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I have just managed to get the XLPDEMO program running.  Apparently you
need to add the classpath variable in the program, probably has something
to do with the activation group (?).

CLASSPATH, like all environment variables, is stored at the job level or system level. It's not activation group specific. The JVM isn't related to the activation group either, since Java isn't an ILE language.

Anyway, I have now modified this program so that it reads and processes
one of my own spreadsheets, and everything works just fine, until it
reaches the end of the data.

After that, I get the following Java errors:

                        Additional Message Information

Message ID . . . . . . :   RNX0301       Severity . . . . . . . :   50
Message type . . . . . :   Escape
Date sent  . . . . . . :   14/07/05      Time sent  . . . . . . :
15:03:39

Message . . . . :   Java exception received when calling Java method.
Cause . . . . . :   RPG procedure XLPARSE_WO in program
COLPAERP/XLPARSER4
  received Java exception
"org.apache.poi.hssf.record.RecordFormatException:
  Unable to construct record instance, the following" when calling method

  "parse" with signature "(¬B¬B¬B)V" in class
  "com.iseriesnetwork.clubtech.xlparse.ParseSheet".

Sounds like you have an Excel record in your spreadsheet that HSSF is not familiar with. Not much I can do about that -- you'll have to contact the POI developers.

Is there any way to tell the program to stop parsing at a certain point?
Or does the excel sheet have to comply with certain requirements to signal
an 'end-of-file' for the parser?

Have the subprocedure that's called by XLPARSE (the one for numeric cells or the one for character cells) return *ON. That should stop the parsing.

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