I think I don't experience such issue (when filling in the missing backslashes which were removed by the forum system).

My output:

Code:
Processing year 2007...for symbol CHFJPY...
In File: E:\FxData_SQ\CHFJPY_2007.csv
Out File: E:\FxData_SQ\CHFJPY_2007.t6
Processing year 2008...for symbol CHFJPY...
In File: E:\FxData_SQ\CHFJPY_2008.csv
Out File: E:\FxData_SQ\CHFJPY_2008.t6
Processing year 2009...for symbol CHFJPY...
In File: E:\FxData_SQ\CHFJPY_2009.csv
Out File: E:\FxData_SQ\CHFJPY_2009.t6
Processing year 2010...for symbol CHFJPY...
In File: E:\FxData_SQ\CHFJPY_2010.csv
Out File: E:\FxData_SQ\CHFJPY_2010.t6