Kamis, 27 Desember 2018

[smf_addin] Digest Number 4449

8 Messages

Digest #4449
1a
1c
Re: Getting bad option quotes by "Randy Harmelink" rharmelink
1d
Re: Getting bad option quotes by "Randy Harmelink" rharmelink
1f
Re: Getting bad option quotes by "Randy Harmelink" rharmelink
1h
Re: Getting bad option quotes by "Randy Harmelink" rharmelink

Messages

Wed Dec 26, 2018 11:07 am (PST) . Posted by:

bob_15861586

I am getting wrong option quotes. For example:
=smfGetYahooOptionQuote("QQQ","C",DATE(2019,6,28),170,"a")
This is giving me 2.64 when the right number is around 3.27. I am thinking it is Yahoo, but I would like
somebody else to take a look at it and tell me what they think.


Thanks,
Bob

Wed Dec 26, 2018 11:13 am (PST) . Posted by:

bob_15861586

Also, this is not working for me: =smfGetBarChartOptionQuote("QQQ","C",DATE(2019,6,28),170,"a")


Bob

Wed Dec 26, 2018 2:41 pm (PST) . Posted by:

"Randy Harmelink" rharmelink

That formula returns 4.21 for me, which is what the web page currently says:

https://finance.yahoo.com/quote/QQQ190628C00170000

There are two reasons you could be getting an older value:

1. The add-in is extracting the data from a saved copy of the web page. If
this is the issue, you would use smfForceRecalculation to force it to get a
fresh copy of the web page for new extraction.

2. The IE object used by the DLL the add-in uses is returning a cached copy
of the web page. If this is the issue, you would need to change your
Internet Option to make sure a fresh copy of the web page is retrieved each
time a web page is accessed.

In any case, the best way to get option quotes from Yahoo these days is to
use the smfGetYahooPortfolioView() function. It can return contract for
different underlyings, different expiration dates, and different strike
prices, all at the same time. Much faster.

On Wed, Dec 26, 2018 at 12:07 PM bob_15861586@... wrote:

> I am getting wrong option quotes. For example:
>
> =smfGetYahooOptionQuote("QQQ","C",DATE(2019,6,28),170,"a")
>
> This is giving me 2.64 when the right number is around 3.27. I am thinking
> it is Yahoo, but I would like
>
> somebody else to take a look at it and tell me what they think.
>
>
>

Wed Dec 26, 2018 2:44 pm (PST) . Posted by:

"Randy Harmelink" rharmelink

Unfortunately, Barchart is no longer a functional source of data. They have
retreated all of their JSON files behind a protected API access method.

https://smf-add-in.blogspot.com/2018/07/alert-barchart-json-files-now-require.html

On Wed, Dec 26, 2018 at 12:13 PM bob_15861586@... wrote:

>
> Also, this is not working for me:
> =smfGetBarChartOptionQuote("QQQ","C",DATE(2019,6,28),170,"a")
>
>
>

Wed Dec 26, 2018 3:01 pm (PST) . Posted by:

bob_15861586

Randy,

Thanks for the response. I have switched to smfGetBigChartsOptionQuote and that is working. Is there a reason not to use it?


You wrote:


2. The IE object used by the DLL the add-in uses is returning a cached copy of the web page. If this is the issue, you would need to change your Internet Option to make sure a fresh copy of the web page is retrieved each time a web page is accessed.



I do not understand this. When you say IE, do you mean Internet Explorer. I am not using Internet Explorer. Where would I change my internet options?


Thanks,
Bob


Wed Dec 26, 2018 4:12 pm (PST) . Posted by:

"Randy Harmelink" rharmelink

smfGetBigChartsOptionQuote() would be very slow. Fine for one quote, but a
real pain for many.

What you use as a browser is irrelevant. EXCEL (and the add-in) use the
same Internet engine that IE uses to access the Internet, because both IE
and EXCEL are Microsoft products (as is Windows 10). To change the caching
behavior used by the various Microsoft products without using IE would
typically be something like:

-- Open control panel
-- Click On Network & Internet
-- Click on Internet Options
-- Under Browsing History click on Settings
-- Change to 'Every time I visit the webpage' and click OK

On Wed, Dec 26, 2018 at 4:01 PM bob_15861586@... wrote:

>
> Thanks for the response. I have switched to smfGetBigChartsOptionQuote
> and that is working. Is there a reason not to use it?
>
> You wrote:
>
> 2. The IE object used by the DLL the add-in uses is returning a cached
> copy of the web page. If this is the issue, you would need to change your
> Internet Option to make sure a fresh copy of the web page is retrieved each
> time a web page is accessed.
>
> I do not understand this. When you say IE, do you mean Internet Explorer.
> I am not using Internet Explorer. Where would I change my internet options?
>
>

Wed Dec 26, 2018 4:29 pm (PST) . Posted by:

bob_15861586

Randy,

Thanks for your help. I now believe everything is working fine.


Personally, I find smfGetYahooPortfolioView very hard to work with. I suspect the real problem is my
lack of knowledge of Excel arrays.


Bob




Wed Dec 26, 2018 6:02 pm (PST) . Posted by:

"Randy Harmelink" rharmelink

That function is worth the effort. It can grab a lot of quotes and related
data with a single Internet access.

I've gotten into the habit of putting all of my data gathering steps into a
single worksheet and then referring to the data in that worksheet as needed
in analysis or presentation in other worksheets. That way, if things change
(providers or available data), I just have to worry about changing things
in the one worksheet.

On Wed, Dec 26, 2018 at 5:29 PM bob_15861586@... wrote:

>
> Personally, I find smfGetYahooPortfolioView very hard to work with. I
> suspect the real problem is my
> lack of knowledge of Excel arrays.
>
>
>
For the Add-in, Documentation, Templates, Tips and FAQs, visit http://ogres-crypt.com/SMF

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