Senin, 11 Desember 2017

[smf_addin] Digest Number 4262

3 Messages

Digest #4262
1a
Re: Option Weeklies and OTM quotes by "Randy Harmelink" rharmelink
2b
Re: Problem with smfGetOptionExpirations() by "Randy Harmelink" rharmelink

Messages

Sun Dec 10, 2017 6:10 pm (PST) . Posted by:

"Randy Harmelink" rharmelink

All of the logging options are on the SMF context menu (right mouse click
within the workbook). You'd first do:

> SMF > Logging > Enable

...to enable logging. What this does is tell the add-in to append a line to
a file (smf-log.csv) in your add-in folder each time the add-in has to go
to the Internet to grab a web page or a file. Later on, you can view the
log using the context menu:

> SMF > Logging > Open Log File

...which will open the CSV file and put headers on the columns. The
resulting worksheet will look something like:

Time Stamp Duration Called URL
2017-10-18 17:20:23 0.2383
https://download.finance.yahoo.com/d/quotes.csv?s=SPY&f=sd1&e=.ignore
2017-10-18 17:20:23 0.0820
https://download.finance.yahoo.com/d/quotes.csv?s=MMM&f=sl1&e=.ignore
2017-10-18 17:22:13 0.1563
https://query1.finance.yahoo.com/v7/finance/options/CVX?date=1508457600
2017-10-18 17:22:14 0.0938
https://query1.finance.yahoo.com/v7/finance/options/KO?date=1508457600
2017-10-18 17:22:14 0.0938
https://query1.finance.yahoo.com/v7/finance/options/MCD?date=1508457600
2017-10-18 17:22:14 0.0938
https://query1.finance.yahoo.com/v7/finance/options/MRK?date=1508457600

My logging is always enabled. What I'll sometimes do is close all all
workbooks except the one I want to test. Then run the smfForceRecalculation
macro and open the log file. Then I can see all of the web pages that
workbook had to retrieve when I did the smfForceRecalculation. In the above
lines, I got current quotes on SPY and MMM and did something
options-related for CVX, KO, MCD, and MRK. The average duration is very
small, so not much to be concerned with (unless I were doing hundreds of
them).

For some of my quotes retrieval workbooks, I've been able to get them down
to a single Internet request by reviewing the logs.

If you do get a duration of near 60 seconds (or more), it usually means the
web site is down and the request timed out. I was getting a lot of timeouts
from OptionsXpress earlier in the year, which is why I had stopped using
them for options data.

On Sun, Dec 10, 2017 at 6:44 PM, eabartsch@comcast.net [smf_addin] <
smf_addin@yahoogroups.com> wrote:

>
> Interesting.
>
> How do you access the add-in log? I'll start there.
>
> I might bifurcate the workbook. Just run the watch list. The, after I
> have my shortlist, close that sheet and open up the more specific sheets.
> That should cut down on the access time, too.
>
>

Mon Dec 11, 2017 5:24 am (PST) . Posted by:

"Ron Spruell" hashky

I have found that Barcharts does a good job of getting expirations.
Ron

From: "Randy Harmelink rharmelink@gmail.com [smf_addin]" <smf_addin@yahoogroups.com>
To: smf_addin@yahoogroups.com
Sent: Sunday, December 10, 2017 10:33 AM
Subject: Re: [smf_addin] Problem with smfGetOptionExpirations()

  Yahoo is the only realistic source right now for smfGetOptionExpirations().
OptionsXPress has been gone for a few months now. See: https://smf-add-in.blogspot.com/2017/10/optionsxpress-no-longer-usable-data.html
Google has been unusable for years, because of so many missing contracts, and now the new Google Finance doesn't even have option quotes.
On Sun, Dec 10, 2017 at 6:31 AM, jbr863@​... wrote:

    Some weeks ago, smfGetOptionExpirations() sourcing "OX" started erroring out in my spreadsheet.  I figured I'd look into it later.  Just yesterday though, I downloaded smfGetOptionQuotes-Example- ITM-OTM-Multiple-Expirations. xls for a control point and I'm getting the same "Invalid Data Source" error message for "MMM" on "OX"and "OX2".  Sourcing "G" returns a valid source but says "Bad Expiration Date:" for "MMM".  Yahoo works for for expiration dates.

Are you seeing the same issue?  Any idea what may be going on with the non-Yahoo sources?  
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Mon Dec 11, 2017 9:03 am (PST) . Posted by:

"Randy Harmelink" rharmelink

Except that smfGetOptionExpirations() doesn't get expirations from
Barchart. It actually gets them from Yahoo. I didn't want to require
someone to have to use separate "Source" codes for the different option
functions, so instead of not allowing "B" for smfGetOptionExpirations(), I
just had it go to Yahoo as a substitute.

On Mon, Dec 11, 2017 at 6:24 AM, Ron Spruell hashky@
​...
wrote:

>
> I have found that Barcharts does a good job of getting expirations.
>
>
>
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