I use the following TSO command to get all my tape volumes in a OS/390 data set:

 DSMADMC -ID=userid -PA=password -OUT='your.OS390.data.set.name' +
   Q VOL DEV=RTAPE*

If you want to do this from a Rexx Exec is would look like this:

dsname = "your.OS390.data.set.name"
address tso
 "ALLOC F(DSCOPT) DA('your.TSOADMIN.options.data.set') SHR REUSE"
 "ALLOC F(DSCLANG) DA('SYS1.SANSMSG(ANSMENU)') SHR REUSE"
 "DSMADMC -ID=userid -PA=password -OUT='"dsname"' Q AC BEGIND='-3'",
     "S='DL01DS'"
 "DSMADMC -ID=ADMIN -PA=ADMIN -OUT='"dsname"' Q AC BEGIND='-3'",
     "S='DL01NM'"
 "FREE  FI(DSCOPT DSCLANG)"

In this Rexx Exec the output of the two query's are appende to each other in the
 same data set.

OS/390 Server version is 3.1.2.20