I have a big CSV file (10,000s of rows).
How can I automatically convert it to an XLS file which will have Filters and some formatting (color, font) on the top row?
You could do this with an .xls template file and some scripting to move the data from the CSV. - create an xls file with the properlyu formatted top row - When you need to"convert the file, in your script, make a copy of the template then open it for editing - iterate through the csv file allthe while copying the data to a new row in the xls file
Excel has a COM programming interface that can facilitate this.