[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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