IDOC_DATA_CHECK – This method is used to check IDoc Data to see If an IDoc is Generated.
You can check documentation of this interface IF_EX_IDOC_CREATION_CHECK by using T-Code: SE24 or SE80
You can refer this Method by using this syntax: CALL METHOD IF_EX_IDOC_CREATION_CHECK=>methodname EXPORTING/IMPORTING...
Now come to you issue, an Exit statement takes program out of the loop. Incase you have loop as only processing block, it will also exit the method. You need to call BADI/method for each Idoc.