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Hi,
I am trying to match trades based on the following logic:
Match Buy Trades with Sell Trades on the same Commodity, Unit of Measure, Desk, Office and Line of Business. Also match on Volume (with a 10% variance) and Transaction Date (same as the Contract Date) within 1 working day variance.
My approach would be to create an 'INDEX' field, however I'm not sure how to state in the expression that the Buy/Sell indicator should be different. I'm also not sure how to look at trades that have a Contract Date variance of +/- 1 day.
Any pointers as to how to approach the above will be much appreciated.
Thanks,
Daniel
do you have a QVW to see the data and créate the expression???
Hi Luis,
Thank you for your reply.
I have an example qvw file, but I am not sure how to attach it to this forum.
Regards,
Daniel
Click on "Use advanced editor" in the top right:
Then click on Attach on the bottom right:
Hope this helps!
Hi,
For some reason I don't have the attach option on this question. I'll close this one and start a new thread (and attach the file). Thanks for your help.
Regards,
Daniel