RTD Excel question with TWS

A

Adam777

SPX often has 2 expirations on the same day.

Regards RTD Excel with TWS:

Everything works fine when I enter an expiration date for SPX with only 1 option contract expiring on that day, but when the AM contract expires on the same day I get:
"TwsRtdServer error: The contract description is ambiguous;......"

example: =RTD(tws.twsrtdserverctrl,,spx/CBOE/OPT/20231116/C/4350/USD//Bid)

How do you differentiate between the 2 different SPX expirations in excel? (What SPX symbol do I need to use for each different contract?)
 
Last edited:
Had the problem myself and just managed to solve it last night. Need to add the trading class field.

For eg. if you want the weekly for SPX 20231116 series and not the AM expiry, use

=RTD(tws.twsrtdserverctrl,,spx/CBOE/OPT/20231116/C/4350/USD//Bid,"tc=SPXW")
 
Hey Yik. This yes TWS RTD excel is a little easier than initially I thought. I’ve been putting it off for so long.

Would you use excel the functions WORKDAYS.INTL and SEQUENCE to pull in the next 10 or so option expiries, or is there an easier way to list the option expiries in their own excel cells?
 
I use workday.intl but not sequence. I normally just key in the expiries that I want since it is more flexible. Yours may be better since its less of a chore.
 
Is there any symbol for 10 day historical volatility, or do I have to calculate it?

In which case, how do I list the last 50 or so days of daily closing prices, and have that continuously updated?

... so much IBKR RTD and excel to learn over the holidays
 
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