OPEN INTEREST in MSW
[seems a couple of messages ago the comment was about mergin files that did and didn't have the open interest. On that basis, open interest wins.]
However back to basics. MSW has several versions of formatting (all basically, so far, up to the Y2K format) similar. Gary is supporting what I'd call V2 which is before they got into licensing, etc. - and the ability to support more than 255 stocks per.
Anyway, MSW first used V1 (lifted from another firm), where there were .dat and .dop files for each stock. One held the data, the other the format (i.e. the open interest column, too.) And, yes, every .dop file was the same and ate up one cluster of disk.
When they went to V2, they essentially acknowledged that only one .dop file was needed for all of the stocks in the up to 250+ (assuming you really didn't want to have varying formats within one set of stocks). They also use Master (and the differently formatted extra master - emaster) to hold the identity of the stocks in the group.
If what you are doing works on a file where there is already master, emaster and .dop files; I think the die is already cast on getting the open interest column always. Even if you delete all of the stocks in the group, I bet.
Perhaps you could try on a new directory and let QP2 put some stocks into it. Then see what happens. [Open new directory - anywhere, not even in equis storage area. Let QP2 populate it with a short list of stocks. [DO NOT EVEN OPEN MSW} Then take a look at .DOP file(s) with a file viewer to see what storage format is there. [Now, Proves what QP2 and MSW do.]
In theory, you could even manually edit the .dop file to eliminate the OI (open interest) line and see what happened to subsequent QP2 imports. Like go into equis, use the tools to delete all the stocks in this directory, then reload it from QP2 while monitoring the .dop file. |
