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PC-SPAN
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Created: by ron99 Attachments:160

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PC-SPAN

  #581 (permalink)
Elite Member
Steubenville Ohio
 
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tinaturner View Post
I attach the zip file

Thanks

@tinaturner,

I think the version you have is slightly outdated ... try this one XLS-SPAN v.05d that was added 7/6/18 with a minor fix for downloading from CME after they restructured their archives.

I've tried to make sure that the most recent version is always on the first page in the Quick Summary Post.

Let me know if that doesn't work for you.

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  #582 (permalink)
Trading Apprentice
BARCELONA/SPAIN
 
Trading Experience: Intermediate
Platform: ninjatrader
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Dudetooth View Post
@tinaturner,

I think the version you have is slightly outdated ... try this one XLS-SPAN v.05d that was added 7/6/18 with a minor fix for downloading from CME after they restructured their archives.

I've tried to make sure that the most recent version is always on the first page in the Quick Summary Post.

Let me know if that doesn't work for you.

It's ok. Works fine.

Thanks

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  #583 (permalink)
Trading Apprentice
Dallas, TX USA
 
Trading Experience: Intermediate
Platform: TradeStation, IB
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Posts: 3 since Oct 2017
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Live/Intraday SPAN


Hey everyone,

I am new to this thread and there is a lot to read, so apologies in advance if this question has already been asked and/or answered.

I use PC-SPAN for margin requirements on a portfolio of S&P 500 futures options. I am trying to create and intraday/live SPAN model in order to see how putting on a new option spread position would affect my margin requirement. For example, if I am short the 2DG9C 2780 and add a 1x4 call spread at let's say 2730/2750 and the current ESH9 futures is trading at 2680 what would be my margin and how would this new trade affect my current margin requirement.

I am not sure if this is doable, but I would have a live futures price feeding into the model and need to know what the margin impact would be on my current portfolio when I add a new trade.

PS. I am only trading options on the S&P 500 futures currently

Thanks,
Scott

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  #584 (permalink)
Market Wizard
Houston, TX
 
Trading Experience: Advanced
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I trade NG and CL futures spreads I have a spreadsheet that I enter my positions into. I then run a macro that creates a position file with my position in it combined with about 100 other scenario's/new possible position. I then load that position file into span, run the margin calculations and then I can see what the effect of each scenario would be on my margin position.

I don't trade S&P options. Doing this calculation for options is a lot more complicated as the margin changes every day, which isn't the case with futures.

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  #585 (permalink)
Elite Member
Steubenville Ohio
 
Trading Experience: Intermediate
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Posts: 264 since Sep 2012
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Technically, I could be possible, but to get the most accurate intraday calculations you would need to use the intraday risk files created by CME. Right now PC-SPAN is using the previous day's risk files and is not coded to download or use the intraday risk files. In most cases there may not be much of a difference, but on days where there are spikes your calculations could be off by quite a bit.

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  #586 (permalink)
Trading Apprentice
Dallas, TX USA
 
Trading Experience: Intermediate
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compile error

When I click on the download section I keep getting a "compile error: type mismatch"

anyone know how to fix this?

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  #587 (permalink)
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scottslaw View Post
When I click on the download section I keep getting a "compile error: type mismatch"

anyone know how to fix this?

I'd need some more details to provide any help. What line of the code is generating the error? Are you using 32-bit or 64-bit version of Offcie/Excel?

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  #588 (permalink)
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Dudetooth View Post
I'd need some more details to provide any help. What line of the code is generating the error? Are you using 32-bit or 64-bit version of Offcie/Excel?

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I have attached a screenshot. This is after I tried running it and got the compile mismatch error and tried to click download again. I have a 64-bit

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  #589 (permalink)
Elite Member
Steubenville Ohio
 
Trading Experience: Intermediate
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"compile error: type mismatch"

I'm not positive, but it looks like URLDownloadToFile is generating the error when it tries to execute the code in the 64-bit version of Excel you are running. Unfortunately, I have the 32-bit version of Excel, so I can't really troubleshoot the issue. I tried to address it previously with the code at the top of the Download Module where it checks if you have the 32 or 64-bit version of Excel and runs the appropriate URLDownloadToFile code, but I have no idea if it actually works.

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Sorry I'm not much of a help with this issue.

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  #590 (permalink)
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Germany
 
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Dudetooth View Post
I'm not positive, but it looks like URLDownloadToFile is generating the error when it tries to execute the code in the 64-bit version of Excel you are running. Unfortunately, I have the 32-bit version of Excel, so I can't really troubleshoot the issue. I tried to address it previously with the code at the top of the Download Module where it checks if you have the 32 or 64-bit version of Excel and runs the appropriate URLDownloadToFile code, but I have no idea if it actually works.

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).


Sorry I'm not much of a help with this issue.

@Dudetooth

First let me thank you for your great work on PC SPAN. It helped me a lot.

I changed the code as shown in your image above in an Excel 2016 64-bit Version. Unfortunately there is still the same "compile error: type mismatch" highlighting the expression „URLDownloadToFileA“.

Edit:
There is no problem running it on Excel 2016 32-bit.


Last edited by Kevalo; April 6th, 2019 at 01:07 PM.
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