Provided are a computer program product, system, and method for determining an ordering to use to open and close programs that call other programs. A dependency file indicates for each calling program at least one called program called by the calling program, wherein a called program that calls another program also comprises a calling program. The dependency file is processed to determine an order in which the called programs are called by the calling programs. A determination is made from the order the called programs called by an invoked calling program. The determined called programs are invoked according to the order. The calling program is invoked in response to invoking the determined called programs. The order indicates the order in which the calling programs and the called programs are invoked so the called programs are invoked before invoking the calling programs that invoke the called programs.