SPAN position files

Discussion in 'Automated Trading' started by heech, Jul 17, 2009.

  1. heech

    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.
     
  2. Check out the attachment....should help ya!
     
  3. heech

    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.
     
  4. heech

    heech