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danielnevitt
Creator
Creator

Expression help

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

4 Replies
Not applicable

do you have a QVW to see the data and créate the expression???

danielnevitt
Creator
Creator
Author


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

jerem1234
Specialist II
Specialist II

Click on "Use advanced editor" in the top right:

Advanced editor.PNG.png

Then click on Attach on the bottom right:

Attach.PNG.png

Hope this helps!

danielnevitt
Creator
Creator
Author

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