wilmott.com

I need to find a way to download CME's e-mini data for daily Open, High, Low, and Settle prices everyday just few minutes after the market closes. Is there anyway I can do that?

The CME web site should display it with a 10min lag. Should be scrapable.The http://www.quandl.com/ packages for various languages scrape the EOD OHLC data via http://www.ofdp.org most likely 10min post close.

Why don't you simply fetch the CMEGroup website from within Excel?Aren't the data you need available at ftp://ftp.cmegroup.com/ ?? (My laptop is connected via a hot spot and can't access ....)This website can be of interest for related research works: http://www.slickcharts.com/

http://www.investing.com/indices/us-spx ... rical-data

Does anyone know what time CME publishes settlement price? Because I need to get the settlement price before 5:00PM next day market open.

here they talk about "Final settlement price" that are published quite late on their website.Quote(Files are published periodically, initially as preliminary settlement prices, which are subject to change until final settlement prices are posted at approximately 6:00 p.m., CT)

QuoteOriginally posted by: edouardhere they talk about "Final settlement price" that are published quite late on their website.Quote(Files are published periodically, initially as preliminary settlement prices, which are subject to change until final settlement prices are posted at approximately 6:00 p.m., CT)tx, edouard. I use market open as entry. 6:00pm is too late to me. It seems that I need to estimate the settlement prices by myself.

"final settlement price" is used to settle, i.e. to arrange multi-million dollar cash flows between longs and shorts. If you use it as a guideline to trading you can use "preliminary settlement price" which is available within minutes of the 3:15 close and is in any case identical to the final settlement in the vast majority of cases. So this warning to wait until 6pm for final settlement is a red herring for your purposes.

QuoteOriginally posted by: acastaldo"final settlement price" is used to settle, i.e. to arrange multi-million dollar cash flows between longs and shorts. If you use it as a guideline to trading you can use "preliminary settlement price" which is available within minutes of the 3:15 close and is in any case identical to the final settlement in the vast majority of cases. So this warning to wait until 6pm for final settlement is a red herring for your purposes.tx acastaldo, is this file 'ftp://ftp.cmegroup.com/pub/settle/stleqt' where I can find"preliminary settlement price"?I just check the website. the first time of data publishing is at about 3:45 PM (CT). TX, acastaldo.

Yes, at 3:33pm today the file ftp://ftp.cmegroup.com/pub/settle/stleqtcontained the preliminary settlements:the information is also at another link specific to the Eminis:http://www.cmegroup.com/trading/equity- ... tures.html