Hi All, I have a list of 2000 optionable stocks, contained on an excel spreadsheet. I want to ad new columns to the spreadsheet, detailing the bid and ask of the narrowest option spread surrounding the stocks present price (example, if stock is worth $13 and the narrowest available option spread surrounding $13 is between $10 and $15, I want the spreadsheet to first record the values of $10 and $15 and then to record the bid and ask values for both the $10 to $15 call spread and also the $10 to $15 put spread). At the present, the only way I am aware to do this is to check each individual stocks option prices (on my brokers software) and manually input them into my spreadsheet. This will be quite burdensome for a list of 2000 stocks. If anyone knows a more efficient way, I am all ears. (Note: I do all my analysis outside trading hours). Any help will be greatly appreciated. Thanks In Advance for all responses.
Google DDE (Dynamic Data Exchange), If your broker/data provider offers a DDE link, your spreadsheet can be updated in real time. Getting quotes on 2,000 stocks is a bit ambitious. Brokers tend to limit the number of quotes at one time (say 500). If that's the case, you activate one spreadsheet, capture, deactivate and then activate another. 2,000 could be captured in a few minutes.