Scrape the data from ForexFactory and reformat into a custom format. The timezone should be set to EST.
Start with Jan 1st 2007:
http://www.forexfactory.com/calendar.php?month=1&year=2007&fullmonth=1
And increment the month/year until the present day. This will give you all the data to scrape. All the data from 1/1/2007 until the present day is required. The output required is as follows:
Start with a header line as follows:
Date, Time, CurrencyAffected, Impact, About, Actual, Forecast, Previous
The file is then a comma delimited file with a line for each event on forex factory.
“Date” is in format YYYYMMDD and must be present for every entry
“Time” is in a 24hour format HHMM (or otherwise “All Day”, for those entries) and must be present for every entry.
“CurrencyAffected” is the same as the “Currency” field from ForexFactory
“Impact” is the colour of the impact field from ForexFactory e.g. either “White”, “Yellow, “Orange”, or “Red”.
“About” is the next field from ForexFactor and is the same as the description from them.
The “Actual”, “Forecast” and “Previous” fields are from ForexFactory.
If these three fields are blank, please leave blank. However, if any one of these three fields is present, but one or both of the others are blank, please set the blank field to “-1000000”.
E.g. some examples from Jan 2007, and how they should appear in the output field:
Date, Time, CurrencyAffected, Impact, About, Actual, Forecast, Previous
20070101, All Day, CHF, White, Bank Holiday, , , ,
20070101, 1730, AUD, Yellow, AIG Manufacturing Index, 52.4, -100000, 54.4
20070102, 1230, AUD, Orange, Commodity Prices y/y, 11.0%, -100000, 13.9%
20070102, 0400, EUR, Orange, Final Manufacturing PMI, 56.5, 56.5, 56.6
20070110, 0245, EUR, Yellow, French Gov Budget Balance., -54.9B, -100000, -48.2B
