The IEWDIAG data set can be a sysout data set, a sequential data set, a member of a partitioned data set, or a z/OS® UNIX file. The data set attributes should be the following:

           DSORG=PS,RECFM=FB,LRECL=80

The following is a sample DD statement which could be used to 
allocate IEWDIAG to a UNIX file :
//IEWDIAG DD PATH='/u/mydir/mydiag',PATHMODE=SIRWXU,      
//             PATHDISP=(KEEP,KEEP),PATHOPTS=(OCREAT,ORDWR)