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Option quotes in MS Excel

Discussion in 'General Discussion' started by NoMoWork, Dec 18, 2016.

  1. NoMoWork

    NoMoWork Member

    I've noticed as I've watched several of the videos in the library that there is a method to import option prices into Microsoft Excel. Is the code for that function available to members or are you using proprietary software? I think I heard Dan H. say he imports the quotes directly from TOS.
     
  2. DGH

    DGH Administrator

    Here is sample syntax for RTD imports from TOS: =RTD("tos.rtd",,$H$33,UPPER($I135))
    TOS has a list of specific variables and parameters which can be imported using RTD links.
    Place the cursor in the cell to which you would like a quote or IV imported. Make sure you include the EQUALS sign. Comma placement and parentheses must be exact. In the example above, the $h$33 refers to the cell in my sheet containing the word "MARK" which, in effect, selects the MARK price of whatever follows which, in this case, refers to the cell containing the OPRA code for the 20JAN 17 2285 put: .SPX170120P2285. So, the MARK of the 20Jan 17 2285 put is returned in the selected cell.
     
  3. NoMoWork

    NoMoWork Member

    Thanks Dan, This is great! Do you spend your Sunday nights like I do? Sitting in front of the TV watching the football games with my laptop in my lap :)
     
  4. DGH

    DGH Administrator

    Sometimes. The Niners suck this year, and the Raiders may be going to Las Vegas.
     

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