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.
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.
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/