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You can record tasks performed in Murex via its GUI much the same way you can record macros in Excel. You would probably need to type something like this on the console:
client_script.cmd /MXJ_SCRIPT_WRITE_TO:test.xml [Enter]
This should launch the GUI and whatever steps you take will be recorded in the test.xml file. Then you can type something like this on the console:
client_script.cmd /MXJ_SCRIPT_READ_FROM:test.xml [Enter]
This will execute everything recorded in the step above.
Here's an example which creates a script file and then executes it with the Shell function.

Sub ExtractMurexPositions()

    Dim fs As FileSystemObject, PnlDate As Date, xmlFile As String, logFile As String, q As String
     PnlDate = Date
     xmlFile = "pos.xml" 'the script file
     logFile = "pos.log" 'contains a string indicating if the script was terminated normally or abnormally
     q = Chr(34)
    Const MUREX_SCRIPT_NAME = "client_script.cmd"
    Const MUREX_MACRO_DIR = "C:\Program Files\Murex"
    Const UPLOAD_DIR = "c:\tmp"
    Const mxPassword = "0090006000f0005600470"
    Const mxID = "MUREX"
    Const DynamicTable = "POSITIONS"
    Const UserGroup = "TOKYO"

    Set fs = New FileSystemObject

    With fs.CreateTextFile(MUREX_MACRO_DIR & xmlFile, True)
 
        .WriteLine "<?xml version=" & q & "1.0" & q & "?>"
        .WriteLine "<!DOCTYPE MXClientScript>"
        .WriteLine "<MXClientScript>"
        .WriteLine "  <Ignore>"
        .WriteLine "    <IgnoreDialog TextInDialog=" & q & q & " DefaultButton=" & q & "OK" & q & " />"
        .WriteLine "    <IgnoreDialog TextInDialog=" & q & "Confirm" & q & " DefaultButton=" & q & "Yes" & q & " />"
        .WriteLine "    <IgnoreDialog TextInDialog=" & q & "Quit" & q & " DefaultButton=" & q & "Yes" & q & " />"
        .WriteLine "    <IgnoreDialog TextInDialog=" & q & "Exit Program" & q & " DefaultButton=" & q & "Yes" & q & " />"
        .WriteLine "  </Ignore>"
        .WriteLine "  <Events>"
        .WriteLine "    <Modify EventID=" & q & "1" & q & ">"
        .WriteLine "      <Cell Type=" & q & "String" & q & ">" & mxID
        .WriteLine "      <Focus FocusCode=" & q & "_USR_LOG___USER_NAME___0" & q & " PanelFather=" & q & _
        "OBJECT_2" & q & " Area=" & q & q & " Line=" & q & "0" & q & " Col=" & q & "0" & q & " Ref=" & q & "0" & q _
        & "CaretPosition=" & q & Len(mxID) & q & "/>"
        .WriteLine "      </Cell>"
        .WriteLine "      <Cell Type=" & q & "String" & q & ">" & mxPassword
        .WriteLine "      <Focus FocusCode=" & q & "_USR_LOG___PASSWORD___0" & q & " PanelFather=" & q & _
         "OBJECT_2" & q & " Area=" & q & q & " Line=" & q & "0" & q & " Col=" & q & "0" & q & " Ref=" & q & "0" & q _
         & " CaretPosition=" & q & Len(mxPassword) & q & "/>"
        .WriteLine "      </Cell>"
        .WriteLine "    </Modify>"
        .WriteLine "    <Command Code=" & q & "AUTOMATIC_SAVE_AND_EXIT" & q & " EventID=" & q & "2" & q & ">"
        .WriteLine "      <Focus FocusCode=" & q & "_USR_LOG___PASSWORD___0" & q & " PanelFather=" & q & _
         "OBJECT_2" & q & " Area=" & q & q & " Line=" & q & "0" & q & " Col=" & q & "0" & q & " Ref=" & q & "0" & q _
         & "CaretPosition=" & q & "0" & q & "/>"
        .WriteLine "    </Command>"
        .WriteLine "    <Command Code=" & q & "AUTOMATIC_SELECT" & q & " EventID=" & q & "3" & q & ">"
        .WriteLine "      <Focus FocusCode=" & q & "Browse(3)" & q & " PanelFather=" & q & "OBJECT_3" & q & " Area=" _
        & q & "TableBody" & q & " Line=" & q & "2" & q & " Col=" & q & "0" & q & " Ref=" & q & "0" & q & _
        " CaretPosition=" & q & "0" & q & " ScrollX=" & q & "0.0" & q & " XLine=" & q & "TSTO" & q & " XCol=" & q & _
        "0" & q & "/>"
        .WriteLine "    </Command>"
        .WriteLine "    <Command Code=" & q & "COMMAND_100042" & q & " EventID=" & q & "4" & q & _
        ">Middle officeReportingDynamic tables configurationUser additional dynamic tables"
        .WriteLine "      <Focus FocusCode=" & q & "NO_FOCUS" & q & " PanelFather=" & q & "NO_FOCUS" & q & " _
        Area=" & q & "" & q & " Line=" & q & "0" & q & " Col=" & q & "0" & q & " Ref=" & q & "0" & q & _
        " CaretPosition=" & q & "0" & q & "/>"
        .WriteLine "    </Command>"
        .WriteLine "    <ContextualMenu EventID=" & q & "5" & q & ">"
        .WriteLine "      <Focus FocusCode=" & q & "CmpMatrix__DBF_SEL1___Matrix___0" & q & " PanelFather=" & q _
        & "OBJECT_9" & q & " Area=" & q & "TableBody" & q & " Col=" & q & "0" & q & " Ref=" & q & "0" & q & _
        " CaretPosition=" & q & "0" & q & " XLine=" & q & "TOR_POS" & q & " XCol=" & q & "0" & q & "/>"
        .WriteLine "    </ContextualMenu>"
        .WriteLine "    <Command Code=" & q & "COMMAND_2030" & q & " EventID=" & q & "6" & q & ">Test on screen"
        .WriteLine "      <Focus FocusCode=" & q & "CmpMatrix__DBF_SEL1___Matrix___0" & q & " PanelFather=" & _
        q & "OBJECT_9" & q & " Area=" & q & "TableBody" & q & " Col=" & q & "0" & q & " Ref=" & q & "0" & q & _
        " CaretPosition=" & q & "0" & q & " XLine=" & q & "TOR_POS" & q & " XCol=" & q & "0" & q & "/>"
        .WriteLine "    </Command>"
        .WriteLine "    <Command Code=" & q & "COMMAND_1834" & q & " EventID=" & q & "7" & q & ">"
        .WriteLine "      <Focus FocusCode=" & q & "_DBF_SETSEL1___Proceed___0" & q & " PanelFather=" & q & _
        "OBJECT_8" & q & " Area=" & q & q & " Line=" & q & "0" & q & " Col=" & q & "0" & q & " Ref=" & q & "0" & _
        q & " CaretPosition=" & q & "0" & q & "/>"
        .WriteLine "      <Focus FocusCode=" & q & "CmpMatrix__DBF_SETSEL1___Matrix___0" & q & " PanelFather=" & _
        q & "OBJECT_8" & q & " Area=" & q & "TableBody" & q & " Col=" & q & "0" & q & " Ref=" & q & "0" & q & _
        " CaretPosition=" & q & "0" & q & " XLine=" & q & "&lt;DEFAULT&gt;" & q & " XCol=" & q & "0" & q & "/>"
        .WriteLine "    </Command>"
        .WriteLine "    <Modify EventID=" & q & "8" & q & ">"
        .WriteLine "      <Cell Type=" & q & "ComboBox" & q & ">Historical Date"
        .WriteLine "        <Focus FocusCode=" & q & "_DBF_SETTING2___DT_TYPE___2" & q & " PanelFather=" & q _
         & "OBJECT_9" & q & " Area=" & q & q & " Col=" & q & "0" & q & " Ref=" & q & "0" & q & " CaretPosition=" & _
         q & "0" & q & " XCol=" & q & "0" & q & "/>"
         .WriteLine "      </Cell>"
         .WriteLine "    </Modify>"
         .WriteLine "    <Modify EventID=" & q & "9" & q & ">"
         .WriteLine "      <Cell Type=" & q & "Date" & q & ">" & Format(PnlDate, "YYYYMMDD")
         .WriteLine "        <Focus FocusCode=" & q & "_DBF_SETTING2___DT_VALUE___2" & q & " PanelFather=" & _
         q & "OBJECT_9" & q & " Area=" & q & q & " Col=" & q & "0" & q & " Ref=" & q & "0" & q & " CaretPosition=" _
         & q & "0" & q & " XCol=" & q & "0" & q & "/>"
        .WriteLine "      </Cell>"
        .WriteLine "    </Modify>"
        .WriteLine "    <Command Code=" & q & "COMMAND_1996" & q & " EventID=" & q & "12" & q & ">"
        .WriteLine "      <Focus FocusCode=" & q & "_DBF_SETTING2___Save___0" & q & " PanelFather=" & q & _
        "OBJECT_11" & q & " Area=" & q & "" & q & " Line=" & q & "0" & q & " Col=" & q & "0" & q & " Ref=" & q & _
        "0" & q & " CaretPosition=" & q & "0" & q & "/>"
        .WriteLine "    </Command>"
        .WriteLine "    <Command Code=" & q & "COMMAND_1906" & q & " EventID=" & q & "13" & q & _
         ">ToolsView"
        .WriteLine "      <Focus FocusCode=" & q & "Browse(15)" & q & " PanelFather=" & q & "OBJECT_15" & q & _
        " Area=" & q & "TableBody" & q & " Line=" & q & "0" & q & " Col=" & q & "0" & q & " Ref=" & q & "0" & q & _
        " CaretPosition=" & q & "0" & q & " ScrollX=" & q & "0.0" & q & " ScrollY=" & q & "0.0" & q & " XCol=" & q & _
        "0" & q & "/>"
        .WriteLine "    </Command>"
        .WriteLine "    <Command Code=" & q & "AUTOMATIC_SELECT" & q & " EventID=" & q & "14" & q & ">"
        .WriteLine "      <Focus FocusCode=" & q & "Browse(16)" & q & " PanelFather=" & q & "OBJECT_16" & q & _
        " Area=" & q & "TableBody" & q & " Line=" & q & "40" & q & " Col=" & q & "0" & q & " Ref=" & q & "0" & q & _
        " CaretPosition=" & q & "0" & q & " ScrollX=" & q & "0.0" & q & " XLine=" & q & "TOR_POS" & q & " XCol=" & _
         q & "0" & q & "/>"
        .WriteLine "    </Command>"
        .WriteLine "    <Command Code=" & q & "COMMAND_1817" & q & " EventID=" & q & "15" & q & ">FileExtract"
        .WriteLine "      <Focus FocusCode=" & q & "Browse(15)" & q & " PanelFather=" & q & "OBJECT_15" & q & _
        " Area=" & q & "TableBody" & q & " Line=" & q & "0" & q & " Col=" & q & "0" & q & " Ref=" & q & "0" & q _
        & " CaretPosition=" & q & "0" & q & " ScrollX=" & q & "0.0" & q & " ScrollY=" & q & "0.0" & q & " XCol=" & _
        q & "0" & q & "/>"
        .WriteLine "    </Command>"
        .WriteLine "    <Modify EventID=" & q & "16" & q & ">"
        .WriteLine "      <Cell Type=" & q & "String" & q & ">a.txt"
        .WriteLine "      <Focus FocusCode=" & q & "_BRW_EXTRACT___FILE_NAME___0" & q & " PanelFather=" & _
        q & "OBJECT_17" & q & " Area=" & q & "" & q & " Line=" & q & "0" & q & " Col=" & q & "0" & q & " Ref=" & _
        q & "0" & q & " CaretPosition=" & q & "0" & q & "/>"
        .WriteLine "      </Cell>"
        .WriteLine "      <Cell Type=" & q & "ComboBox" & q & ">Overwrite"
        .WriteLine "      <Focus FocusCode=" & q & "_BRW_EXTRACT___OPEN_MODE___0" & q & " PanelFather=" & _
        q & "OBJECT_17" & q & " Area=" & q & "" & q & " Line=" & q & "0" & q & " Col=" & q & "0" & q & " Ref=" & _
        q & "0" & q & " CaretPosition=" & q & "0" & q & "/>"
        .WriteLine "      </Cell>"
        .WriteLine "      <Cell Type=" & q & "ComboBox" & q & ">Whole table"
        .WriteLine "      <Focus FocusCode=" & q & "_BRW_EXTRACT___SCOPE___0" & q & " PanelFather=" & q & _
        "OBJECT_17" & q & " Area=" & q & "" & q & " Line=" & q & "0" & q & " Col=" & q & "0" & q & " Ref=" & q & _
        "0" & q & " CaretPosition=" & q & "0" & q & "/>"
        .WriteLine "      </Cell>"
        .WriteLine "      <Cell Type=" & q & "ComboBox" & q & ">Yes"
        .WriteLine "      <Focus FocusCode=" & q & "_BRW_EXTRACT___TITLE___0" & q & " PanelFather=" & q & _
        "OBJECT_17" & q & " Area=" & q & "" & q & " Line=" & q & "0" & q & " Col=" & q & "0" & q & " Ref=" & q & _
        "0" & q & " CaretPosition=" & q & "0" & q & "/>"
        .WriteLine "      </Cell>"
        .WriteLine "      <Cell Type=" & q & "String" & q & ">"
        .WriteLine "      <Focus FocusCode=" & q & "_BRW_EXTRACT___STRING___0" & q & " PanelFather=" & q & _
        "OBJECT_12" & q & " Area=" & q & "" & q & " Line=" & q & "0" & q & " Col=" & q & "0" & q & " Ref=" & q & _
        "0" & q & " CaretPosition=" & q & "0" & q & "/>"
        .WriteLine "      </Cell>"
        .WriteLine "      <Cell Type=" & q & "String" & q & ">;"
        .WriteLine "      <Focus FocusCode=" & q & "_BRW_EXTRACT___COLUMN___0" & q & " PanelFather=" & q & _
        "OBJECT_12" & q & " Area=" & q & "" & q & " Line=" & q & "0" & q & " Col=" & q & "0" & q & " Ref=" & q & _
        "0" & q & " CaretPosition=" & q & "0" & q & "/>"
        .WriteLine "      </Cell>"
        .WriteLine "      <Cell Type=" & q & "String" & q & ">adhocftp.ksh TO a.txt pos_" & Format(PnlDate, "mmddyy") & _
        ".txt 1 1"
        .WriteLine "      <Focus FocusCode=" & q & "_BRW_EXTRACT___COMMAND___0" & q & " PanelFather=" & _
        q & "OBJECT_17" & q & " Area=" & q & "" & q & " Line=" & q & "0" & q & " Col=" & q & "0" & q & " Ref=" & q _
        & "0" & q & " CaretPosition=" & q & "0" & q & "/>"
        .WriteLine "      </Cell>"
        .WriteLine "      <Cell Type=" & q & "ComboBox" & q & ">No"
        .WriteLine "      <Focus FocusCode=" & q & "_BRW_EXTRACT___FMT_NUM___0" & q & " PanelFather=" & q & _
        "OBJECT_17" & q & " Area=" & q & "" & q & " Line=" & q & "0" & q & " Col=" & q & "0" & q & " Ref=" & q & _
        "0" & q & " CaretPosition=" & q & "0" & q & "/>"
        .WriteLine "      </Cell>"
        .WriteLine "    </Modify>"
        .WriteLine "    <Command Code=" & q & "COMMAND_1834" & q & " EventID=" & q & "17" & q & ">"
        .WriteLine "      <Focus FocusCode=" & q & "_BRW_EXTRACT___BTN_PROCEED___0" & q & " PanelFather=" & _
        q & "OBJECT_17" & q & " Area=" & q & "" & q & " Line=" & q & "0" & q & " Col=" & q & "0" & q & " Ref=" & q & _
        "0" & q & " CaretPosition=" & q & "0" & q & "/>"
        .WriteLine "    </Command>"
        .WriteLine "    <Command Code=" & q & "AUTOMATIC_EXIT" & q & " EventID=" & q & "18" & q & ">"
        .WriteLine "      <Focus FocusCode=" & q & "Browse(10)" & q & " PanelFather=" & q & "OBJECT_15" & q & _
        " Area=" & q & "TableBody" & q & " Line=" & q & "0" & q & " Col=" & q & "0" & q & " Ref=" & q & "0" & q & _
        " CaretPosition=" & q & "0" & q & " ScrollX=" & q & "0.0" & q & " ScrollY=" & q & "0.0" & q & " XCol=" & q & _
        "0" & q & "/>"
        .WriteLine "    </Command>"
        .WriteLine "    <Dialog Aborted=" & q & "N" & q & " ReturnID=" & q & "0" & q & " EventID=" & q & "19" & q & ">"
        .WriteLine "    </Dialog>"
        .WriteLine "    <Command Code=" & q & "AUTOMATIC_EXIT" & q & " EventID=" & q & "20" & q & ">"
        .WriteLine "      <Focus FocusCode=" & q & "CmpMatrix__DBF_SEL1___Matrix___0" & q & " PanelFather=" & q _
        & "OBJECT_9" & q & " Area=" & q & "TableBody" & q & " Line=" & q & "148" & q & " Col=" & q & "0" & q _
        & " Ref=" & q & "0" & q & " CaretPosition=" & q & "0" & q & " ScrollX=" & q & "0.0" & q & " XCol=" & q & "0" & _
        q & "/>"
        .WriteLine "    </Command>"
        .WriteLine "    <Command Code=" & q & "AUTOMATIC_EXIT" & q & " EventID=" & q & "21" & q & ">"
        .WriteLine "      <Focus FocusCode=" & q & "NO_FOCUS" & q & " PanelFather=" & q & "NO_FOCUS" & q & _
        " Area=" & q & "" & q & " Line=" & q & "0" & q & " Col=" & q & "0" & q & " Ref=" & q & "0" & q & _
        " CaretPosition=" & q & "0" & q & "/>"
        .WriteLine "    </Command>"
        .WriteLine "    <Dialog Aborted=" & q & "N" & q & " ReturnID=" & q & "0" & q & " EventID=" & q & "22" & q & ">"
        .WriteLine "    </Dialog>"
        .WriteLine "  </Events>"
        .WriteLine "</MXClientScript>"
        .Close
 
    End With

    sPath = CurDir
    ChDrive Left(MUREX_MACRO_DIR, 1)
    ChDir MUREX_MACRO_DIR

     MXProgram = MUREX_SCRIPT_NAME & " /MXJ_SCRIPT_READ_FROM:" & xmlFile & _
     " /MXJ_SCRIPT_LOG_FILE:" & UPLOAD_DIR & logFile
     TaskId = Shell(MXProgram, vbNormalFocus)

    Set fs = Nothing
    On Error Resume Next
    ChDrive Left(sPath, 1)
    ChDir sPath

End Sub