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Export custom study data to Excel ?
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Export custom study data to Excel ?

  #1 (permalink)
Elite Member
Paris, France
 
Futures Experience: Intermediate
Platform: SC, NT, ToS
Favorite Futures: CME & Eurex Futures
 
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Export custom study data to Excel ?

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
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  #2 (permalink)
Elite Member
campnaa
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: Zen fire
Favorite Futures: Futures
 
Posts: 19 since Nov 2009
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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://optionzoom.net/

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

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  #3 (permalink)
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duluth,mn
 
Futures Experience: Advanced
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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

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


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

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The following 2 users say Thank You to timmyb for this post:
 
  #4 (permalink)
Trading Apprentice
Calgary Canada
 
Futures Experience: Intermediate
Platform: ThinkorSwim
Favorite Futures: Gold GC, Currency, Crude
 
Posts: 8 since Feb 2016
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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

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


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


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