Code:
$
$ cat data.txt
2009/06/10,20:59:59.950,XAG/USD,Q,1,1115, 14.3025,100,1,1
2009/06/10,20:59:59.950,XAG/USD,Q,1,1116, 14.3026,125,1,1
2009/06/10,20:59:59.950,XAG/USD,R,0,0, , 0,0,0
2009/06/10,20:59:59.950,XAG/USD,R,1,0, 14.1910,100,1,1
2009/06/10,20:59:59.950,XAG/USD,A,0,, 14.3011,100,1
2009/06/10,21:00:00.100,CHF/JPY,Q,0,0, , 0,0,0
2009/06/10,21:00:00.100,CHF/JPY,Q,1,0, 70.26, 60,2,2
2009/06/10,21:00:00.150,CHF/JPY,D,0, 70.14, 20,XC05, ,NYD9,US,NYA1
$
$ perl -ne 'BEGIN{open(F1,">file1"); open(F2,">file2")}
> { split/[,:]/;
> if($_[1] <= 20){print F1 $_} else{print F2 $_}
> }
> END {close(F1); close(F2)}' data.txt
$
$ cat file1
2009/06/10,20:59:59.950,XAG/USD,Q,1,1115, 14.3025,100,1,1
2009/06/10,20:59:59.950,XAG/USD,Q,1,1116, 14.3026,125,1,1
2009/06/10,20:59:59.950,XAG/USD,R,0,0, , 0,0,0
2009/06/10,20:59:59.950,XAG/USD,R,1,0, 14.1910,100,1,1
2009/06/10,20:59:59.950,XAG/USD,A,0,, 14.3011,100,1
$
$ cat file2
2009/06/10,21:00:00.100,CHF/JPY,Q,0,0, , 0,0,0
2009/06/10,21:00:00.100,CHF/JPY,Q,1,0, 70.26, 60,2,2
2009/06/10,21:00:00.150,CHF/JPY,D,0, 70.14, 20,XC05, ,NYD9,US,NYA1
$
$