The matching engine can generate a matched list of trades from any file containing the following five items of information for each transaction. The file MUST use the comma as the delimiter between each piece of information. The file MUST be in chronological order with the earliest transactions at the top. Script commands can be used to get these formats. The data items needed are:
1: A date column (the program can distinguish all common date formats so the specific use of slashes, dashes, etc. is not important).
2: A "side" column such as the word "buy" or "sell" (the precise terminology is not important, so long as this column contains only two choices and they are different). Some brokerages do not distinguish between a sale and a short sale in their transaction report, while others do. If yours does you can safely use the "replace" command to mold the column to two choices. So long as the net proceeds is a negative number for purchases and a postive for sales, mathematically there will be no difference. Alternatively, if you are uncomfortable molding "buy to cover" transactions to "buy" transactions, you can use the striplines command and separate the account into two sets and match them separately.
3: A symbol column.
4: A number of shares column
5: A total net proceeds column. [The total net proceeds should be a negative number for a purchase and a positive number for a sale, reflecting the net flow of funds into or out of the account.]