Before you can define the Connect CDC SQData external subsystem to z/OS or IMS, you must first link-edit the two (2) subsystem initialization routines into a LINKLIST library.
Use the SET SSI Operator Console command to define the Connect CDC SQData external subsystem to z/OS. The default subsystem id is SQD3, but it can be renamed as required for your environment.
SETSSI ADD,SUBNAME=SQD3,INITRTN=SQDASUBS
You will also want to include the following entry in your IEFSSNxx member in order for the external subsystem to be activated across IPLs.
SUBSYS SUBNAME(SQD3) /* SQDATA SUBSYSTEM */
INITRTN(SQDASUBS)