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Beautiful pice of code! I'm downloading the vix data from https://www.cboe.com/us/futures/market_statistics/historical_data/ and one needs to know the expiring date to be able to get the file: urlStr = 'https://www.cboe.com/us/futures/market_statistics/historical_data/products/csv/VX/2014-03-18' urllib.request.urlretrieve(urlStr)...