PLEASE VOTE: OptionVue Feature Request Poll

Discussion in 'OptionVue Forum' started by TheSpeculator152, Jan 17, 2016.


Which improvements would you like to to see in OptionVue to improve performance and usability?

  1. Multi-core & multi-threadding support // faster performance

  2. 64-bit support (4GB+ RAM Support)

  3. Multi-monitor support // floating windows

  4. Proper cloud storage of back-test data for near instant loading // use global CDN for faster load

  5. 5-minute intraday data

  6. Improved UI // UX (user interface and user experience)

  7. International options exchange data

  8. None of the above

    0 vote(s)
Multiple votes are allowed.
  1. Scott Slivnik

    Scott Slivnik Well-Known Member

    Looked into RTD for a bit today. RTD is a Microsoft Excel function provided by Microsoft. Developers can create COM servers that feeds data to the RTD function in Excel spreadsheets. TOS created a COM server for the RTD function. From what I can see, the VB source code for the RTD function is not available to the public so creating an interface that talks directly to the TOS COM server is likely very difficult to impossible. If I created software that needs to communicate with a RTD COM server, I would look to use an Excel library as the client side is a closed-source Excel function.
    Last edited: Mar 29, 2016
  2. Capt Hobbes

    Capt Hobbes Well-Known Member

    COM is a standard. To talk to to a COM server, you write a COM client. Excel doesn't enter into it, and you don't need the VB source of the RTD function, especially because it's not implemented in VB.
  3. Len Yates

    Len Yates Active Member

    We have an update for you on the TOS interface. It’s good news and bad news. First the bad news.

    I have almost given up on the project to interface OV with TOS for quotes through RTD. As Captain Hobbes mentioned, this involves setting up a COM Automation client. While I was able to find some information on how to do this, it was far from complete. Believe me; I scoured the internet for hours, day after day, pursuing every avenue. I bought a book which had a chapter on COM Automation, but that only skimmed the surface. And of course I pursued the makers of Delphi, Embarcadero, for whatever help I could get from them. There is one avenue left for us to pursue, and we are looking into it, but if that doesn’t pan out, we are done. It’s too bad. We are in the days of little to no documentation it seems. Back in the early days of my career, engineers always thought of documenting how to use things.

    So I turned my attention to the other approach I mentioned before: Using Excel as a go-between. And in just two days I have this working very well. This will not be in today’s release of version 5.90 however. Version 5.90 contains lots of nice enhancements, but not this. We want to employ the help of a small number of beta testers first, starting early next week. One drawback to this approach is that it introduces a delay of up to 5 seconds. And we still have to rotate through batches of just 150 symbols at a time. But we hope and expect that the keystroke interference problem will be gone.
  4. uwe

    uwe Well-Known Member

    Does this mean, Microsoft Excel will be a requirement to run OV? Please not.
  5. Len Yates

    Len Yates Active Member

    We plan to add this new approach as an additional quote source in the list of quote sources. So there will be the new TOS via Excel, and the old TOS via DDE will still be there. So we're not taking anything away. And that's presuming that the new approach helps people solve the keyboard interference problem. If it doesn't accomplish that, there is no point in adding it.
    uwe, Kevin Lee and Jose Perez like this.
  6. Steve S

    Steve S Well-Known Member

    Len, I find it bizarre and inexplicable that you wouldn't be consulting with one or more experts at this point to address the COM component issue ... I'm pretty sure your cash flow is such that you don't need to be cheap about this, but if you want to get started for $20 then just go to and start asking questions ...
  7. Len Yates

    Len Yates Active Member

    Steve, how to you know i haven't consulted with any experts? In fact I have. I will take your suggestion and check out Experts-Exchange. Meanwhile, let's keep this positive, shall we? No call for insults.
  8. Steve S

    Steve S Well-Known Member

    My apologies for coming across as personally insulting Len, that was not my intention. I merely intended to express a tone of honest frustration in response to your statement "I have almost given up on the project to interface OV with TOS for quotes through RTD," which you must agree has a very ominous sound to it. I was a programmer in a former life and have done some COM automation component projects; like all new programming concepts the initial learning curve is steep but it's not a big deal once you get in that "got to get it done" mode. P.S. everything you wrote above sounded VERY much like you have not consulted any experts, so I'm not sure I can be faulted for jumping to that conclusion.
  9. vega4mike

    vega4mike Well-Known Member

    Hi Len,
    Appreciate the work done on the latest release.
    Can you also pls look into the slow response times when backtesting SPX, it is painfully slow, which does discourage the backtesting of the SPX
    TheSpeculator152 and uwe like this.
  10. Steve S

    Steve S Well-Known Member

    Right vega4mike, SPX backtesting in OVue is currently impossible for me, even in offline mode with all the data downloaded locally, even with just 3 monthlies, even with just the 25 strikes. RUT is still "fine" (slow as usual, but I can live with it), even with weeklies. To me, the obvious solution for the long term is to have a checkbox at the top of each contract in the matrix that nixes that contract ... only load the data for the 1, 2 or maybe 3 contracts involved in that particular backtest.
  11. Chuck

    Chuck Guest

    i have the same experience. I have tried to limit symbols, expirations, strikes, and anything else i can vary.
  12. TheSpeculator152

    TheSpeculator152 Well-Known Member

    Disagree with your long-term solution. Len must work on improving the data engine. Slow performance and an outdated UI is what started this thread.

    Other similar software packages have no problems handling large amounts of data so OV should be able to do it as well.

    I am sure Len will look into this soon ;-)
  13. jasonw

    jasonw Member

    please add function to send trades (up to 4 legs) direct into iB's TWS.
  14. Len Yates

    Len Yates Active Member

  15. Len Yates

    Len Yates Active Member

    Ok, I hear you all. I'm going to give serious thought to what can be done to improve this situation.
    TheSpeculator152 likes this.
  16. TheSpeculator152

    TheSpeculator152 Well-Known Member

    Grest suggestion.

    When converting trades, it would be nice to have the ability to select a limit and have the order sent to IB - similar to how it is done in ONE. The number of legs should not matter but rather the whole trade should be sent "as is" with the specified limit and duration for how long the trade is valid for, eg. GTC.
  17. ACS

    ACS Well-Known Member

    I would be happy if OV would simply be able to import fills from TWS so I don't have to manually enter the correct price, commission, etc.
    uwe likes this.
  18. Steve S

    Steve S Well-Known Member

    Right, I didn't say that the way I meant it. What I mean is that SPX is always going to stretch the capabilities (this is true even in ONE, for example), so it would be "key", in my opinion, to have the fast/easy way to cut down the number of contracts requested to a minimum, for a given backtest. That said, I agree that in the time it now takes to advance an OVue SPX backtest by 1 increment, I could download 100 MB from the internet and make about 5,000,000 option price-and-greeks calculations using my own software ...
  19. Len Yates

    Len Yates Active Member

    Hello everyone,

    It’s about time I gave you an update. We have an upgrade coming this Friday May 6th. It will be version 7.91. It contains the fix to importing trades from TOS (after the change they made about a week ago which broke things). It also contains the ability to send an order into TOS via clipboard. It also contains some improvements for our VXX Trading System customers.

    Regarding the quotes interface with TOS (keyboard interference, etc.), there has been no real progress. We DID put into 7.91 a new form of interface which uses Excel as an intermediary. You’re welcome to try it, but in testing we found that there are difficulties. On my desktop it runs great, but not so on a couple of laptops we have in the office. With TOS, Excel, and OV running, they all get bogged down and cannot keep up. The idea of a direct RTD interface between OV and TOS is current at a dead stop. The question I posted about this on Experts Exchange got no reply. We also contracted this job out to a programmer in Europe but he hasn’t figured anything out yet. It seems that no one knows how to program an RTD client. I’ve got one idea for improving the DDE interface though and I’ll give that a try soon.

    Regarding the slowness of loading the SPX in BackTrader, I expect to make progress on this very soon. The main problem in this area is the time it takes OV to obtain the complete list of all existing SPX options, whether it gets them from NetVue or from a local file. (The problem is not so much about the time it takes to obtain quotes on all the SPX options you currently have defined.) I have been developing a scheme for compressing this data for transmission or storage and it is coming along well. So we hope to put a big improvement into the next version (7.92) in this regard.

    After all the main functional items seem to be settled, I’ll turn my attention to the UI.
  20. Jim Clements

    Jim Clements Active Member


    I have a (new) suggestion that should help, in some specific situations, with the TOS interface lag problem. I currently have positions open in SPX in four expirations: Jun 4, Jun 17, Jul 1, and Jul 15. In the matrix, in Define/Options, I have excluded all other expirations. With all 4 expirations showing in the matrix, the number of symbols = 573. If I limit the number of Ex. Positions that are shown to fewer than four, however, the number of symbols is still 573 because OV is still getting quotes for all four expirations. The suggestion is that if I exclude some of the Ex. Positions from view in the matrix, OV excludes their corresponding expirations from the matrix to reduce the number of symbols, and thereby improve responsiveness. As I change the Ex. Positions that I wish to view, OV changes the expirations shown in the matrix accordingly.


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