sed '/BIG.20021208.00001/!d;s/.*\*//' <file<<\DATA
ST*810*0001
BIG*20021208*00001**A999
N1*ST*XYZ Test Corporation*9*122334455
N3*987 Freeway Dr.
N4*New York*NY*98765
N1*BT*ABC Test Company*9*122334455
N3*123 Highway Street
N4*Los Angeles*CA*12345
ITD*01*3*2**30**30*****60
FOB*PP
IT1**1*EA*200**UA*EAN
PID*F****Lamp
IT1**4*EA*50**UA*EAN
PID*F****Chair
TDS*2000
CAD*****Routing
ISS*30*CA
CTT*50
SE*19*0001
ST*810*0002
BIG*20021208*00001**A1000
N1*ST*XYZ Test Corporation*9*122334455
N3*987 Freeway Dr.
N4*New York*NY*98765
N1*BT*ABC Test Company*9*122334455
N3*123 Highway Street
N4*Los Angeles*CA*12345
ITD*01*3*2**30**30*****60
FOB*PP
IT1**1*EA*200**UA*EAN
PID*F****Lamp
IT1**4*EA*50**UA*EAN
PID*F****Chair
TDS*2000
CAD*****Routing
ISS*30*CA
CTT*50
SE*19*0001
ST*810*0002
BIG*20021208*00001**A1000
N1*ST*XYZ Test Corporation*9*122334455
N3*987 Freeway Dr.
N4*New York*NY*98765
N1*BT*ABC Test Company*9*122334455
N3*123 Highway Street
N4*Los Angeles*CA*12345
ITD*01*3*2**30**30*****60
FOB*PP
IT1**1*EA*200**UA*EAN
PID*F****Lamp
IT1**4*EA*50**UA*EAN
PID*F****Chair
TDS*2000
CAD*****Routing
ISS*30*CA
CTT*50
SE*19*0002
ST*810*0003
BIG*20021208*00001**1001
N1*ST*XYZ Test Corporation*9*122334455
N3*987 Freeway Dr.
N4*New York*NY*98765
N1*BT*ABC Test Company*9*122334455
N3*123 Highway Street
N4*Los Angeles*CA*12345
ITD*01*3*2**30**30*****60
FOB*PP
IT1**1*EA*200**UA*EAN
PID*F****Lamp
IT1**4*EA*50**UA*EAN
PID*F****Chair
TDS*2000
CAD*****Routing
ISS*30*CA
CTT*50
SE*19*0003
DATA
That yields only these results:
A999
A1000
1001