Hoadley Trading & Investment Tools... ???

Quote from justrading:

The explanation I got was that the IB data can be received, but it is not in a format that works well for his software. Expiry dates provided only for underlying, not for the options so calculations are distorted. Sorry if I did not make this clear, wee hours of Sunday morning and I'm enjoying my beer.
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I realize that you are probably not a programmer, but for those who are, a sample Excel application that creates an option chain file that can be imported into the option chain component of Hoadley can be downloaded from the hoadley.net web site at http://www.hoadley.net/options/develtoolsOCFileGen.htm

The format of the file is also documented in the program's help file.
 
Quote from comintel:

I realize that you are probably not a programmer, but for those who are, a sample Excel application that creates an option chain file that can be imported into the option chain component of Hoadley can be downloaded from the hoadley.net web site at http://www.hoadley.net/options/develtoolsOCFileGen.htm

The format of the file is also documented in the program's help file.
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No, not a programmer but I will take a look anyway. Thanks.
 
bottom line is that one would really want to start collecting options information and inserting it into a db not a spreadsheet.. CSV comma seperated values could be easily turned into a sql insert statement and you could keep a hugh redundent db (database) over time to your advantage.. forget paying these stupid people money for data.. start collecting it! thats what i'm thinking anyway.. i've never dealt with anything microsoft related.. all my db workings have been for web apps and in Mysql.. but sql is sql

btw that option chain importer would be no different then the one that the financial add in uses no? so IB futures data would as well not be importable..
 

'//Peter Hoadley 1 Feb 2006
Option Explicit

Sub OptionChainExample1()
'//This provides a simple example of how to create an
'//option chain file that can be imported into the
'//option chain component for use in the IV Calculator,
'//Options Strategy Evaluation Tool etc.
'//This example uses the option chain component to retrieve
'//an option chain from an on-line data source. You wouldn't normally
'//do this of course -- the source would normally be an end of day
'//file or data scraped off a web site etc.

Dim objOC As Object
Dim i As Integer, nNumItems As Integer
Dim sRec(1 To 14) As String
Dim sPath As String
Dim fs As Object, f As Object
Dim sUL As String

sUL = Trim([OCTicker])
[OCError].Value = "Wait...."

Set objOC = HoadleyOptionChain
nNumItems = objOC.GetOptionChain([OCProvider], [OCTicker], [OCExchange])
[OCError].Value = objOC.Error

sPath = ActiveWorkbook.Path & "\TestChain.txt"
Set fs = CreateObject("Scripting.FileSystemObject")
Set f = fs.CreateTextFile(sPath, True)

For i = 1 To nNumItems

objOC.Item = i

sRec(1) = sUL
sRec(2) = Trim(Str(objOC.spot)) 'str must be used to ensure decimal point is "." ie ignore regional settings
sRec(3) = objOC.Description
sRec(4) = objOC.OptionCode
sRec(5) = objOC.OptionType
sRec(6) = Trim(Str(objOC.Strike))
sRec(7) = Format(objOC.ExpiryDate, "YYYYMMDD")
sRec(8) = Trim(Str(objOC.LastSale))
sRec(9) = Trim(Str(objOC.Bid))
sRec(10) = Trim(Str(objOC.Ask))
sRec(11) = Trim(Str(objOC.Volume))
sRec(12) = Trim(Str(objOC.OpenInterest))
sRec(13) = objOC.UnderlyingFuturesContract
sRec(14) = objOC.UnderlyingFuturesPrice

f.writeline (Join(sRec, ","))
Next i

[Result].Value = "Number of options written to file: " & Format(nNumItems)

f.Close
Set f = Nothing
Set fs = Nothing

End Sub

Sub Help()
Application.Help AddIns("HoadleyOptions").Path & "\hoadleyhelp.chm", 671
End Sub
 
Quote from cdcaveman:

bottom line is that one would really want to start collecting options information and inserting it into a db not a spreadsheet.. CSV comma seperated values could be easily turned into a sql insert statement and you could keep a hugh redundent db (database) over time to your advantage.. forget paying these stupid people money for data.. start collecting it! thats what i'm thinking anyway.. i've never dealt with anything microsoft related.. all my db workings have been for web apps and in Mysql.. but sql is sql

btw that option chain importer would be no different then the one that the financial add in uses no? so IB futures data would as well not be importable..
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I have R Trader and the Rithmic feed provides it perfect futures options chains. It's there in front of me but I can't save it or use it. Now there is free software that I downloaded that allows me to save streaming video to my HD. Same principle, I just need to work out how.
 
'//This provides a simple example of how to create an
'//option chain file that can be imported into the
'//option chain component for use in the IV Calculator,
'//Options Strategy Evaluation Tool etc.
'//This example uses the option chain component to retrieve
'//an option chain from an on-line data source. You wouldn't normally
'//do this of course -- the source would normally be an end of day
'//file or data scraped off a web site etc.


he is saying right here.. "this is how to create a file that can be imported into the tools of the financial add in.."

import the data create a file.. change the formatting that has the issue of compatability.. and you should be able to use it no?
 
Quote from justrading:

I have R Trader and the Rithmic feed provides it perfect futures options chains. It's there in front of me but I can't save it or use it. Now there is free software that I downloaded that allows me to save streaming video to my HD. Same principle, I just need to work out how.
More...

wow you can't save the data ? wow.. thats crap.. the whole idea is to scrap data to send it all sorts of ways and sideways through models to come up with ideas as to whats going on in a not so typical way.. that sounds frustrating
 
Quote from cdcaveman:


......

btw that option chain importer would be no different then the one that the financial add in uses no? so IB futures data would as well not be importable..
More...

When Hoadley says that he does not support importing IB futures options chains, he just means out-of-the box without additional effort.

There is nothing to prevent a user from doing it with their own code if they can produce a flat file with the information, which is an extremely simple format as you showed in another post......

Here is the format:

The fields, and their order, are as follows:

1
Underlying asset code (equities or options) or the root futures code (futures options)


This is just an identifier. When you request an option chain for, eg, MSFT, then all option records with MSFT in this field will be included in the option chain. The field is not used for quote lookup or anything else.

Examples: MSFT, SPX, LH (CME lean hog futures).


2
Spot price of underlying
For equity and index options, the spot price must be the same for all options in the chain.



Omit for futures options. For futures options the U/L futures price (field 14) is used instead as there can be multiple futures contracts, each with their own U/L price, in one chain.

3
Description
Optional. This can be anything. Eg MSFT 06 March 28.00, or CME Lean Hogs Futures Option.


4
Option symbol


5
Call or put indicator
Must be C or P


6
Strike


7
Expiry date
Format is YYYYMMDD. Eg 20060531


8
Last sale price of option

9
Bid



10
Ask


11
Volume


12
Open Interest


13
U/L futures contract code
Optional: A code which identifies the futures contract to which the option applies.


Ignored for equity and index options


14
U/L futures price
Required for futures options.
Ignored for equity and index options.


Notes:

· File format: The file is a comma delimited text file. By implication no fields can contain commas.

· Decimal separators: Irrespective of your computer’s regional settings, decimal separators must be a period. ie “.” For example, 26.3, 35.7. This is to avoid regional ambiguities.

· Omitting fields: When a field is omitted the comma must still be included. In total, each line (ie each option record) must contain 13 commas (the last field does not require a comma).

· Multiple option chains per file: A file can contain multiple option chains. Field 1 identifies all records belonging to a chain.

· Sort order: Option records can be in any order.

· File name: The file extension must be “.TXT”. The rest of the filename can be anything.
 
Quote from cdcaveman:

'//This provides a simple example of how to create an
'//option chain file that can be imported into the
'//option chain component for use in the IV Calculator,
'//Options Strategy Evaluation Tool etc.
'//This example uses the option chain component to retrieve
'//an option chain from an on-line data source. You wouldn't normally
'//do this of course -- the source would normally be an end of day
'//file or data scraped off a web site etc.


he is saying right here.. "this is how to create a file that can be imported into the tools of the financial add in.."

import the data create a file.. change the formatting that has the issue of compatability.. and you should be able to use it no?
More...

Yes. You have given a lightbulb to a caveman (me). No idea what to do with it or even if R Trader actually writes any files to my HD - it is strictly a realtime app, no historical function.

I suspect I need something that saves streaming data. Charting software saves the data for later use. I use Sierra Charts which does not have option chains capability and R Trader is strictly real time.
 
Quote from cdcaveman:

bottom line is that one would really want to start collecting options information and inserting it into a db not a spreadsheet.. CSV comma seperated values could be easily turned into a sql insert statement and you could keep a hugh redundent db (database) over time to your advantage.. forget paying these stupid people money for data.. start collecting it! thats what i'm thinking anyway.. i've never dealt with anything microsoft related.. all my db workings have been for web apps and in Mysql.. but sql is sql

btw that option chain importer would be no different then the one that the financial add in uses no? so IB futures data would as well not be importable..
More...

It's possible. but a pain in the ass to manage. much rather have a remote database to test on. i'd pay someone a decent sum of money for that.
 
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