I have a requirement to read the string with both single quotes and without quotes from a macro retrieve_context.
While calling the macro, users can call it with either single quotes or without quotes, like below:
%retrieve_context('american%s choice', work.phone_conv, '01OCT2015'd, '12OCT2015'd)
%retrieve_context(american%s choice, work.phone_conv, '01OCT2015'd, '12OCT2015'd)
How to read the first parameter in the macro without a single quote?
I tried %conv_quote = unquote(%str(&conv_quote)) but it did not work.
You're running into one of those differences between macros and data step language.
In macros, there is a concept of "quoting", hence the %unquote macro function. This doesn't refer to traditional " or ' characters, though; macro quoting is a separate thing, with not really any quote characters [there are some sort-of-characters that are used in some contexts in this regard, but they're more like placeholders]. They come from functions like %str, %nrstr, and %quote, which tokenize certain things in a macro variable so that they don't get parsed before they're intended to be.
In most contexts, though, the macro language doesn't really pay attention to ' and " characters, except to identify a quoted string in certain parsing contexts where it's necessary to do so to make things work logically. Hence, %unquote doesn't do anything about quotation marks; they are simply treated as regular characters.
You need to, instead, call a data step function to remove them (or some other things, but all of them are more complicated, like using various combinations of %substr and %index). This is done using %sysfunc, like so:
%let newvar = %sysfunc(dequote(oldvar));
Dequote() is the data step function which performs largely the same function as %unquote, but for normal quotation characters (", '). Depending on your ultimate usage, you may need to do more than this; Tom covers several of these possibilities.