1 files changed, 50 insertions, 0 deletions
diff --git a/python/quote_parsing/parse_emails.py b/python/quote_parsing/parse_emails.py
index 5b54b560..d5538204 100644
--- a/python/quote_parsing/parse_emails.py
+++ b/python/quote_parsing/parse_emails.py
@@ -680,6 +680,56 @@ def parse_jpm(fh, index_desc):
     return option_stack, fwd_index
 
 
+def parse_gs_block_eu(fh, indextype):
+    indextype = "XO"
+    r = []
+    for line in fh:
+        line = line.strip()
+        if line == "" or "|" in line:
+            break
+        if "%" in line:
+            line = line.replace("/", " ")
+            (
+                strike,
+                pay_bid,
+                pay_offer,
+                delta,
+                rec_bid,
+                rec_offer,
+                vol,
+                _,
+                _,
+            ) = line.split()
+            r.append(
+                [
+                    strike,
+                    rec_bid,
+                    rec_offer,
+                    delta,
+                    pay_bid,
+                    pay_offer,
+                    delta,
+                    vol,
+                ]
+            )
+    return makedf(r, indextype, "GS")
+
+
+def parse_gs_eu(fh, index_desc):
+    option_stack = {}
+    fwd_index = []
+
+    pat = re.compile(r"(\w{3}\d{2})")
+    line = next(fh).strip()
+    while True:
+        if ("|" in line) and ("STK" not in line):
+            line = next(fh).strip()
+            if m := pat.match(line):
+                expiry = m.groups()
+                expiry = pd.to_datetime(expiry, format="%b%y")
+                parse_gs_block_eu
+
+
 # subject_baml = re.compile(r"(?:Fwd:){0,2}(?:BAML )?(\D{2})(\d{1,2})\s")
 
 regex_dict = {