Sorry, it wasn't just you. I forgot to add the line of code calling the CME Reducer after downloading the pa2 files (I've never used it myself, so I never caught it). That is fixed in the attached version.
I also forgot to add the needed line that renamed the NYB CSV file if you are working with only unzipped files. That line of code was in the main calculation, but not in the download. If not renamed then the code cannot find the CSV, hence the reason why it only worked when the zipped file was present. That is also fixed.
For entering a futures contract in a spread, look at the example on the Track tab. In the C/P column you would enter F and put nothing in the Strike column. Highlight all of the positions in your spread and track as a spread and you should be good to go.
Let me know if there is anything else.
(Attachment removed, replaced by spreadsheet in my next post)
Last edited by Dudetooth; August 20th, 2016 at 06:40 PM.
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I didn't understand why the Reduce_CME_File_Size sub was coming up with a different file size than the sub I was using with XLS-SPAN version 04. I also then found that CME's PC_SPAN wouldn't use the XLS-SPAN version 05's reduced file.
I found the problem. A single digit was off. If Left(curLine, 7) should be If Left(curLine, 9)
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You should also add that an (F) is used for a future contract on Track in cell Parameters!K16.
Last edited by ron99; August 21st, 2016 at 03:35 PM.
@Dudetooth I tried downloading multiple days of files and the CME reducer did not work on them. It does work if I only download one day of data.
Also when I tried to download 20130102 thru 20130111, the nyb files were about 10,000 kb instead of the expected 600 kb. The rest of Jan files were the expected size.
When I run Scan on KC for 20130102 I get options but the C/P column is blank??? It does that for all pa2 nyb files. The CSV files are OK for that.
Scan works for all ICE commodities on all dates. Track doesn't work for me for any ICE products on any dates. pa2 files or CSV files. Either one day or H-Track.
When you make these changes to the macros could you tell us which subs you changed. I have made several modifications to your spreadsheet and it would be easier for me to copy and paste the changed sub in the macros than redo all of my modifications.
This is kind of a good news / bad news kind of reply. Good news is that most of the issues you noticed don't appear to be broke:
This feature worked during my test with multiple days of download.
NYB changed the amount of data they were reporting. Risk files from 2009 up through the beginning of 2013 ranged in size from 1-2mb. They were reporting more option contracts and had nearly 100k lines of data. After 20130111 they reduced the number of option contracts reported which cut the lines of data down to about 7k.
On my test the C/P filled in (see scan tab on attached).
I'm not sure if you were using "Zip" or "Unzip" feature on Parameters!B5. I did find that the code would show a missing pa2/csv if Unzip was selected but there was no actual unzipped file present. I changed the code so if the pa2/cvs is missing it will look to see if the zip is present. If it is, then it will unzip and continue. That was the only issue that I came across when trying to track or H-Track.
Here's the bad news ... any spreadsheet prior to XLS-SPAN (05 beta) is working on an entirely different base code. There was a very substantial rewrite with XLS-SPAN (05 beta), most notably the use of a Class Module. Code used in prior XLS-SPAN versions may or may not work in version 05+, however you cannot take the main code from version 05 and use it to retrofit an older version.
I'm sorry to say this, but if you wish to use version 05+ (current version is 05a) you'll have to redo your modifications. I understand the pain that will be, but the new base code was the only way I could get the current functionality.
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