Discussion in 'Index Futures' started by kx001, May 14, 2013.
I need to find a way to download CME's e-mini data for daily Open, High, Low, and Set
maybe this will help
tx, pippi436. But I need to get the data before next day's market open (5:00 PM). quandl.com publishes the data late.
You can scrape it off
of their ftp site (but you will have to parse their files).
I've been pleasantly surprised at what CRB/BarChart offers for free these days. I've downloaded some US and foreign futures contract data. I think the US data is available about 6 pm US CT.
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