I have been thinking about writing some Perl scripts for extracting the time & sales data available through TRACE. Unfortunately, the structure of the web addresses for the time & sales queries is giving me trouble. Is anyone interested in collaborating on this? Ultimately, I would like to be able to iterate over a list of NASD codes, query for the time & sales data, and then load the data into a MySQL database.Here is an example of a query link:http://www.nasdbondinfo.com/asp/time_sa ... ubmit.y=5I can likely get the first page of data, but I do not know how to advance to the next page using the [more] button.Regards,

One way to advance to the next page would be to iterate through a list of days one at a time and change:tempmonth=01&tempday=01&tempyear=1997&startdate=01%2F01%endtempmonth=&endtempday=&endtempyear=&enddate=Once one has all of the history, the daily update batch becomes fairly straightforward.If anyone has any suggestions (or even some similar Perl code), I would love to hear them.There are over 30,000 bonds in here and all of the liquid bonds have high frequency time & sales data.Regards,

It turns out that a single date can have more than a single page, so my original suggested approach will not work.

Could you post the link using the HTTP button ?I've tried putting it in my browser and it just sits there.

Time & Sales - F.GY

The query takes quite a while today. It seemed a little faster on the weekend.Anyway, thanks DCFC.