Files can be fixed field width or delimiter separated.
In GMI’s fixed-field-width files, field position and offset must adhere to specifications:
•Fields with no value contain a number of spaces equal to the fixed length of the field.
The position field value indicates the position of the field in the file.
In delimiter-separated files:
•All fields must be separated by the delimiter,
•Fields with no value are empty with no spaces.
Offset and position field values do not apply in delimiter-separated files.
The statement date must be included in the header of statement files.
Trades should not be reported using average price because average price data cannot be parsed.
Unresolved Data
CQG cannot parse data for symbols that:
•cannot be traded using our trading applications
•have not been configured
If daily statements result in unresolved data, as seen on the CAST BackOffice Config page, verify that:
•the file meets naming requirements
•the date corresponds to the current trading day
•trades are not reported by average price