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Exporting Data From ToS into Excel


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Exporting Data From ToS into Excel

  #1 (permalink)
JTurner77
Los Angeles, CA
 
Posts: 68 since Dec 2011
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Hey Guys

I am looking to export futures price data into excel to do some basic examination/frequency distributions of various and relatively simply events.

I am not very technically inclined. Is there an easy way to export open/high/low/close data from ToS or somewhere else into Excel?

I would love to get intraday data as well, but I don't have the first clue as to where you folks on these forums are getting their data to backtest/examine.

Any help is appreciated. Thanks.

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  #2 (permalink)
 fourtiwinks 
Singapore
 
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Thanks to @JTurner77 for the query, I would like to know how to import TOS data into Excel as well. Hope it is possible..

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  #3 (permalink)
JTurner77
Los Angeles, CA
 
Posts: 68 since Dec 2011
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ToS told me that it isn't possible to export historical data from their charts to Excel, just live streaming data.

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 cory 
virginia
 
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time to check out ninjatrader.

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  #5 (permalink)
 fourtiwinks 
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Do check out Sierra Chart too. SC has spreadsheet study and you can still stick with TD Ameritrade..

Supported Data and Trading Services - Sierra Chart

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  #6 (permalink)
whats1thingnow
Whistler, BC
 
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JTurner77 View Post
ToS told me that it isn't possible to export historical data from their charts to Excel, just live streaming data.

wonder if this is still the case

i want to get VIX close price for everyday for last 12 months

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  #7 (permalink)
 NLD1888 
SINGAPORE
 
Experience: Intermediate
Platform: TS, TOS, TW, IB
Broker: TOS, IB, TS, TW
Trading: Options, Stocks, ETFs, Futures
Posts: 30 since Jun 2012
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Hi all,
Hope it's not too late to respond to this post.
I've found this article posted by someone who indicated it's possible to do so for TOS.
Please see the link.
https://usethinkscript.com/threads/exporting-historical-data-from-thinkorswim-for-external-analysis.507/
I've not verified the method so please do your own due diligence.

Daniel

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