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Here's my attempt to break down the SPAN process. Hope it helps.
***Edit: A few minor edits ... I guess I should have read through the CME material a little more closely before I posted this. I think I have everything correct now.
You mention the standard record layout, but as I pointed out to Ron, this is not the correct file structure. The correct structure is the "expanded" record layout. Note the length of the Commodity (Product) Code. In the standard format, the Commodity Code has a length of 2, but the expanded format shows the Commodity Code having a length of 10.
The expanded "layout guide" matches what we see in the .pa2 files.
Sorry, you are correct. The general point was just that I was unaware that CME had such a detailed description of the risk arrays and armed with that info it could be possible to have Excel do everything PC-SPAN does (though it would take a lot of time and effort to do it all).
I had that happen when I was testing (multiple lines in the risk array that match the search criteria). I tried to put some code in to prevent it from writing more than one line for each chunk of data that it was searching for, but I guess there are still holes. Do you remember what the values in columns A-E were?
I tried both versions of your software. When I enter a date and click the 'Download Risk Arrays' button it downloads, unzips and saves the risk arrays. But when I enter position data and click the Portfolio or Single Position buttons, nothing happens, just blank gray field in the Main Tab and almost all Zeroes in the Temp Tab. Am I doing something wrong?