[R-SIG-Finance] NYMEX/COMEX daily settle txt files

Joe W. Byers ecjbosu at aol.com
Tue Nov 17 11:37:43 CET 2009


This is not an true R Finance question, but I thought some here might be 
able to help.  I have some R and perl scripts that download the NYMEX 
and Comex files every night then load them into a database.

The CME changed the file formats and URLs this past week and I missed 
three days before I fixed my download scripts.  The days were 10/9, 
10/10, and 10/12.  I was wondering if anyone out there also downloaded 
these files (formerly called innf, inno, inco, incf dot txt).  I am 
using the old test format.  I have continuous data since 2005 and would 
like to keep the series going.

If I can find the xml schema for the cme xml files I will add changing 
the data source to my to do list. :)

Thank you very much.

Joe Byers



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