Hello, I am new here. Seeking some help in my analysis of options contract trends in whatever vehicle I am interested in. I use Thinkorswim (TOS) and Tastyworks (not that TW will help with this). What I would Ideally like is to somehow export the options time and sales data, both live and as needed, out of TOS into Excel or anything really. I am not CS savvy, but my brother - who is not finance savvy - is and thinks he can do it with R if we can perhaps figure out how to connect the data in the "options time and sales" tab perhaps thru Thinkscript into one of the TOS modules that supports RTD connection to Excel. Any ideas? A very humble preemptive thank you.
What you describe (options data scraped for off-platform analysis) is common, but less so for ToS. I once inquired of a (ToS-using) buddy about whether ToS could be rigged to create .csv files, and he assured me it can be.
That's all I've got -- except that R or Python will give you Good Times Ahead. Has ToS no 'official word' on this sort of thing?