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Exporting Option Data To CSV File

Discussion in 'OptionNET Explorer' started by Tim R, Feb 29, 2016.

  1. Tim R

    Tim R Active Member

    There is a thread in the OptionVue forum where option data for an entire expiration series (strike, bid, ask, IV, etc) can be exported to a CSV file for import into other software like Excel for other types of analysis. Does anyone know if this is possible with ONE? I've only been using the program for about a month and I have not found a way to export this data.

    Thanks,
    Tim
     
  2. Joe A

    Joe A Active Member

    There is no current export capability in ONE.

    Joe
     
  3. Andrei

    Andrei Well-Known Member

    There isn't one. Their reporting module is very weak.
     
  4. I'm new to ONE, but just to chime in, there is definitely an export to CVS function in the current version (1.27.22). I'm using it to document all my backtesting. Just click the "Reports" button, then the "Export" button. I understand you're looking to export an entire expiration series (I haven't seen where that is possible in ONE), but there is definitely export to CVS functionality for reporting - just so no one is confused. If I needed to export option chain data, I would do that in ThinkorSwim. They talked about it recently on John Locke's site here: https://www.lockeinyoursuccess.com/connecting-thinkorswim-to-excel-part-1-of-4/
     
  5. Kevin Lee

    Kevin Lee Well-Known Member

    Brandon,

    You can only export live data in TOS. OV allows exporting of historical data, including all the greeks, pricing, implied volatility, open interests etc... which are very useful in analysis. I think what you're referring to in ONE is exporting of reports and not the options data.
     
    Tim R and Brandon Weaver like this.
  6. @Kevin Lee Thank you for clarifying. I'm sorry if I added to the confusion.
    To further clarify, since we're touching on a few different topics, and please correct me where I am wrong...
    CVS Exporting:
    Backtest Reports - OV, ONE, ToS (if you're using Strategies in a Study. No reporting in Thinkback or OnDemand. So not quite as pertinent to options.)
    Historic Options Chain Data - OV, ToS (see attached)
    Live Options Chain Data - ToS, (there is probably a way to do this in OV, but the data is likely being piped in from a third party like ToS anyway...)

    I'm sure it's a topic for another thread, but I would be very interested to find out what type of analysis and insights are being pulled from historic options data, aside from what can be done in OV or ONE? What are you guys using that data for in Excel? How is it helping you build better strategies/systems and make better trades?

    ------------
    To export historic options chain data in ToS:
    Go to Thinkback.
    Select the date you would like to export.
    Expand the expirations you would like to export.
    Click the "Show actions menu" button (top right).
    Click "Export to file..."
    [​IMG]

    [​IMG]
     

    Attached Files:

  7. Kevin Lee

    Kevin Lee Well-Known Member

    Hi Brendon,

    Thinkback provides end of day data whereas OV lets you download intra-day data every 30 minutes. Unfortunately end of day data isn't very accurate, ie pricing and greeks often aren't close to intra day. Therefore, not very useful in modeling actual trading.

    I used to be able to export intra day in TOS onDemand, although much slower than OV export, but now the greeks and iv are missing. So it became unusable.

    What can we do with the data ? For me, I do a lot of analysis with it, eg. calculate historical butterfly prices, monitor IV skew and many more ad-hoc options analysis.
     
    Last edited: Apr 20, 2016
  8. Venrcew

    Venrcew Well-Known Member

    Does optionnetexplorer uses eod data in their historical data? Are they not that accurate?
    Any other softwares allow downloading of data hoadley?
     

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