CMEParser is a respository for parsing CME Daily Bulletin publications, specifically those on interest rate products.
It seems that PDF parsing, at least in this case, seems to be easier/more fruitful in R. I am not entirely sure why. So, there is an R script that parses the PDF and puts it into a text file. This text file is read into a Python script and exported to a csv
file.
Currently this project is on hold because the PDFs that the CME releases are all different, so one would need a new parser for each PDF.
To run a sample, just run main.py
to see an output to strikes.csv
.
You can view strikes.csv
in Excel, Notepad, or any other text editor.