I would like to join two large Teradata tables(one of them has more than 3 million rows) in SAS.
Following are things which I would bear in mind.
3 millions is not a lot.
If you have one SAS table and one large Teradata table , I would fast export small table to Teradata and will use explicit pass through to join them.
If you have both tables in Teradata, then I would use Explicit pass through.
As much as possible, try to push your queries to Teradata instead of doing them in SAS.