NexusFi: Find Your Edge


Home Menu

 





Export custom study data to Excel ?


Discussion in ThinkOrSwim

Updated
      Top Posters
    1. looks_one jeremymag with 1 posts (1 thanks)
    2. looks_two wwwingman with 1 posts (0 thanks)
    3. looks_3 infonutt with 1 posts (0 thanks)
    4. looks_4 timmyb with 1 posts (2 thanks)
    1. trending_up 8,294 views
    2. thumb_up 3 thanks given
    3. group 5 followers
    1. forum 4 posts
    2. attach_file 1 attachments




 
Search this Thread

Export custom study data to Excel ?

  #1 (permalink)
 wwwingman 
Paris, France
 
Experience: Intermediate
Platform: SC, NT, ToS
Trading: CME & Eurex Futures
Posts: 116 since Apr 2011
Thanks Given: 339
Thanks Received: 194

Hi

I am unable to show exported data of custom studies to Excel.

A call like =RTD("tos.rtd"; ; "VOLUME"; NameOfTheOption) will work.

BUT a call like =RTD("tos.rtd"; ; "CUSTOM1"; NameOfTheOption) will not work. It will give a cell in Loading state.
(Custom1 is a simple custom study for showing, for ex, yesterday open interest. And it works fine inside ToS).

I also tried what the support suggested :
=RTD("tos.rtd"; ; "OpenInterest()[1]"; NameOfTheOption). It won't work. Cell is empty.

FWIW : I tried many fields and all the classic fields update properly in Excel. But those related to custom studies won't. Am I doing something wrong ?

-- W.

-- The rest is silence
Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Quant vue
Trading Reviews and Vendors
MC PL editor upgrade
MultiCharts
How to apply profiles
Traders Hideout
Cheap historycal L1 data for stocks
Stocks and ETFs
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
 
  #2 (permalink)
 jeremymag 
campnaa
 
Experience: Advanced
Platform: NinjaTrader
Broker: Zen fire
Trading: Futures
Posts: 19 since Nov 2009
Thanks Given: 0
Thanks Received: 10

This is a whole different animal.
First Im no programmer, I admire the people that can program and be a trader. I am a trader an economist so my comments might be insightful in trading and analysis perse but not in programming nature.

What you want to do is imposible inside the platform. I Have the same problem more on the side of having a working data base of historical data to analyze inter relation ships of strategies and individual options. For that I did a desing some 10 years ago, but since Im no programmer I havent be able to put it in practice. I have a friend that in theory is working on it, but results could be far into the future.

What you need is to create a webapp. First a database must be built scrapping data from yahoo or google. A usual solution to avoid problems is to get the last bid and ask and plttoing them and the mid price. A more advanced version can use the same system but scrapping several times a day. At same time print you can get the IV from yahoo (to compare with your own), underlying price and different rates (tyx tnx and so on according to your view of rate for the model). With that you can go to step 2 and make all calculation you want according to your model

a nice solution of how to present data for charting was developed by the guys in

http://ww25.optionzoom.net/?subid1=20240423-1648-4856-b2f9-7a12fe3b9df5

sometimes the system is down but you can see how they present the data

Reply With Quote
Thanked by:
  #3 (permalink)
 timmyb 
duluth,mn
 
Experience: Advanced
Platform: ninja,thinkorswim
Broker: Amp-Zenfire
Trading: ES,Options
Posts: 654 since Feb 2010
Thanks Given: 81
Thanks Received: 1,361



wwwingman View Post
Hi

I am unable to show exported data of custom studies to Excel.

A call like =RTD("tos.rtd"; ; "VOLUME"; NameOfTheOption) will work.

BUT a call like =RTD("tos.rtd"; ; "CUSTOM1"; NameOfTheOption) will not work. It will give a cell in Loading state.
(Custom1 is a simple custom study for showing, for ex, yesterday open interest. And it works fine inside ToS).

I also tried what the support suggested :
=RTD("tos.rtd"; ; "OpenInterest()[1]"; NameOfTheOption). It won't work. Cell is empty.

FWIW : I tried many fields and all the classic fields update properly in Excel. But those related to custom studies won't. Am I doing something wrong ?

-- W.

this is in the works as a fix from TOS, might want to try it from time to time. I do some heavy excel lifting with TOS rtd also



This is a excel sheet TOS feeds and also records the data received for doing options alaysys

Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #4 (permalink)
PowerrTrader
Calgary Canada
 
Posts: 8 since Feb 2016
Thanks Given: 3
Thanks Received: 0

Hi would you mind sharing the Excel sheet. I am working on one myself and would get a head start into my own Excel sheet which captures data from TOS




timmyb View Post
this is in the works as a fix from TOS, might want to try it from time to time. I do some heavy excel lifting with TOS rtd also



This is a excel sheet TOS feeds and also records the data received for doing options alaysys


Reply With Quote
  #5 (permalink)
infonutt
Denver, Coloradp, USA
 
Posts: 1 since Dec 2017
Thanks Given: 0
Thanks Received: 0

timmyb (or anyone),

What rtd codes are you using to get Implied Volatility and Open Interest on the excel charts you are showing?
In my experience, those fields come up blank when exporting to excel (rtd or direct export from Marketwatch).

Same is true for Theoretical Option Price.

what i have:

=RTD("tos.rtd", , "ImpVolatility", ".AAPL180511C175")
=RTD("tos.rtd", , "OpenInterest", ".AAPL180511C175")
=RTD("tos.rtd", , "TheoreticalOptionPrice", ".AAPL180511C175")

Thanks in advance for any help!

Reply With Quote




Last Updated on May 3, 2018


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts