How do you extract the CME Site's daily T&S Data for ES?

Discussion in 'Data Sets and Feeds' started by J.P., Nov 16, 2009.

  1. J.P.


    My thought was to copy the CME's daily Full Trade Day Time and Sales data to a spreadsheet each day. However, I've been stymied and have been unable to utilize anything other than the Hourly data; cutting and pasting hour after hour rather than utilizing the Full Trade Day that's available on the CME site. Has anyone been able to overcome this limitation, and if so, how? (Someone said the CME purposely handicapped their site's Full Trade Day data to encourage purchasing rather than copying and pasting.)
  2. cinnabar


    you should be able to get the whole session on one page.
  3. J.P.


    Thanks, cinnabar.

    Yes, I can do that by selecting Full Trade Day, and the entire day's data, eventually, displays on the page. But then I am unable to copy/paste the Full Trade Day's data into Excel.

    Has anyone been able to do this? I'm using Internet Explorer 8 and tried both 32- and 64-bit with 64-bit Vista and 8 GB RAM; maybe a different browser would be successful?
  4. jpatet


    Chrome was the answer; it is surprisingly efficient compared with Internet Explorer 8 on this task when examining downloading, time to display, CPU usage and especially Copy and Paste functionality.

    However, it seemed to hang while downloading a couple of times and I had to restart. But when it worked it was almost 10 times faster than IE when downloading, and copying worked almost instantly, like it should--unlike IE. But on another part of the site I noticed old data, and clicking Chrome's Reload would not refresh the page. After I deleted the cache it refreshed, but I shouldn't have to do that. A small victory for IE there. And Chrome had some minor zoom glitches on other sites I visited.

    Can't have everything.