Minggu, 11 Maret 2012

[smf_addin] Digest Number 2143

Messages In This Digest (12 Messages)

Messages

1a.

Distribution from MorningStar

Posted by: "ashok" appusingh@yahoo.com   appusingh

Sat Mar 10, 2012 7:33 am (PST)



Hi,

As you can say I am new so please help me -
I have done my basic first sheet using GetYahooQuotes.
Works fine -- now I wish to collect the Proj Yield for say "EPD"
Next , I want collect Total Dist Rate if it is an CEF ( say "BBN")

Thanks

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Messages in this topic (2)
1b.

Re: Distribution from MorningStar

Posted by: "Randy Harmelink" rharmelink@gmail.com   rharmelink

Sat Mar 10, 2012 6:33 pm (PST)



Something like these should work:

=0+smfStrExtr(RCHGetWebData("http://quote.morningstar.com/stock/s.aspx?t=epd
","ProjectedYield:",5000,10),"ProjectedYield:""","""")

=RCHGetTableCell("http://cef.morningstar.com/quote?t=bbn",6,"Total Dist.
Rate",,,,1)

On Sat, Mar 10, 2012 at 6:12 AM, ashok <appusingh@yahoo.com> wrote:

>
> As you can say I am new so please help me -
> I have done my basic first sheet using GetYahooQuotes.
> Works fine -- now I wish to collect the Proj Yield for say "EPD"
> Next , I want collect Total Dist Rate if it is an CEF ( say "BBN")
>
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Messages in this topic (2)
2a.

Yahoo's 50 & 200Day Moving Averages are wrong- any other place to ge

Posted by: "Pankaj" agarwal_p@yahoo.com   agarwal_p

Sat Mar 10, 2012 9:56 am (PST)



I just had a nasty shock when i realized that Yahoo's 50 and 200 Day Moving Averages are incorrect on their website, and this is the data that's pulling into our spreadsheets also.
- i double checked against eTrade Pro and IBD

1. Can anyone provide me a formula for retrieving this data from another source e.g. MSN or Google Finance?
2. Can anyone provide me a place one can get the data tables for sites like Investors Business Daily (Investors.com), Google Finance and MSN - by data tables I mean something similar to the one we have for Yahoo in this group's documentation - "Documentation for RCHGetYahooQuotes() function"(http://f1.grp.yahoofs.com/v1/kIhbT8ASWE_0NPgg5AVXJPrUU2HyOuKIFzf2exoN1N68dme9AP2Gu2QKKRo9WVp8stDPn7oqBGnNGJDYVFNgLFZGgGmgBW1v/Documentation/3.0%20-%20RCHGetYahooQuotes.html)

Thanks a lot,
Pankaj

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Messages in this topic (3)
2b.

Re: Yahoo's 50 & 200Day Moving Averages are wrong- any other place t

Posted by: "Bob & Betty Gauer" b_bgauer.56@verizon.net   bgauer

Sat Mar 10, 2012 3:42 pm (PST)



Why don't you get the historical quotes and calculate the 50- and 200-day
moving averages in Excel for yourself?

From: smf_addin@yahoogroups.com [mailto:smf_addin@yahoogroups.com] On Behalf
Of Pankaj
Sent: Saturday, March 10, 2012 11:51 AM
To: smf_addin@yahoogroups.com
Subject: [smf_addin] Yahoo's 50 & 200Day Moving Averages are wrong- any
other place to get this data?

I just had a nasty shock when i realized that Yahoo's 50 and 200 Day Moving
Averages are incorrect on their website, and this is the data that's pulling
into our spreadsheets also.
- i double checked against eTrade Pro and IBD

1. Can anyone provide me a formula for retrieving this data from another
source e.g. MSN or Google Finance?
2. Can anyone provide me a place one can get the data tables for sites like
Investors Business Daily (Investors.com), Google Finance and MSN - by data
tables I mean something similar to the one we have for Yahoo in this group's
documentation - "Documentation for RCHGetYahooQuotes()
function"(http://f1.grp.yahoofs.com/v1/kIhbT8ASWE_0NPgg5AVXJPrUU2HyOuKIFzf2e
xoN1N68dme9AP2Gu2QKKRo9WVp8stDPn7oqBGnNGJDYVFNgLFZGgGmgBW1v/Documentation/3.
0%20-%20RCHGetYahooQuotes.html)

Thanks a lot,
Pankaj

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Messages in this topic (3)
2c.

Re: Yahoo's 50 & 200Day Moving Averages are wrong- any other place t

Posted by: "Randy Harmelink" rharmelink@gmail.com   rharmelink

Sat Mar 10, 2012 6:37 pm (PST)



For some reason, Yahoo uses "calendar days" instead of "trading days" for
the moving averages.

Yahoo is one of the few that provides such a CSV interface. Some screening
tools do -- for example, see the FinViz entry in the "Links" area of the
group. They also have the moving averages, but I'm not aware of how they do
the calculation.

PS: The "f1.grp..." link is a temporary one generated by Yahoo and is
rarely usable by others. Again, their reasons are beyond my comprehension,
since there is a permanent link available.

On Sat, Mar 10, 2012 at 10:51 AM, Pankaj <agarwal_p@yahoo.com> wrote:

> I just had a nasty shock when i realized that Yahoo's 50 and 200 Day
> Moving Averages are incorrect on their website, and this is the data that's
> pulling into our spreadsheets also.
> - i double checked against eTrade Pro and IBD
>
> 1. Can anyone provide me a formula for retrieving this data from another
> source e.g. MSN or Google Finance?
> 2. Can anyone provide me a place one can get the data tables for sites
> like Investors Business Daily (Investors.com), Google Finance and MSN - by
> data tables I mean something similar to the one we have for Yahoo in this
> group's documentation - "Documentation for RCHGetYahooQuotes() function"(
> http://f1.grp.yahoofs.com/v1/kIhbT8ASWE_0NPgg5AVXJPrUU2HyOuKIFzf2exoN1N68dme9AP2Gu2QKKRo9WVp8stDPn7oqBGnNGJDYVFNgLFZGgGmgBW1v/Documentation/3.0%20-%20RCHGetYahooQuotes.html
> )
>
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Messages in this topic (3)
3a.

Re: Is there an Option chains with greek add ons yet solved?

Posted by: "tenenbaum88" kenneth.dooley@gmail.com   tenenbaum88

Sat Mar 10, 2012 7:07 pm (PST)



Hi Randy,

These new options functions look amazing, but I am having trouble getting them to work. I have installed the beta version, visited and queried 888options.com, but I still cannot get the 888option command to work ... it simply responds with 'error'. Is there something obvious that I've missed?

Thanks a lot!

--- In smf_addin@yahoogroups.com, Randy Harmelink <rharmelink@...> wrote:
>
> Still no luck on getting greeks for puts from OX.
>
> However, check the latest version of the add-in in the "Works in Progress"
> folder. I just last week added a new function to get data from
> 888options.com, so it can get greeks for both calls and puts. Updated
> documentation for the new functionality is in that folder as well. If you
> use the smfGetOptionQuotes() function, the source code for 888options.comis "8".
>
> However, you do have to manually get a quote from the web site first before
> using the add-in, so that it creates the proper security cookie.
> 888options.com uses ivolatility.com as their data source, displaying the
> chains in a frame.
>
> And, the frame with the iVolatility data also had the implied and
> historical volatility data that has been asked about several times in the
> past, so I added some data codes for the retrieval of all of those items as
> well. For example:
>
> =smfGet888OptionQuote("IWM",,,,"hv10c")
>
> ...would get the current value of the 10-day historical volatility of "IWM".
>
> On Mon, Feb 20, 2012 at 12:41 AM, millerd1_smf <
> millerd1_airmail_net@...> wrote:
>
> > I word searched for options, chain and/or greeks and see post as late as
> > Nov 30 lastyear. I tried the Optionxpress URL and it needs a user login.
> > Has my search I missed any resolution? Has a either a chain or the greeks
> > been method been derived from a public site?
> >
>

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Messages in this topic (7)
3b.

Re: Is there an Option chains with greek add ons yet solved?

Posted by: "tenenbaum88" kenneth.dooley@gmail.com   tenenbaum88

Sat Mar 10, 2012 7:20 pm (PST)



Please disregard my last question. I solved the problem by going into my IE privacy settings and manually adding 888options.com to my 'unblock' list. Thanks again for the great add in, Randy.

--- In smf_addin@yahoogroups.com, Randy Harmelink <rharmelink@...> wrote:
>
> Still no luck on getting greeks for puts from OX.
>
> However, check the latest version of the add-in in the "Works in Progress"
> folder. I just last week added a new function to get data from
> 888options.com, so it can get greeks for both calls and puts. Updated
> documentation for the new functionality is in that folder as well. If you
> use the smfGetOptionQuotes() function, the source code for 888options.comis "8".
>
> However, you do have to manually get a quote from the web site first before
> using the add-in, so that it creates the proper security cookie.
> 888options.com uses ivolatility.com as their data source, displaying the
> chains in a frame.
>
> And, the frame with the iVolatility data also had the implied and
> historical volatility data that has been asked about several times in the
> past, so I added some data codes for the retrieval of all of those items as
> well. For example:
>
> =smfGet888OptionQuote("IWM",,,,"hv10c")
>
> ...would get the current value of the 10-day historical volatility of "IWM".
>
> On Mon, Feb 20, 2012 at 12:41 AM, millerd1_smf <
> millerd1_airmail_net@...> wrote:
>
> > I word searched for options, chain and/or greeks and see post as late as
> > Nov 30 lastyear. I tried the Optionxpress URL and it needs a user login.
> > Has my search I missed any resolution? Has a either a chain or the greeks
> > been method been derived from a public site?
> >
>

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Messages in this topic (7)
3c.

Re: Is there an Option chains with greek add ons yet solved?

Posted by: "tenenbaum88" kenneth.dooley@gmail.com   tenenbaum88

Sat Mar 10, 2012 7:47 pm (PST)



Still having a slight problem. For some reason, the 888options.com function will not retrieve data for SPY. Oddly, this is the only ticker (out of several) that I am having an issue with. Any idea what could cause this? At the moment, I am only pulling current 20d historical vols and mean index implied vols.

Thanks

--- In smf_addin@yahoogroups.com, Randy Harmelink <rharmelink@...> wrote:
>
> Still no luck on getting greeks for puts from OX.
>
> However, check the latest version of the add-in in the "Works in Progress"
> folder. I just last week added a new function to get data from
> 888options.com, so it can get greeks for both calls and puts. Updated
> documentation for the new functionality is in that folder as well. If you
> use the smfGetOptionQuotes() function, the source code for 888options.comis "8".
>
> However, you do have to manually get a quote from the web site first before
> using the add-in, so that it creates the proper security cookie.
> 888options.com uses ivolatility.com as their data source, displaying the
> chains in a frame.
>
> And, the frame with the iVolatility data also had the implied and
> historical volatility data that has been asked about several times in the
> past, so I added some data codes for the retrieval of all of those items as
> well. For example:
>
> =smfGet888OptionQuote("IWM",,,,"hv10c")
>
> ...would get the current value of the 10-day historical volatility of "IWM".
>
> On Mon, Feb 20, 2012 at 12:41 AM, millerd1_smf <
> millerd1_airmail_net@...> wrote:
>
> > I word searched for options, chain and/or greeks and see post as late as
> > Nov 30 lastyear. I tried the Optionxpress URL and it needs a user login.
> > Has my search I missed any resolution? Has a either a chain or the greeks
> > been method been derived from a public site?
> >
>

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Messages in this topic (7)
3d.

Re: Is there an Option chains with greek add ons yet solved?

Posted by: "tenenbaum88" kenneth.dooley@gmail.com   tenenbaum88

Sat Mar 10, 2012 7:55 pm (PST)



I think the act of writing questions on these forums actually solves the problems for me ... I have no idea exactly what happened, but the 888options function is now returning data for SPY. Sorry for the thread hijack. I wish I had more info to post here for those who may have similar issues in the future. =S

--- In smf_addin@yahoogroups.com, Randy Harmelink <rharmelink@...> wrote:
>
> Still no luck on getting greeks for puts from OX.
>
> However, check the latest version of the add-in in the "Works in Progress"
> folder. I just last week added a new function to get data from
> 888options.com, so it can get greeks for both calls and puts. Updated
> documentation for the new functionality is in that folder as well. If you
> use the smfGetOptionQuotes() function, the source code for 888options.comis "8".
>
> However, you do have to manually get a quote from the web site first before
> using the add-in, so that it creates the proper security cookie.
> 888options.com uses ivolatility.com as their data source, displaying the
> chains in a frame.
>
> And, the frame with the iVolatility data also had the implied and
> historical volatility data that has been asked about several times in the
> past, so I added some data codes for the retrieval of all of those items as
> well. For example:
>
> =smfGet888OptionQuote("IWM",,,,"hv10c")
>
> ...would get the current value of the 10-day historical volatility of "IWM".
>
> On Mon, Feb 20, 2012 at 12:41 AM, millerd1_smf <
> millerd1_airmail_net@...> wrote:
>
> > I word searched for options, chain and/or greeks and see post as late as
> > Nov 30 lastyear. I tried the Optionxpress URL and it needs a user login.
> > Has my search I missed any resolution? Has a either a chain or the greeks
> > been method been derived from a public site?
> >
>

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Messages in this topic (7)
3e.

Re: Is there an Option chains with greek add ons yet solved?

Posted by: "Randy Harmelink" rharmelink@gmail.com   rharmelink

Sat Mar 10, 2012 9:40 pm (PST)



I suspect you originally got SPY prior to "logging in" with IE, which would
cause the add-in to save a bad web page that data can't be extracted from.
And at some point, either exited and re-entered EXCEL or ran the
smfForceRecalculation, forcing the add-in to get a fresh copy of the SPY
web page -- this time a good copy, because you were "logged in".

But I'm glad everything resolved itself. :)

On Sat, Mar 10, 2012 at 8:55 PM, tenenbaum88 <kenneth.dooley@gmail.com>wrote:

> I think the act of writing questions on these forums actually solves the
> problems for me ... I have no idea exactly what happened, but the
> 888options function is now returning data for SPY. Sorry for the thread
> hijack. I wish I had more info to post here for those who may have similar
> issues in the future. =S
>
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Messages in this topic (7)
4a.

smfGetOptionQuotes and delta specification

Posted by: "tenenbaum88" kenneth.dooley@gmail.com   tenenbaum88

Sat Mar 10, 2012 9:03 pm (PST)



Hi Randy,

Is there anyway to use the above function to find the price and/or implied vol for the 25 delta calls/puts at a given expiry? ie - Can a specific delta be used as the primary query when searching for an option?

Thanks

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Messages in this topic (2)
4b.

Re: smfGetOptionQuotes and delta specification

Posted by: "Randy H" rharmelink@gmail.com   rharmelink

Sat Mar 10, 2012 9:38 pm (PST)



Not directly. You'd need to do it manually. For example (provided I
understand what you're looking for):

C1:C61: =smfGetOptionStrikes("SPY","5/19/2012","C","888",1)
D1:E61: =smfGetOptionQuotes(C1:C61,"56",,"8")
F1:F61: =smfGetOptionStrikes("SPY","5/19/2012","P","888",1)
G1:H61: =smfGetOptionQuotes(F1:F61,"56",,"8")

I3:K3: =INDEX(C1:F61,MATCH(0.25,D1:D61,-1)+1,)
I4:K4: =INDEX(F1:H61,MATCH(-0.25,G1:G61,-1),)

...would return:

Ticker Symbol Delta IV SPY 5/19 2012 $143.00 Call 0.2459 0.1375 SPY
5/19 2012 $129.00 Put -0.2364 0.2002

On Sat, Mar 10, 2012 at 10:03 PM, tenenbaum88 <kenneth.dooley@gmail.com>
wrote:

Is there anyway to use the above function to find the price and/or
implied vol for the 25 delta calls/puts at a given expiry? ie - Can a
specific delta be used as the primary query when searching for an
option?

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Messages in this topic (2)
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