cme

http://taw9.hubpages.com/hub/Fetching-CME-Settlement-Prices-with-Python

import sys, string, urllib

GROUPS = dict([('ags','ftp://ftp.cmegroup.com/pub/settle/stlags'),

               ('rates','ftp://ftp.cmegroup.com/pub/settle/stlint'),

               ('fx','ftp://ftp.cmegroup.com/pub/settle/stlcur'),

               ('nymex','ftp://ftp.cmegroup.com/pub/settle/stlnymex'),

               ('comex','ftp://ftp.cmegroup.com/settle/stlcomex'),

               ('clearport','ftp://ftp.cmegroup.com/settle/stlcpc')])

# month codes

MONTHDICT = dict([(i+1, 'FGHJKMNQUVXZ'[i]) for i in range(12)])

MONTHDICT.update(dict([('FGHJKMNQUVXZ'[i], i+1) for i in range(12)]))

MONTH_NAMES = 'JAN FEB MAR APR MAY JUN JLY AUG SEP OCT NOV DEC'.split()

MONTHDICT.update(dict(zip(MONTH_NAMES, 'F G H J K M N Q U V X Z'.split())))

def month_code(month):

    return MONTHDICT[month]

def join_words(words, sep):

    """my own simple version of string.join; never deprecated"""

    result = ''

    for word in words[:-1]:

        result += word + sep

    return result + words[-1]

def remove_word(sentence, word, separator):

    return join_words(sentence.split(word), separator).strip()

def Settlements(grp):

    path = GROUPS[grp]

    u = urllib.urlopen(path)

    lines = u.readlines()

    print lines[0].strip()

    u.close()

    RES = {}

    key = None

    for l in lines:

        if len(l.strip()) == 0: continue

        tokens = [t for t in l.split() if len(t.strip()) > 0]

        if tokens[0] == 'TOTAL': continue

        if len(tokens) > 5 and tokens[1] == tokens[2] == tokens[3] \

           == tokens[4] == '----': continue

        try: int(tokens[0]); continue

        except: pass

        if tokens[-1] in ['CALL', 'PUT', '***']: continue

        if tokens[1] == 'SYNTH': continue

        if tokens[-1].lower() in ['future', 'futures', 'swap', 'swp']:

            symbol = tokens[0]

            if tokens[1] == 'Mini-sized': tokens[1] = 'Mini'

            key = (symbol, string.join(tokens[1:], ' ').upper().strip())

            RES[key] = []

            if symbol == 'ED':

                count = 24

            else: count = 3

            continue

        if key != None:

            x = dict(zip('EXP OPEN HI LO LAST SETT CHNG'.split(), tokens[:7]))

            try: x['EXP'] = month_code(x['EXP'][:3]) + x['EXP'][-1]

            except:

                key = None

                continue

            RES[key].append(x)

            count -= 1

            if count == 0: key = None

            continue

    return RES

def DisplaySettlements(grp):

    result = Settlements(grp)

    keys = result.keys()

    keys.sort()

    output = []

    for (symbol, description) in keys:

        if len(result[(symbol, description)]) == 0: continue

        if description == 'MINNEAPOLIS HARD RED SPRING WHEAT FUTURES':

            output.append('MN SPRING WHEAT FUTURES')

        elif description == 'MINNEAPOLIS SOFT RED WINTER WHEAT INDEX FUTURES':

            output.append('MN WINTER WHEAT IDX FUTURES')

        elif description == 'KANSAS CITY WHEAT FUTURES':

            output.append('KC WHEAT FUTURES')

        else:

            d = remove_word(description, 'CME', '')

            output.append(d)

        for d in result[(symbol, description)]:

            line = string.join(['     ', (symbol + d['EXP']).ljust(10),

                                d['SETT'].ljust(8), d['CHNG'].ljust(8)])

            output.append(line)

    return output

if __name__ == '__main__':

    op = DisplaySettlements('fx')

    print string.join(op, '\n')