Jumat, 20 Juli 2018

[smf_addin] Digest Number 4363

14 Messages

Digest #4363
1b
Re: Problem Getting the Delta of an Option by "Randy Harmelink" rharmelink
1d
Re: Problem Getting the Delta of an Option by "Randy Harmelink" rharmelink
2b
Re: smfGetBarchartPortfolioView by "Randy Harmelink" rharmelink
3b
Re: smfgetoptionquotes not returning data by "Randy Harmelink" rharmelink
3c
Re: smfgetoptionquotes not returning data by "Peter Cook" pete_cook2001
3d
Re: smfgetoptionquotes not returning data by "Randy Harmelink" rharmelink
3e
Re: smfgetoptionquotes not returning data by "Peter Cook" pete_cook2001
3f
Re: smfgetoptionquotes not returning data by "Peter Cook" pete_cook2001
3h
Re: smfgetoptionquotes not returning data by "Randy Harmelink" rharmelink

Messages

Thu Jul 19, 2018 6:44 am (PDT) . Posted by:

bob_15861586

Randy,

I tired again and now I get a number. The number I get is: 0.95129. Since the option is out of the money then that value cannot be right. It does look like the delta of the first option in the chain.


Bob

Thu Jul 19, 2018 7:23 am (PDT) . Posted by:

"Randy Harmelink" rharmelink

I just tried it and got 0.25582, which is what I see on the web page.

I'm confused by your reference to "the first delta in the chain", since the
web page only contains data for the contract. There is no chain on that web
page.​

On Thu, Jul 19, 2018 at 6:44 AM, bob_15861586@
​...
wrote:

>
> I tired again and now I get a number. The number I get is: 0.95129. Since
> the option is out of the money then that value cannot be right. It does
> look like the delta of the first option in the chain.
>
>
>

Thu Jul 19, 2018 11:35 am (PDT) . Posted by:

bob_15861586

Randy,

I am now getting a value of 0.19691 so I believe it is working. I am wondering if I should be using the
function smfGetTagContent in my spread sheet or are you going to have a new and better function
for getting the delta?


Bob


Thu Jul 19, 2018 12:34 pm (PDT) . Posted by:

"Randy Harmelink" rharmelink

I don't see a new function for it any time soon...

On Thu, Jul 19, 2018 at 11:35 AM, bob_15861586@
​...
wrote:

>
>
> I am now getting a value of 0.19691 so I believe it is working. I am
> wondering if I should be using the
> function smfGetTagContent in my spread sheet or are you going to have a
> new and better function
> for getting the delta?
>
>
>

Thu Jul 19, 2018 8:50 am (PDT) . Posted by:

gshell422

Any suggestions for new code to retrieve stock and index quotes?


Thanks

Thu Jul 19, 2018 9:47 am (PDT) . Posted by:

"Randy Harmelink" rharmelink

Use the smfGetYahooPortfolioView() function...

On Thu, Jul 19, 2018 at 8:50 AM, gshell422@
​...
wrote:

>
> Any suggestions for new code to retrieve stock and index quotes?
>
>
>

Thu Jul 19, 2018 12:03 pm (PDT) . Posted by:

pete_cook2001

Randy, just so I understand on this - you're saying it's faster to get option data using smfGetYahooPortfolioView than to use smfGetOptionQuotes with Yahoo as the data source?

---In smf_addin@yahoogroups.com, <rharmelink@...> wrote :

These days, I get my option quotes from Yahoo using the smfGetYahooPortfolioView() function.


But you can use Yahoo as the data source for smfGetOptionQuotes(). It's just not as quick that way.

On Tue, Jul 17, 2018 at 12:43 PM, Peter Cook peterscottcook@ ​...
wrote:

Can you suggest which is the best data source to use?

On Tue, Jul 17, 2018 at 2:55 PM Randy Harmelink rharmelink@... mailto:rharmelink@... [smf_addin] <smf_addin@yahoogroups.com mailto:smf_addin@yahoogroups.com> wrote:


Barchart shut down access to their JSON files. The old URL now returns a JSON file with this message:


message": "API key is missing or not valid."



On Tue, Jul 17, 2018 at 11:07 AM, peterscottcook@ ​...
wrote:
Just today, I am not getting any data returned by smfgetoptionquotes. I have been using the "B: data source successfully for some time, but I just noticed it's no longer in the function documentation. Has something changed recently?















Thu Jul 19, 2018 12:39 pm (PDT) . Posted by:

"Randy Harmelink" rharmelink

As long as you do it with a single array-entered function over a range.

With smfGetYahooPortfolioView(), you could get option quotes for varying
combinations of underlying, expiration date, and strike price, all in one
Internet request.

With smfGetOptionQuotes(), you would have to do a different Internet
request for each combination of underlying and expiration date.

So smfGetYahooPortfolioView() could be much faster.

On Thu, Jul 19, 2018 at 12:03 PM, peterscottcook@gmail.com [smf_addin] <
smf_addin@yahoogroups.com> wrote:

>
> Randy, just so I understand on this - you're saying it's faster to get
> option data using smfGetYahooPortfolioView than to use smfGetOptionQuotes
> with Yahoo as the data source?
>
>

Thu Jul 19, 2018 12:57 pm (PDT) . Posted by:

"Peter Cook" pete_cook2001

Great.

Am I correct that for an option ticker used with
smfGetYahooPortfolioView(), the strike price is always expressed as 8
digits where the ones digit is the 5th place?

(i.e. $260 is coded as 00260000)

On Thu, Jul 19, 2018 at 3:39 PM, Randy Harmelink rharmelink@gmail.com
[smf_addin] <smf_addin@yahoogroups.com> wrote:

>
>
> As long as you do it with a single array-entered function over a range..
>
> With smfGetYahooPortfolioView(), you could get option quotes for varying
> combinations of underlying, expiration date, and strike price, all in one
> Internet request.
>
> With smfGetOptionQuotes(), you would have to do a different Internet
> request for each combination of underlying and expiration date.
>
> So smfGetYahooPortfolioView() could be much faster.
>
>
>
>
>
> On Thu, Jul 19, 2018 at 12:03 PM, peterscottcook@gmail.com [smf_addin] <
> smf_addin@yahoogroups.com> wrote:
>
>>
>> Randy, just so I understand on this - you're saying it's faster to get
>> option data using smfGetYahooPortfolioView than to use smfGetOptionQuotes
>> with Yahoo as the data source?
>>
>>
>
>
>

Thu Jul 19, 2018 1:03 pm (PDT) . Posted by:

"Randy Harmelink" rharmelink

For details, see:

https://groups.yahoo.com/neo/groups/smf_addin/conversations/messages/34918

It also documents an easy way to convert the smfGetOptionQuotes() ticker
symbols into Yahoo option ticker symbols.

On Thu, Jul 19, 2018 at 12:57 PM, Peter Cook peterscottcook@
​...
wrote:

>
> Am I correct that for an option ticker used with
> smfGetYahooPortfolioView(), the strike price is always expressed as 8
> digits where the ones digit is the 5th place?
>
> (i.e. $260 is coded as 00260000)
>
>
>
>

Thu Jul 19, 2018 1:04 pm (PDT) . Posted by:

"Peter Cook" pete_cook2001

Perfect! Thanks!

On Thu, Jul 19, 2018 at 4:03 PM, Randy Harmelink rharmelink@gmail.com
[smf_addin] <smf_addin@yahoogroups.com> wrote:

>
>
> For details, see:
>
> https://groups.yahoo.com/neo/groups/smf_addin/conversations/messages/34918
>
> It also documents an easy way to convert the smfGetOptionQuotes() ticker
> symbols into Yahoo option ticker symbols.
>
>
>
> On Thu, Jul 19, 2018 at 12:57 PM, Peter Cook peterscottcook@
> ​...
> wrote:
>
>>
>> Am I correct that for an option ticker used with
>> smfGetYahooPortfolioView(), the strike price is always expressed as 8
>> digits where the ones digit is the 5th place?
>>
>> (i.e. $260 is coded as 00260000)
>>
>>
>>
>>
>
>
>

Thu Jul 19, 2018 1:17 pm (PDT) . Posted by:

"Peter Cook" pete_cook2001

(sorry if duplicate)

So the option ticker construction for smfGetYahooPortfolioView() and
smfGetYahooGetOptionQuote()
are the same?

And if I am pulling only option data for a particular array, is there a
benefit to one or the other of those functions?

On Thu, Jul 19, 2018 at 4:03 PM, Randy Harmelink rharmelink@gmail.com
[smf_addin] <smf_addin@yahoogroups.com> wrote:

>
>
> For details, see:
>
> https://groups.yahoo.com/neo/groups/smf_addin/conversations/messages/34918
>
> It also documents an easy way to convert the smfGetOptionQuotes() ticker
> symbols into Yahoo option ticker symbols.
>
>
>
> On Thu, Jul 19, 2018 at 12:57 PM, Peter Cook peterscottcook@
> ​...
> wrote:
>
>>
>> Am I correct that for an option ticker used with
>> smfGetYahooPortfolioView(), the strike price is always expressed as 8
>> digits where the ones digit is the 5th place?
>>
>> (i.e. $260 is coded as 00260000)
>>
>>
>>
>>
>
>
>

Thu Jul 19, 2018 1:17 pm (PDT) . Posted by:

pete_cook2001

So the option ticker constructions for smfGetYahooOptionQuote() and smfGetYahooPortfolioView() are the same? And, if I am only pulling option data in a particular array, is there a benefit to one or the other of those functions?

Thu Jul 19, 2018 1:30 pm (PDT) . Posted by:

"Randy Harmelink" rharmelink

The advantage is that smfGetYahooOptionQuote() scrapes a different web page
for each combination of underlying and expiration date.

If you array-enter smfGetYahooPortfolioView() over a range for a number of
different ticker symbols, it only needs one Internet request to get the
data. Much faster if you have many combinations of underlying, expiration
date, and strike price.

In some instances for me, that would change over a hundred Internet
requests into a single Internet request. Plus, it can be combined with
equity quotes for each

You may find the described execution steps and attachment of this Google
Groups message helpful:

https://groups.google.com/d/msg/smf-addin/euxbvYL04PM/d_hPhAJbDQAJ

On Thu, Jul 19, 2018 at 1:14 PM, peterscottcook@gmail.com [smf_addin] <
smf_addin@yahoogroups.com> wrote:

>
> So the option ticker constructions for smfGetYahooOptionQuote()
> and smfGetYahooPortfolioView() are the same? And, if I am only pulling
> option data in a particular array, is there a benefit to one or the other
> of those functions?
>
>
>
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