I am learning Julia too, so I just tried to get data with “brutal force”.
I would really understand if you wont like it.
using HTTP, DataFrames
r = HTTP.get("https://www.ccee.org.br/preco/precoMedio.do", cookies=true);
data = String(r.body);
function replacer(a, b) for i in b a=replace(a, i) end; a end;
csv_data = "Mês,SE/CO,S,NE,N\n" * # adding header
replacer(
data[findfirst(r"<tbody.*?>(.*)</tbody>"s, data)], # just data for table body
["\t"=>"", # clear the mess
"\r\n"=>"",
r"<tr.*?>"=>"",
"</tr>"=>"\n", # <tr>...</tr> as lines
r"</td><td>"=>"\",\"", # comma between values + quotas
r"<td>(.*?)</td>"=>s"\"\1\"", # quotas to begin and end of line
r"<.?tbody>"=>""]); # clear the mess
df = readtable(IOBuffer(csv_data))
182×5 DataFrame
│ Row │ Mês │ SE_CO │ S │ NE │ N │
├─────┼─────────┼────────┼────────┼────────┼────────┤
│ 1 │ 06/2018 │ 472,87 │ 472,87 │ 441,96 │ 441,96 │
│ 2 │ 05/2018 │ 325,46 │ 325,46 │ 211,57 │ 159,47 │
│ 3 │ 04/2018 │ 109,71 │ 109,71 │ 108,64 │ 51,13 │
│ 4 │ 03/2018 │ 219,23 │ 219,23 │ 218,14 │ 40,16 │
│ 5 │ 02/2018 │ 188,79 │ 188,54 │ 178,54 │ 42,91 │
⋮
│ 177 │ 10/2003 │ 25,82 │ 26,30 │ 19,88 │ 25,73 │