SPAN position files

[heech]

Hi,

Does anyone generate SPAN position files for margin calculations...? I have a question about the file format, just wondering if I can get some advice/help.

Thanks.

 

[henderson]

Check out the attachment....should help ya!

 

[heech]

Thank ya sir.

I actually found out later that the CME has a very convenient tool that lets you convert .cvs files into the .xml position files that PC-SPAN requires.

Much, much easier to use, since I'm already dumping out cvs with my positions EOD anyways.

 

[henderson]

All the CME Group SPAN tools are at:

ftp://ftp.cmegroup.com/span/

 

[heech]

Actually, this I didn't find at that ftp site. It's at the same link you used to download software updates:

http://www.cme-ch.com/pcspan/span4/