Sounds like ordinary MVS Checkpoint/restart processing processing will work.

See:
http://publibz.boulder.ibm.com/cgi-bin/bookmgr_OS390/BOOKS/DGT2C430/CCONTENTS?SHELF=dgt2bkb0&DN=SC26-7401-03&DT=20100607115746

Watch the wrap...

<snip>
> We need a process to work in production so that once restarted from the same 
> step the program should be skipping all the of the records it already 
> processed .
</snip>

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