Check if file exists in step in SQL Need to create step in SQL job which check if file exist because if file exists it needed to be stop but if file not exist to continue with next step.
xp_fileexist not allowed in sql query.
You can use a Powershell command on your job and raise an error if your file is not found so that your job will stop.
Something like:

if (-not (Test-Path $file)) 
{
    throw [System.IO.FileNotFoundException] "$file not found."
}