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PC-SPAN

  #551 (permalink)
 Dudetooth 
Steubenville Ohio
 
Experience: Intermediate
Platform: OX, OEC, RJO
Trading: Options on Futures
Posts: 266 since Sep 2012
Thanks Given: 30
Thanks Received: 274

@tinaturner,

I noticed your post on the Selling Options on Futures thread. The new codes for currency options are EUU, GBU, CAU, JPU and ADU. The last version of XLS-SPAN (5d) will handle these. Instead of scanning for EC enter EUU. If you were tracking the July options contract you would enter EUUU8 for the futures month and EUUN8 for the option month.

Hope this helps.

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  #552 (permalink)
tinaturner
BARCELONA/SPAIN
 
Posts: 33 since Sep 2013
Thanks Given: 2
Thanks Received: 2

ZS XLS-SPAN.xlsx

Hello
When I run XLS-SPAN for ZS I get a lot errors in price and value columns.
You can see the at the attachmened file
Any idea about this problem?

Thanks

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  #553 (permalink)
 ron99 
Cleveland, OH
 
Experience: Advanced
Platform: QST
Broker: QST, DeCarley Trading, Gain
Trading: Options on Futures
Posts: 3,081 since Jul 2011
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tinaturner View Post
Attachment 249295

Hello
When I run XLS-SPAN for ZS I get a lot errors in price and value columns.
You can see the at the attachmened file
Any idea about this problem?

Thanks

The formating of the bad cells is custom instead of being number. Switch them back to Category/Number.

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  #554 (permalink)
tinaturner
BARCELONA/SPAIN
 
Posts: 33 since Sep 2013
Thanks Given: 2
Thanks Received: 2

Hi Ron
I have changed the format of the cells to number, but that does not seem to be the problem. The fact is that this same excel sheet works perfectly with ES. With ZS gives erroneous results. You can see results as different as these in terms of option price and value:

Fut Month Strike DTE Fut Price BV IV Delta Op Price Value
ZSU8ZSU8 008 113 0.011 21.1% 22.0% -1.09 5 € 250
ZSU8ZSU8 8.2 113 0.011 21.1% 20.8% -1.4 625 € 31.250

Thanks

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  #555 (permalink)
tinaturner
BARCELONA/SPAIN
 
Posts: 33 since Sep 2013
Thanks Given: 2
Thanks Received: 2

Can someone run the excel sheet XLS-SPAN (5d) for ZS dated 3-May-2018 for example, and check the results?

Thanks

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  #556 (permalink)
 Dudetooth 
Steubenville Ohio
 
Experience: Intermediate
Platform: OX, OEC, RJO
Trading: Options on Futures
Posts: 266 since Sep 2012
Thanks Given: 30
Thanks Received: 274


tinaturner View Post
Can someone run the excel sheet XLS-SPAN (5d) for ZS dated 3-May-2018 for example, and check the results?

Thanks

Here's the results for 5-1 (the same day as your attached example with the same parameters).

It appears as though customizations you made to your copy of the spreadsheet are causing the issues. Did you modify the code at all, or just the cell formatting?

Attached Thumbnails
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ID:	249333  
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  #557 (permalink)
tinaturner
BARCELONA/SPAIN
 
Posts: 33 since Sep 2013
Thanks Given: 2
Thanks Received: 2

The only thing I changed is the default path in parameters sheet.
I have now download XLS-SPAN (5d) from page 1 of this thread and the error persist.
I don't know where is the problem with ZS. ES works perfectly.

Thanks

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  #558 (permalink)
 Dudetooth 
Steubenville Ohio
 
Experience: Intermediate
Platform: OX, OEC, RJO
Trading: Options on Futures
Posts: 266 since Sep 2012
Thanks Given: 30
Thanks Received: 274


tinaturner View Post
The only thing I changed is the default path in parameters sheet.
I have now download XLS-SPAN (5d) from page 1 of this thread and the error persist.
I don't know where is the problem with ZS. ES works perfectly.

Thanks

Can you attach a screenshot of the issue on the scan or track you were trying to run ... or attached the spreadsheet after running so that I can try to figure out what is going on?

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  #559 (permalink)
tinaturner
BARCELONA/SPAIN
 
Posts: 33 since Sep 2013
Thanks Given: 2
Thanks Received: 2

I can't attach spreadsheet. It says invalid file. You can see the scan sheet after run in 552 thread. There are a lot of errors in ZS price and value.

Thanks

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  #560 (permalink)
 ron99 
Cleveland, OH
 
Experience: Advanced
Platform: QST
Broker: QST, DeCarley Trading, Gain
Trading: Options on Futures
Posts: 3,081 since Jul 2011
Thanks Given: 980
Thanks Received: 5,785



tinaturner View Post
The only thing I changed is the default path in parameters sheet.
I have now download XLS-SPAN (5d) from page 1 of this thread and the error persist.
I don't know where is the problem with ZS. ES works perfectly.

Thanks

Does it have the same problems for days other than 20180501?

Give us a screen shot of your parameters sheet.

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Last Updated on September 23, 2021


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