Using the JCL provide by Mr. Engelbrecht, I discovered that the extract worked 
as coded.  What I also learned was that one of test LPARs was down for an 
extended period of time.   When the LPAR was IPLd, the latent SMF data was 
copied to the input of the extract.  Thus, the Type 80 for the first of the 
month was encountered in the input phase. 

Thank you for this JCL which I will use again and again.

Mr. Mr. Engelbrecht wrote:
>Yes, and since the OP is extracting record type 89, you can do a quick check 
>on the output whether the date/time selection works as >advertised.

>Something like this:

//SMF89    EXEC  PGM=ICETOOL
//TOOLMSG  DD  SYSOUT=*
//DFSMSG   DD  SYSOUT=*
//VLSHCNTL DD  *
 OPTION COPY,VLSHRT
 INCLUDE COND=(6,1,BI,EQ,X'59')
/*
//RAWSMF   DD  DISP=SHR,DSN=......
//SORTSMF  DD  DISP=(NEW,DELETE,DELETE),SPACE=(CYL,(50,50,0))
//VREPT    DD  SYSOUT=*
//TOOLIN   DD  *
  SORT FROM(RAWSMF) TO(SORTSMF) USING(VLSH)
  DISPLAY FROM(SORTSMF) LIST(VREPT) -
     HEADER('SMFTYP')      ON(6,1,BI) -
     HEADER('DATE')        ON(11,4,DT1,E'9999/99/99') -
     HEADER('TIME')        ON(7,4,TM1,E'99:99:99') -
     HEADER('SYSTEM')      ON(15,4,CH)


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