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I want to deal with several data, i.e., data.*.txt with following structure
MSG|20010102|123 125 4562 409|SEND
MSG|20010102|120 230|SEND
MSG|20010102|120 204 5071|SEND
MSG|20010103|2 11 1098...

thank you for your remind. I realize it is shell programming.
now i use the following command:

for filename in *
do
../out_function $filename > ../dst/$filename
done

Thanks a lot.

I wanna use a system function to deal with several data. So I use awk variable FILENAME to transfer the file directory to system command, but it does not work.

I use a shell function...