Dynamic Excel DDE link to TOS (ThinkOrSwim)

Discussion in 'Trading Software' started by mxpelite, Jul 5, 2011.

  1. does anyone know if there's a way to export historical quote data out to excel in TOS? (eg. daily closing price data from 1/1/2010 to 8/10/2013)

    Something similar to the historical price data you find on yahoo finance.

    Thanks any help is appreciated!
     
    #41     Aug 13, 2013
  2. abswiz

    abswiz

    I am having a similar problem with getting quotes using the Macro - macro works but get #Ref result. I have seen that the solution seems to be "Run as Administrator" and i know how to do this in the PC version of Excel. How do you do this with the Mac version (if that is the solution)? Any help out there would be appreciated!
     
    #42     Sep 23, 2013
  3. abswiz

    abswiz

    I cant seem to get this to work with the Mac version of Excel (2011). Macro works fine .... but always get result of #REF!

    I have seen "Run as Administrator" as a solution for the PC version ... not sure there is the equivalent on the Mac.

    Any help would be appreciated as this seems like a great little piece of coding!
     
    #43     Sep 23, 2013
  4. desidude

    desidude

    As far as I know, DDE won't work on MacOS Excel, that's only for Windows Platform. So even if your Macro is all good, it's those TOS formula to communicate with ThinkOrSwim, which do not work.
     
    #44     Oct 22, 2013
  5. abswiz

    abswiz

    Thanks. It is frustrating that MSFT doesn't carry through all features of Excel to the mac version. They think we are only artists and literary types?:(
     
    #45     Oct 23, 2013
  6. #46     Oct 26, 2013
  7. inquire08

    inquire08

    I tried the code that was posted on VBA code that was posted back way back on page1. The purpose was to build a DDE code that referenced other cells. It only particially works for me.

    When I typed TOSDDE("AAPL","BID"), a dynamic number was return. However when I replace the code with TOSDDE(A1,B1) and entered AAPL into cell A1 and BID into cell B1, I get the answer
    #NAME?

    What I want to do is simple, but it looks like it might be hard to do because of the limitations of DDE for Excel code static nature.

    I first plan on getting the market price for AAPL. From this I plan on getting the changing 4 strikes above the underline and the changing 4 strikes below the underline. I then plan on getting the Option prices for the 8 strikes using this method.-- There is a nice Ceiling function in Excel that can get me the strike immediately above the underline stock market price. From this I can generate the other strikes. I simply need to enter the Strike interval. For Apple it is 2.5

    So basically a DDE string is retrieving a Dynamic Market price and this is used as input to Generate another DDE string to retrieve the first strike price above the underline stock market price.

    Does anyone have a method to do this??

    Regards
     
    #47     Dec 30, 2013
  8. inquire08

    inquire08

    It is not often that I post my first question in a Forum and figured out the answer after I posted my first question (With a little help from TOS customer service).

    For future reference: when using the code on page 1, turn off the macro; write the new reference to the macro then turn the macro back on. This solved my problem!

    Surprisingly closing down the Excel spreadsheet and re-opening it did not solve the problem.
     
    #48     Dec 31, 2013
  9. xandman

    xandman

    Can someone test it on Futures Options quotes?

    Additionally, why not add a few columns and calculate the greeks for a more comprehensive position analysis. (v5?)
     
    #49     Dec 31, 2013
  10. EEUT84

    EEUT84

    does anyone know how to import company news fields into excel? i'm looking to import the top five most recent news events via DDE (or any other method, really)
     
    #50     Jan 14, 2014