I hope someone can point me in the right direction with this...
I've been looking for a way to automate building and maintaining, on a daily basis, the closing prices of several futures contracts and currency pairs such as ES, CL, ZB, USD-YEN, etc.
I want these prices, along with the closing date ( or retrieval timestamp?... closing date can be tricky with currency exchanges[ which exchange?] but the date is not terribly important for my purposes ) , ... I want the prices to end up a pre-existing Excel spreadsheet that I have setup to run calculations on them.
Ideally, what I'm after is a utility such that I need only press a button on the spreadsheet and the closing prices for the instruments I wish are each appended to their respective columns in the spreadsheet. I'm not looking for live data.
I didn't think it would be hard to find a free solution. For example, Yahoo offers free end of day data and I found an Excel macro to download bulk daily prices... but it doesn't work for futures.... at least not for ESU15.cme ( the ticker they use ).
If I can get this data I'll be able to make good use of it so any help will very much be appreciated! :)