I think your problem stems from the INDEX ON command. It should be:

INDEX ON &tcField TAG &lcIndexName

>Gentlemen:
>
>Below is a method of my program that allows changing index order on a grid header click(). This worked fine until today. I am getting calls from all over the country about the "contains unknown command" error.
>
>The error is occuring on the this line:
>
> SET ORDER TO &lcIndexName &lcOrder
>
>IF I change it to
>
> SET ORDER TO (lcIndexName) &lcOrder
>
>it works just fine. Any idea as to what's up?
>
>
>*************************************************************
>

>LOCAL lcOrder, lcIndexName
>
>SELECT cQuoteList
>WITH this
>	IF .cColName = ALLTRIM(tcColName)
>		.cColOrder = IIF(.cColOrder = 'DESC', 'ASCEND', 'DESC')
>		lcIndexName = .cIndexName
>	ELSE
>		.cColOrder = 'ASCEND'
>		.cColName   = ALLTRIM(tcColName)
>		lcIndexName = SUBSTR(SYS(2015), 3, 10)
>		.cIndexName = lcIndexName
>
>		INDEX ON &tcField TO &lcIndexName
>	ENDIF
>
>	lcOrder = .cColOrder
>	SET ORDER TO &lcIndexName &lcOrder
>	.LockScreen = .T.
>	.grdList.refresh()
>	LOCATE
>	.LockScreen = .F.
>ENDWITH
>