>Being in a prg (projects's main.prg). Is there a way to check if there is DataSession still open and which one it is, ie. which number (other the datasession #1).

You can try something like:

on error lnDS = lnDS - 1
lnDS = MAX
for x = 1 to MAX
	lcSetDS = "set datasession to " + str(x)
	&lcSetDS
endfor
?lnDS

Though, its not very efficent. Consdier storing and restoring the error handler too.