Program Generating Individual Files

Program Generating Individual Files

# Exchanges to filter for:

/^101/ { process_span("cbt","CBOT") }

/^102/ { process_span("cme","CME") }

/^103/ { process_span("cbt","MIDAM") }

/^106/ { process_span("csc","CSC") }

/^107/ { process_span("cmx","COMEX") }

/^112/ { process_span("nym","NYMEX") }

/^113/ { process_span("nyc","NYCE") }

/^116/ { process_span("smx","SIMEX") }

/^1I / { process_span("ipe","IPE") }

/^1L / { process_span("lif","LIFFE") }

/^1M / { process_span("lme","LME") }

/^1O / { process_span("lifee","LIFFEEO") }

/^1X / { process_span("lce","LCE") }

/^1SY/ { process_span("sfe","SFE") }

# Will process when flag is turned on!

{

if ( process_flag )

{

print >> spanfile

}

}

function process_span(exchange,name)

{

close ( spanfile )

spanfile=exchange substr($0,6,4) "s.par"

print "processing " name "(" spanfile "):"

process_flag=1

}

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