I was out of town and missed another day downloading the CME data.. Friday 8/22/2003. If someone has it could you upload it to the yahoo briefcase account? The yahoo account is userid: cmedata password: elite1 thanks!
I have been downloading the globex t/s since April 02, 2003. If anybody has data prior to that and would be willing to share the files I would truly appreciate that. If anybody needs the data that I have I can share with them also.
Has anyone else been having trouble downloading these files from the CME website during the last couple weeks? When I try to download one of the files, my browser just hangs for about 15 minutes before the download dialog finally pops up.
On the contrary, with the recently revamped CME site, the dialog box pops up even quicker now (about a second) as opposed to about 10 seconds previously, so the behavior you describe is indeed strange. A remedy I have used successfully to iron out inexplicable quirks is deleting temporary internet files. Failing that, the CME site may be able to help.
Are there any programs out there that work with these datafiles? (sort, format, display, make 1-min bars, etc) I have been collecting them for a while but don't do anything with them yet! I fantasize about writing a program that can download, extract, format to 1-min bars, and store the data automatically. Given my programming abilities, that is likely to remain a fantasy. It hasn't been a total waste though, because I have learned a little about perl.
I don't know of any existing third party software but many here have written their own code just for that purpose. After downloading gxyymmdd.zip, I run a batch file which extracts gxyymmdd.iom and then arranges it in the tick data format of my choice. This process takes about 5 seconds and involves 2 small Pascal programs (20 and 40 lines of code respectively). I do not format the data to 1-min bars, nor am I familiar with Perl, but if I can be of any assistance, please PM me.
After you get the files in the format you want, what charting application do you use? Do you store the data in a text file or a database? Is their data "clean" or are there crazy trades in the mix? Thanks!
I don't use any charting package with the CME data which I store in text files. Rather, I run it through programs that I've written, backtesting the crazy ideas I come up with. The data (unlike myself) is squeaky clean.
I think you are right, Mr Subliminal. There does seem to be a problem with my computer, firewall, internet provider, etc. I did some testing and it appears that I have problems connecting to anything using the FTP protocol, not just CME's FTP site. Looks like I have a lot of experimenting to do to track down the problem. Thanks.