Subset of Data using conditions

[danielnevitt]

Hi,

I have a data set and I am looking to extract records where the following paramaters are the same:

CONTRACT_DT

DESK_CD

OFFICE_CD

CONTRACT_QTY

The data should then be matched by Buy/Sell being opposite (ie Buy with Sell and Sell with Buy) and also where the PERIOD_CD is different.

I thought about creating an INDEX for the first part, however I am unsure how to approach the second part.

The aim is to calculate the net position of a data set and then remove trades where the above conditions are met and then re-calculate the net position.

Any help/ideas will be much appreciated.

Regards,

Daniel

[Gysbert_Wassenaar]

Try creating an example with data that also explains and shows what the result should be. See this document:

Preparing examples for Upload - Reduction and Data Scrambling