ExcelMonkey wrote ...

I have a CSV File which I want to import into my spreadsheet. I have
included the file in this posting.

I use the following code below to pull in the entire file. It works
great. It creates separate columns for the data items based on comma
delimited logic. I want to update the code so that I can enter a query
based on the items in column 1, 3 and 4. Column 1 has either "Offers"
or "Bids" data. Note they are continuous. Column 3 has "date" data,
and column 4 has "Hour" data (1-24). I want to be able to query on
only the "Offers", for a given day in column 3 (ie. 01/01/2004) for a
given hour in column 4.

How do I do this?

Open "c:\Documents and
Settings\rkaczanowski.EDCASSOCIATES\Desktop\Histor ical_Trading_2004_01.CSV"
_
For Input As #1

<SNIP

You could do this with ADO and SQL:

Option Explicit

Const PATH As String = "" & _
"c:\Documents and Settings\rkaczanowski.EDCASSOCIATES\Desktop\"

Const TABLE As String = "Historical_Trading_2004_01.CSV"

Private Const CONN_STRING As String = "" & _
"Provider=Microsoft.Jet.OLEDB.4.0;" & _
"Data Source=<<PATH;" & _
"Extended Properties='Text;HDR=NO'"

Sub TestLateBound()

Dim oConn As Object
Dim oRs As Object
Dim strCon As String
Dim strSql As String

strCon = CONN_STRING
strCon = Replace(strCon, "<<PATH", PATH)

Set oConn = CreateObject("ADODB.Connection")
With oConn
.CursorLocation = 3 ' adUseClient
.ConnectionString = strCon
.Open
End With

strSql = "SELECT F1, F2, F3, F4" & _
" FROM " & TABLE & _
" WHERE F1='Offers'" & _
" AND F3=#01 JAN 2004#" & _
" AND F4=12"

Set oRs = oConn.Execute(strSql)

ActiveCell.CopyFromRecordset oRs

oRs.Close
oConn.Close

End Sub