It did not start with a hot dog. It started with a scorecard. The hot dog came later. And from there, the business grew into a multi-million-dollar corporation.

Today it is Harry M. Stevens, Inc., one of America's oldest and best known concessionaires. In 1888 it was Harry Mozley Stevens, disgrutled baseball fan who couldn't tell the players and didn't have a scorecard.

"It may sound strange but that's really the way it happened," said Bill Stevens Jr. company senior vice-president and a member of the third generation of Stevenses that currently run the company, "All he wanted was a good scorecard. He decided to make one himself.

And so, even though legend has it that Stevens started his career by selling a hot dog, he started it by selling a scorecard in Columbus, Ohio.

The business blossomed and spread first around the Midwest, then East, finally to the Polo Grounds in New York. At that point Stevens added popcorn, ice-cream, peanuts and soft drinks to his line.

And then on a cold April afternoon - the story goes - Stevens found that no one was buying his cold foods. Desperate not to lose a day's sales he sent his vendors out to all the neighboring markets to buy dachshund sausages and rolls to keep them warm.

When the vendors returned Stevens told them (allegedly) to yell, "get your dachshund sausages while they're red hot. They're red hot right now."

The next day cartoonist Tad Dorgan drew a cartoon of the scene. Not knowing how to spell "dachshund" Dorgan shortened the name to "hot dog."

A star war born.

It sounds like a fairy tale. But then companies that are almost entirely family-run in their fourth generation of existence are not exactly common place either.

But that is the Stevens way. The president of the company is Joseph B. Stevens.Bill Stevens, his cousin, is a senior vice-president.

Harry M. Rose, the chairman of the bord; Homer Rose Jr. and Frank Rose, both executive vice-presidents, are descended from Annie Rose, daughter of Harry M., the founder. James G. Titus, an in-law, is an executive vice-president. And six members of the fourth generation occupy positions in the company and are waiting to step in.

"I guess it's always been the natural inclination of members of our family to stay in the business," Bill Stevens said. "We know it's in our interest to protect what we've built up. We didn't go into the business because of parental influence; we went in because we enjoyed it."

Stevens currently is the concessionaire at 38 race tracks; four stadia; three NBA arena, two NHL arenas. In addition the company runs a maintenance service for many sports arenas, has a restaurant in New York and has branched into the souvenir business, having noticeable sucess lately marketing items bearing The Costmos logo.

Of course Stevens is not the country's only successful concessionaire. SportService Inc., founded by the Jacobs Brothers in Buffalo in 1926, is the concessionaire in six major league stadia and a number of major and minor league auditoriums. The company is the current concessionaire at Baltimore's Memorial Stadium.

"Obviously we're competing with Stevens; this is a competitive business," said Herb Ring, vice-president of SportService. "They're a good, solid company and so are we. It isn't the kind of competition that could be called a rivalry though. We're just all in the same business."

The Stevens people also consider their business to be nobody else's business. President joseph Stevens does not speak to reporters. He does not return phone calls or respond to messages.

Stevens is a private company and therefore is not required to make public any information about its assets, deficits or goals.Getting past the receptionist at their 43d Street manhattan office is somewhat like trying to drive a 14-foot truck through a 12-foot tunnel.

"Everyone is in a meeting," the receptionist tells strangers." Anyone who isn't in a meeting is out of town and we don't know how to reach them."

"We don't believe in talking to strangers," Bill Stevens said. "If you want to write and ask for information, we might send you something."

There is no need for Stevens people to cooperate with the press. They are at the top of their game and they know it.

"They're a very close-knit family," said Walter Klausmann, vice-president in charge of finance, one of two high ranking non-family members in the company. "They're really great people to work with. I've never had any trouble because I'm not part of the family.

"If you do your job they'll reward you. I've been with the company now for 18 years and I've never regretted it for a minute. They stick together though, no question about it."

Klausmann said there were times when people within the company felt a member of the family had been promoted though," he said. "They're usually very good at what they do."

Harry M. would probably be proud. The business is flourishing and continuing to grow. The third generation is closing in on retirement, but the fourth generation is ready to take over. And so it will go on.

"Keeping the business within the family climinates a lot of conflicts," said Bill Stevens, the one member of the faimily who did answer the phone. "People always resolve their differences one way or another. Nothing is unsolvable. We just sit down and talk until we're all agreed on what to do.

"We've made mistakes over the years but I guess we're all pretty contented. The kids are aware of the things we've done right and the things we've done wrong and they'll be ready to take over when the time comes."

Thus, Stevens will enter its second century still in the hands of Harry M's descendants. Bill Stevens says he expects the company to continue growing in the future. Virtually anything a fan at a ball game cccould want, Stevens will supply. There is just one ball park item Stevens does not sell.