COTCollector is a utility which stores Commitments of Traders (COT) data from the Commodity Futures Trading Commission (http://www.cftc.gov) and can download updates from the CFTC website weekly when new data is released.  The download can be automated via the Windows Task Scheduler.  Additionally ASCII export file sets can be defined (for use in other programs) can automatically updated after a data download to insure your ASCII files are kept up to date.