The Fermilab HyperCP experiment has accumulated the world's largest sample of Ξ- and Ξ+ hyperon decays within two running periods in 1997 and 1999. The primary goal of the experiment is to search for direct CP violation in the decay sequences Ξ- → Λ π- → p π- π- and Ξ+ → Λ π+ → p π+ π+. A violation of CP would manifest itself as a difference between the angular distribution of the proton and the antiproton in the Λ and Λ helicity frame. The amount of data is enough to reach a statistical sensitivity of 1.4 × 10-4 in the CP violating asymmetry AΞΛ = (αΞ αΛ - αΞ αΛ)/(αΞ αΛ + αΞ αΛ). We present an analysis method used to take into account the slight differences in the production of the Ξ- and Ξ+ samples. A preliminary results on AΞΛ at the level of a few 10-3 and based on a few percent of the 1997 data will be presented. © 2001 Elsevier Science B.V.