I'm trying to get the daily option data from cboe (http://www.cboe.com/DelayedQuote/QuoteTableDownload.aspx). Basically, you fill the form with the ticker, it returns a file. In the browser, you will be prompted to save it somewhere.
To do this in perl, I tried to use WWW::Mechanize to fill out the form. However, I don't know how to catch the file returned. Here is my code:
#!/usr/bin/perl -w
use strict;
$|++;
use WWW::Mechanize;
my $ticker = shift;
#UserAgent settings
my $agent = WWW::Mechanize->new();
push @{$agent->requests_redirectable}, 'POST';
$agent->cookie_jar(HTTP::Cookies->new(file => "../../run/lwpcookies.tx
+t", autosave => 1));
#Grabbing the front page
$agent->get( "http://www.cboe.com/DelayedQuote/QuoteTableDownload.aspx
+" );
$agent->success or die $agent->response->status_line;
#Login
$agent->form_name("QuoteTableDownload");
$agent->field("ticker", "INTC");
$agent->submit();
$agent->success or die $agent->response->status_line;
open (OUT, "> ./tmp.html");
print OUT $agent->content;
close OUT;
-------------------------------------
Does anyone know how to automatically save the returned data file? Thanks a lot!
J
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