How can I export option chain data to Excel? I'm looking for morning data, 30-60 min after the opening. Can TOS do that? I have TOS, but don't use it as I settled for IB in the end. Thanks, Corto
With TOS, you may use RTD (if you are on Windows, and have Excel), to extract live data from TOS. There is a limit to the qty of RTD references you can make at a time, but likely not an issue, unless you are trying to be exhaustive. < 10K RTD references should not be issue! -- 400K RTD references has issues with TOS and Excel (for a general guideline).
I realized you did not request Real Time data. From TOS, you can merely export the desired option chains to a CSV file. No special processing needed! -- you can then open in Excel (or spreadsheet of your choice). I selected a few SPX chains for reference with the attached CSV.
This is great. And it shows many expirations on the same tab. Can you point to a tutorial or something that would describe how to do it?
I am not sure if a tutorial exists for this (may be)! However, this seems to be one of the "few" things that work fairly intuitively! On the Trade Tab for "All Products", what ever field you "open up", will be included with the export. After selecting all the info you want to "capture" by setting your qty strikes, and opening up the Option chain field, etc, then: then: Then save to location of your choice! (this is the CSV file option). Regards,
Just found this link where he uses the Print feature and then selects Export to Excel. Will try your way as well. Thanks a lot.
And you can do the same thing from IB: File/[down-arrow]/Export_to_File and there you go. Works for ANY QuoteMonitor page -- I have set up DB feeds for 5 years: 71 SPX strikes, and then 26 fields for market data, option greeks, and any specific account/position fields -- for usually 6 expirys -- almost 900 lines of data. I have had 3 such pages (along with general equities, SPX trading pages, etc) without issue. (So, an SPX-short-term, an ES-short-term, and an SPX-long-term.) TWS does not care a whit: if you can display it on a QuoteMonitor page, it will be off-loaded to a .csv. Period. End_of_story.