The project consists in inputting commodities end of day data (daily settlements - Final) into a Google Documents spreadsheet. Data entry must be done EVERY DAY from Monday to Friday for a list of 46 commodities futures traded at the CME Group website cmegroup.com.
Data should be entered by the end of each trading day: Monday-Friday after commodities markets close for all commodities. File containing data should be sent thru VWorker every evening by 2:00 AM (midnight) EST with the new data.
Trading hours vary for different exchanges within CME. However, the settlement page is LAST updated every day according to the following schedule:
CBOT, CME: 6:PM EDT
NYMEX, COMEX: 10:30 EDT
Different commodities are traded in different exchanges:
Grains & Oilseeds, Ethanol trade at CBOT
Livestock, Dairy, Forest trade at CME
Softs (sugar, cocoa, etc. ) trade at NYMEX
Energy (crude oil, natural gas, etc.) trades at NYMEX. One type of ethanol trades also at NYMEX.
Metals trade at NYMEX and COMEX.
Data entry must be done after those hours: 6:00 PM and 10:30 PM and should be ready before 12:00 AM (midnight) EST.
NOTE: Due to CME Group regulations and the license they gave us, data is not to be scraped by means of scripts or programs. It MUST be manually entered.
See attached Word document file for complete details.