THINKORSWIM RTD EXCEL SERIES OF ARTICLES

ItвЂ™s the quote-enclosed name of a ThinkOrSwim function thatвЂ™s loaded into memory when you run ThinkOrSwim. 'TOS.RTD' is sent as the 1st RTD parameter. RTD can act upon information sent between parenthesis in a particular order: 1. RTD is an Excel function that, for our purposes, opens up communications with ThinkOrSwim.

And 3rd party businesses of subscription fees frankly is bad and invasive. Since Yahoo and Google appear un-responsive that way is now blocked. Hello Apple, Taking the first step to develop a live or delayed USA stock data feed to power a Numbers spreadsheet analysis.

Advanced Personal and Position ManagementThinkOrSwim is an advanced trading platform available as thinkorswim desktop (windows or mac), thinkorswim mobile (android or iphone) and thinkorswim web. See attached spreadsheet for example (you need thinkorswim. The data comes in as text (I presume, since its on the left side of the cell), I need the data to be number, so I can use it in calculations. I'm usign the RTD function in excel to retrieve data from Thinkorswim.

Unfortunately, thatвЂ™s pretty much it for TOS documentation. And that would beвЂ¦where, exactly?A lot changed since those words were written, including the removal of the Printer icon. To see all of the functions supported in exported data, click on the вЂњData Export HelpвЂќ option on the Printer menu.Ah, yes.

For those not familiar with Excel, follow these steps:1.Select cells G2 and G3 by clicking into cell G2 and, keeping the left mouse button pressed down, drag it into G3, then release the mouse button. HereвЂ™s how the last article left the LockeRTD spreadsheet:LetвЂ™s add in a few new column headers, like this:Make sure your spelling is correct, everything is CAPITALIZED, and donвЂ™t forget the underscore (_) in PERCENT_CHANGE, NET_CHANGE and EXPIRATION_DAY.For those familiar with Excel, select G2:G3 and paste it into E2:F3, then H2:N3. It doesnвЂ™t actually provide any help andYou can find a little more about the Data Export Fields in the next section but letвЂ™s use a few of them now to get additional options data. Click it with the left mouse button, click Export, then click Help on data export:For your dining and dancing pleasure, all the Data Export fields can be foundAt the end of this article in the Bonus (?) section.Just to keep you on your toes, even though the menu says Help on Data Export,

I paste what I copied by pressing the combination on my keyboard but you can also click the right mouse button, then select either Paste Options, Paste ( circled in red) or Paste Options, Formula ( circled in blue) from the sub-menu:5. ( The same way you did in step 1.)4. Go to cell E2 and click into it, then drag into E3. Whichever you do, youвЂ™ll see the G2:G3 selection highlighted by dashed lines instead of solid lines.3. I press the combination on my keyboard but you can also click the right mouse button and select Copy from the sub-menu.

Data Export Fields returning any result for any underlying other than options ( quantity 86) Data Export Fields returning any result for options ( quantity 85) Data Export Fields returning any result for options or non-options ( quantity 86) Copy it ( using your favorite method), click on an empty row number to select it ( 4 is good), and paste ( using your favorite method).* Change the symbol in column B and away you go! Bonus (?): Data Export Fields with ExamplesThere are 6 reference tables (with examples) to be found as you scroll down: Paste by using on the keyboard or the Paste Options, Formula ( circled in red, above) from the sub-menu, and youвЂ™ll end up with something like this:Option-specific information ( such as EXPIRATION) isnвЂ™t really relevant for RUT, hence the reason you see some inapplicable information in row 2 ( which weвЂ™ll clean up in the next article), but everything in row 3 is usable and streaming live from ThinkOrSwim.If you want to experiment with other symbols, select the entire row by clicking the 2 or 3 row number ( circled in green), which will highlight it. ( The same way you did in step 1 and step 3.)6.

Thinkorswim Rtd Excel Series Of Articles

Why does DIV return N/A for an option and DIV_FREQ return вЂ”? ShouldnвЂ™t they both return nothing or at least return the same thing? DonвЂ™t worry вЂ“ weвЂ™ll do some exception handling for spreadsheet modeling in the next article.Warning 1: Make sure you know the format of result youвЂ™re expecting! If you expect a delta to be 55.32 and the result is. If it doesnвЂ™t actually export data via RTD, then why is it there? I donвЂ™t know but IвЂ™m sure the helpful ThinkOrSwim support staff would be more than happy to answer your question.One observation you may have is that a Data Export Field may return a result for an option but not return a result ( or return a bogus result) for something not an option ( or vice versa). They mostly look like Studies and Strategies for charting which, for some reason, was dumped into Help on Data Export. All Data Export Fields ( quantity 432 but 19 are CUSTOM fields, which wonвЂ™t be addressed in this series of articles)One question you may have is, вЂњWhy are there 327 Data Export Fields that donвЂ™t return anything?вЂќ ThatвЂ™s a great question.

CUSTOM fields were eliminated in all but table 5, the list of all Data Export Fields. Any other version of ThinkOrSwim may have a different list of Data Export Fields and/or different results ( including nothing when you expect something) may present at any time. These lists were verified using ThinkOrSwim version 1880.75 during Regular Trading Hours and the results presented were captured live. If you find any documentation, let us know! As an example, TOS recently returned an option BID_SIZE of 127300.00% After Market Close and a more understandable 889 during Regular Trading Hours.Warning 3: It is possible Data Export Fields which donвЂ™t appear to work actually do work but theyвЂ™re not being used the right way ( or theyвЂ™ll work in future revisions). Did it ever work and, if so, how?Warning 2: Sometimes youвЂ™ll get a different result during Regular Trading Hours (RTH) and After Market Close (AMC).

Thinkorswim Rtd Excel For Mac