Rabu, 19 Juli 2017

[smf_addin] Digest Number 4096

15 Messages

Digest #4096
1a
Re: Historical Data by jefferychristman
1b
Re: Historical Data by "Randy Harmelink" rharmelink
1c
Re: Historical Data by jefferychristman
2a
IBD Stock Checkup by lakshmi8th
2b
Re: IBD Stock Checkup by "Randy Harmelink" rharmelink
2c
Re: IBD Stock Checkup by "Ton Sieverding" amsiev
2d
Re: IBD Stock Checkup by "Randy Harmelink" rharmelink
2e
3a
Re: COT Reports by "Ton Sieverding" amsiev
3b
Re: COT Reports by "Randy Harmelink" rharmelink
4b
Re: Option pricing not working by "Randy Harmelink" rharmelink
5a
End of Day Pricing by bob_15861586
5b
Re: End of Day Pricing by "Randy Harmelink" rharmelink
6
ETF expense ratio by tarakayan

Messages

Tue Jul 18, 2017 7:28 pm (PDT) . Posted by:

jefferychristman

Randy,


THANKS!!!! Like TONS.... I've been searching the web nearly the entire day. Even several of the same sites you sent, but couldn't find the same data you sent...


I wrote my own back tester some time back, but only recently found the need to incorporate financial data. I'm going to see which site is easiest to rip data from and finish building my own database for back testing. :)


Thanks!!
Jeff

Tue Jul 18, 2017 8:16 pm (PDT) . Posted by:

"Randy Harmelink" rharmelink

I don't think any of those sources is "point-in-time" data, so they really
wouldn't be appropriate for loading into a backtester. Also, the add-in is
not intended for bulk downloading, but for ad hoc analysis. The last thing
I want to do is alienate the free data sources. It wouldn't take much for
them to make it so the add-in can't grab data...

Have you considered using Portfolio123.com?

On Tue, Jul 18, 2017 at 7:28 PM, jefferychristman@
​...
wrote:

>
> THANKS!!!! Like TONS.... I've been searching the web nearly the entire
> day. Even several of the same sites you sent, but couldn't find the same
> data you sent...
>
> I wrote my own back tester some time back, but only recently found the
> need to incorporate financial data. I'm going to see which site is easiest
> to rip data from and finish building my own database for back testing. :)
>
>
>

Tue Jul 18, 2017 8:55 pm (PDT) . Posted by:

jefferychristman

I really do appreciate your help. I have my own data scraper I've written, so won't contaminate any data sources for your tool. No worries there. :)

Cheers!
Jeff

Tue Jul 18, 2017 10:06 pm (PDT) . Posted by:

lakshmi8th

Hello Randy,
Just trying to find out if IBD still works with SMF (been a while since I have tried and wanted to see if getting an IBD subscription would be worth it if all I was looking for was a feed for stock checkup data).
Thanks
Jeff

Wed Jul 19, 2017 2:17 am (PDT) . Posted by:

"Randy Harmelink" rharmelink

I just tried the checkup template and it appears to be working fine...once
I was logged in via the Web Query dialog.

On Tue, Jul 18, 2017 at 10:06 PM, simran8thplane@
​...
wrote:

> Just trying to find out if IBD still works with SMF (been a while since I
> have tried and wanted to see if getting an IBD subscription would be worth
> it if all I was looking for was a feed for stock checkup data).
>
>
>

Wed Jul 19, 2017 2:59 am (PDT) . Posted by:

"Ton Sieverding" amsiev

Oops I did not try that. Thanks Randy. I will try that ...
... mmm will create problems with automatic downloads during the night.
But I will try to solve that problem too ...

Regards, Ton.

----- Original Message -----
From: Randy Harmelink rharmelink@gmail.com [smf_addin]
To: smf_addin@yahoogroups.com
Sent: Wednesday, July 19, 2017 9:32 AM
Subject: Re: [smf_addin] IBD Stock Checkup

I just tried the checkup template and it appears to be working fine...once I was logged in via the Web Query dialog.

On Tue, Jul 18, 2017 at 10:06 PM, simran8thplane@
​...
wrote:

Just trying to find out if IBD still works with SMF (been a while since I have tried and wanted to see if getting an IBD subscription would be worth it if all I was looking for was a feed for stock checkup data).

Wed Jul 19, 2017 9:01 am (PDT) . Posted by:

"Randy Harmelink" rharmelink

Keep in mind they have a limit on # of checkups per day.

As I recall, if I use IBD in a browser, it sometimes logs me out of my
EXCEL session, so I need to log in again there before I can use the add-in
with it. Even when I switch browsers, it may log me out of the previous
browser.

On Wed, Jul 19, 2017 at 3:04 AM, 'Ton Sieverding' ton.sieverding@
​...
wrote:

>
> Oops I did not try that. Thanks Randy. I will try that ...
> ... mmm will create problems with automatic downloads during the night.
> But I will try to solve that problem too ...
>
>
>

Wed Jul 19, 2017 9:24 pm (PDT) . Posted by:

lakshmi8th

Thanks Randy. I will try myself then. Much appreciated. Jeff

Wed Jul 19, 2017 2:52 am (PDT) . Posted by:

"Ton Sieverding" amsiev

http://www.cftc.gov/dea/futures/ag_sf.htm
----- Original Message -----
From: Randy Harmelink rharmelink@gmail.com [smf_addin]
To: smf_addin@yahoogroups.com
Sent: Monday, July 17, 2017 10:17 AM
Subject: Re: [smf_addin] COT Reports

A sample URL would help...

On Mon, Jul 17, 2017 at 1:14 AM, ton.sieverding@
​...
wrote:

Did anybody try to download the COT Report data ? And more in particular the Commercial Hedgers and Large Traders data ...

Wed Jul 19, 2017 9:44 am (PDT) . Posted by:

"Randy Harmelink" rharmelink

It's all just text data, so it can be retrieved. The trick would be how to
extract individual pieces of data.

On Wed, Jul 19, 2017 at 1:49 AM, 'Ton Sieverding' ton.sieverding@
​...
wrote:

>
> http://www.cftc.gov/dea/futures/ag_sf.htm
>

On Mon, Jul 17, 2017 at 1:14 AM, ton.sieverding@
​...
wrote:

>
> Did anybody try to download the COT Report data ? And more in particular
> the Commercial Hedgers and Large Traders data ...
>
>
>

Wed Jul 19, 2017 2:09 pm (PDT) . Posted by:

ssztaba

Dear Randy,
I haven't used smf to get option prices for a while, and I now want to do so again. I find that I'm getting errors when I use the same routine that worked well in the past.


The string I'm assemblying is: smfGETOptionQuotes((A10&" "&E10&" "&F10&" "&C10),"a",,$H$3 which translates to:
smfGETOptionQuotes((SPY 1/19 2018 219 C),a,,Y since I'm looking for the Ask price of the Jan 19 2018 $219 Leap option.


I'm using a VBA Command Button to activate this routine which does a Call smfForceRecalculation.


As I said, this routine worked previously, but not recently. I know that there have been changes with Yahoo, and perhaps with smf as well. The version of smf which I have installed has the Element definition file with a date of 11/1/14


My regular RCHGetYahooQuotes routine using Yahoo continues to work without issues.


Do you have any ideas or suggestions on what I don't have configured correctly ??


Thank you. Hope you are well.
Stan

Wed Jul 19, 2017 3:36 pm (PDT) . Posted by:

"Randy Harmelink" rharmelink

This returns $26.09 for me:

=smfGetOptionQuotes("SPY 1/19 2018 219 C","b",,"Y")

There have been a number of Yahoo changes this year, so you probably need
to update your add-in files.

On Wed, Jul 19, 2017 at 2:09 PM, ssztaba@
​...
wrote:

> I haven't used smf to get option prices for a while, and I now want to do
> so again. I find that I'm getting errors when I use the same routine that
> worked well in the past.
>
> The string I'm assemblying is: smfGETOptionQuotes((A10&" "&E10&" "&F10&"
> "&C10),"a",,$H$3 which translates to:
>
> smfGETOptionQuotes((SPY 1/19 2018 219 C),a,,Y since I'm looking for the
> Ask price of the Jan 19 2018 $219 Leap option.
>
> I'm using a VBA Command Button to activate this routine which does a Call
> smfForceRecalculation.
>
> As I said, this routine worked previously, but not recently. I know that
> there have been changes with Yahoo, and perhaps with smf as well. The
> version of smf which I have installed has the Element definition file with
> a date of 11/1/14
>
> My regular RCHGetYahooQuotes routine using Yahoo continues to work without
> issues.
>
> Do you have any ideas or suggestions on what I don't have configured
> correctly ??
>
>
>

Wed Jul 19, 2017 3:15 pm (PDT) . Posted by:

bob_15861586

My portfolio consists of (long) stock positions, short call positions and short put positions. Recently, I have noticed that the value of my portfolio frequently drops between 4:30 and 5:30. I do not know why. When I value the options, I use ask, not last trade. Is there a reason that would be changing between 4:30 and 5:30? Any ideas?


Thanks,
Bob


Note: All times are Eastern Standard Time.

Wed Jul 19, 2017 3:37 pm (PDT) . Posted by:

"Randy Harmelink" rharmelink

It may also depend on the data source. For example, I use barchart.com for
my option quotes and I recently found out they are not only delayed quotes,
but they are only updated hourly.

Another issue might be that bid/ask spreads typically widen after the
close. At least on stocks. Not sure about options.

Store your quotes at the close and compare them to quotes several hours
later.

On Wed, Jul 19, 2017 at 3:15 PM, bob_15861586@
​...
wrote:

> My portfolio consists of (long) stock positions, short call positions and
> short put positions. Recently, I have noticed that the value of my
> portfolio frequently drops between 4:30 and 5:30. I do not know why. When I
> value the options, I use ask, not last trade. Is there a reason that would
> be changing between 4:30 and 5:30? Any ideas?
>
>
>

Wed Jul 19, 2017 9:39 pm (PDT) . Posted by:

tarakayan

can we get ETF expense ratio from RCH getelements? I tried and get error msg
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