%If you don't use the readfile function, you can use readlines instead
readfile=@(fn)cellstr(readlines(fn));%(requires >=R2020a)
data=readfile('https://www.mathworks.com/matlabcentral/answers/uploaded_files/675913/COD0MGXFIN_20210870000_01D_05M_ORB.txt');
newdata=data(cellfun(@(x) contains(x,'999999.99999'),data))
Now you can easily write it with fprintf:
fid=fopen('myfile.txt','w');
fprintf(fid,'%s\n',newdata{:}); % this will introduce a trailing newline
fclose(fid);
