[R-SIG-Finance] Download and parse CME data

James Long jdlong at gmail.com
Wed Jun 17 14:25:43 CEST 2009


I have the need to download and parse daily futures and options data
from the CME FTP server. Before I get deep into it I wanted to see if
any of you have or have seen code that does this. Ultimately it would
make some sense to hack together a library for this.

-JD Long

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