Script that gathers data from wm.exchanger.ru. More info here http://wm.exchanger.ru/asp/rules_xml.asp I was running it using a cron job every 3 minutes.

wm.exchanger.ru data collection

import urllib2
from datetime import date, datetime
import os

# ########################################################
# Definitions
# ########################################################

DIRECTORY = 'ADD HERE OUTPUT DIRECTORY'

links = {
  'rates_plus': 'https://wm.exchanger.ru/asp/XMLbestRates.asp'
, 'rates_minus': 'https://wm.exchanger.ru/asp/XMLbestRatesMinus.asp'
}

bids_link = 'https://wm.exchanger.ru/asp/XMLWMList.asp?exchtype='

# ########################################################
# Functions
# ########################################################

def createTodayFolder():
  today = str(date.today())
  print "Check if folder "+today+" exists"
  directory = os.path.join(DIRECTORY, today)
  if not os.path.exists(directory):
    print "Folder "+today+" does not exists"
    try:
      os.makedirs(directory)
      print "Created folder "+today
    except OSError:
      print "Error while creating folder "+today
      return false
  
  return directory
  
def download(link, name = ''):
  print 'Start processing link ' + str(name)
  # timestamp
  now = datetime.now().strftime("%H:%M")
  
  u = urllib2.urlopen(link)
  localFile = open(folder+'/'+now+name+'.xml', 'w')
  localFile.write(u.read())
  localFile.close()

# ########################################################
# Body
# ########################################################
  
folder = createTodayFolder()

if(folder):
  # rates
  for link in links:
    download(links[link], link)
  
  # bids
  for i in range(1, 33):
    download(bids_link+str(i), 'bid_'+str(i))