: SCRTHRES contains the following REXX

/* Scratch thresholds for REXX step in scratch job    */
/* DEF is the default pool of the MDL    */
/* VAULT is the vault pool of the MDL    */
/* The basic threshold is the low water mark just before the scratch run   
*/
/* The delta is the change in the low water mark from the previous entry   
*/
/*    */
@DEF_THRESHOLD = 80000
@VAULT_THRESHOLD = 40000
@DEF_DELTA_THRESHOLD = -5000
@VAULT_DELTA_THRESHOLD = -2000

We use this technique in quite a few places to extract changeable values 
from actual code. I also use it for loading file format definitions that 
are stored in one place but then used in multiple programs.

Thank you and have a Terrific day!

Jonathan Goossen, ACS, CL
Tape Specialist
ACT Mainframe Storage Group
651-361-4541

IBM Mainframe Discussion List <[email protected]> wrote on 04/07/2011 
07:34:09 PM:

> From: Paul Gilmartin <[email protected]>
> To: [email protected]
> Date: 04/07/2011 07:34 PM
> Subject: Re: REXX INCLUDE ?
> Sent by: IBM Mainframe Discussion List <[email protected]>
> 
> On Thu, 7 Apr 2011 16:58:40 -0700, Charles Mills wrote:
> 
> >But only the *compiler*. If you don't have the compiler, or you prefer 
to
> >test "interpreted" and then compile, you will need to write your own 
program
> >to process a Rexx member and expand the %INCLUDEs. Grrrrrr.
> >
> Grrrrrr (in harmony).
> 
> Sometimes, when I'm testing an EXEC in instream data in a
> batch job, I concatenate my subroutine menbers in DD statements
> after the main code.
> 
> -- gil


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