Minggu, 06 Januari 2013

[smf_addin] Digest Number 2459

12 New Messages

Digest #2459
3a
smfgetoptionexpirations by "parts57@verizon.net" parts57
3b
Re: smfgetoptionexpirations by "Randy Harmelink" rharmelink
3c
Re: smfgetoptionexpirations by "Richard Johnson" parts57
4a
Re: Expiration Dates around earnings by "Adam Singh" adamsingh1
5
Analyst EPS Estimate Data by "Adam Singh" adamsingh1
6a
Re: New SMF Add-in article by "dice962" dice962
6b
Re: New SMF Add-in article by "dice962" dice962
6c
Re: New SMF Add-in article by "dice962" dice962

Messages

Sat Jan 5, 2013 6:37 am (PST) . Posted by:

"almazuca" almazuca

Hello,

It seems now Spanish stocks data are not working anymore. A simple query as:

=RCHGetYahooQuotes("SAN.MC";"p") returns N/A

other European and US stocks work perfectly but all MC stocks don't. Any clue why is this happening?

Many thanks!

Sat Jan 5, 2013 6:40 am (PST) . Posted by:

"Randy Harmelink" rharmelink

Sorry, but "N/A" is what Yahoo is populating the CSV file with. The add-in
can only parse out what Yahoo sends.

For example:

http://download.finance.yahoo.com/d/quotes.csv?s=SAN.MC&f=sl1d1t1c1ohgv&e=.csv

On Sat, Jan 5, 2013 at 7:31 AM, almazuca almazuca@yahoo.com> wrote:

>
> It seems now Spanish stocks data are not working anymore. A simple query
> as:
>
> =RCHGetYahooQuotes("SAN.MC";"p") returns N/A
>
> other European and US stocks work perfectly but all MC stocks don't. Any
> clue why is this happening?
>
>

Sat Jan 5, 2013 1:16 pm (PST) . Posted by:

"iamruf" iamruf

Hi Randy,
Is there a way to retrieve Sector, Industry, Beta?
e.g =RCHGetElementNumber(A4, 878)returns "Error".
A4 = AX.UN
MSN = CA:AX.UN
YAHOO = AX-UN.TO
Thank you.

Sat Jan 5, 2013 1:47 pm (PST) . Posted by:

"Randy Harmelink" rharmelink

Element 878 is a MorningStar data item...

For sector and Industry from Yahoo:

=RCHGetElementNumber("AX-UN.TO", 13865)
=RCHGetElementNumber("AX-UN.TO", 13867)

I don't know of a source for Beta. In any case, it would depend on which
definition of beta you wanted...

On Sat, Jan 5, 2013 at 2:16 PM, iamruf iam.samw@gmail.com> wrote:

> Is there a way to retrieve Sector, Industry, Beta?
> e.g =RCHGetElementNumber(A4, 878)returns "Error".
> A4 = AX.UN
> MSN = CA:AX.UN
> YAHOO = AX-UN.TO
>

Sat Jan 5, 2013 1:58 pm (PST) . Posted by:

"parts57@verizon.net" parts57

Hi

I have loaded the latest file ===Stock Market Functions add-in, Version 2.1.2013.01.04 (C:\Program Files\SMF Add-in; 1)

I have entered smfgetoptionexpirations($b$1)

When I enter a stock with no weekly options(OSUR), I get the correct dates

When I enter a stock with one weekly (STX) , I get the correct dates

When I enter a stock with multiple weekly (aapl) , I get the correct dates

When I enter an ETF with multiple weeklys (SPY,TLT,GLD,QQQ, IWM), I get varing results .
QQQ seems to get the correct dates
The others get some monthlys and 1st Qtr

Any suggestions

Sat Jan 5, 2013 2:37 pm (PST) . Posted by:

"Randy Harmelink" rharmelink

That's because Yahoo has the dates interspersed on their web pages, with
links only to each month. I get the expiration dates for the current month,
as well as the links to future months. But if a future month is March, I'm
not going to see that it also has quarter-end expirations. In the past, the
only way to get all of the expirations would be to retrieve EACH web page
with options and parse them for dates -- for SPY, that would be 11 web
pages. That would be slow, if you doing a few different equities.

However, I just started looking at a way to try and get them from the Yahoo
API feeds last night, since I can get all the data in one Internet access.
Unfortunately, if I query on which contracts are available, it still only
returns which months have contracts. And if I get the full feed on
something like SPY, there are thousands and thousands of contracts
available that I would have to parse through. I haven't found an efficient
way to do it yet.

Plus, even after all that, I've found gaps in the Yahoo data -- missing
expiration dates, or missing strike prices.

And Google has similar issues. MSN used to as well, but I haven't been able
to decipher some of their current option symbology.

As I mentioned before, it's one reason I go to OptionsXPress for my options
data.

On Sat, Jan 5, 2013 at 2:51 PM, parts57@verizon.net> wrote:

>
> I have loaded the latest file ===Stock Market Functions add-in, Version
> 2.1.2013.01.04 (C:\Program Files\SMF Add-in; 1)
>
> I have entered smfgetoptionexpirations($b$1)
>
> When I enter a stock with no weekly options(OSUR), I get the correct dates
>
> When I enter a stock with one weekly (STX) , I get the correct dates
>
> When I enter a stock with multiple weekly (aapl) , I get the correct dates
>
> When I enter an ETF with multiple weeklys (SPY,TLT,GLD,QQQ, IWM), I get
> varing results .
> QQQ seems to get the correct dates
> The others get some monthlys and 1st Qtr
>
> Any suggestions
>

Sat Jan 5, 2013 4:15 pm (PST) . Posted by:

"Richard Johnson" parts57

Thanks

I should have known that it was YAHOO vs OX as I use options express for
all my option data (as well as my option trading )

Once I added "OX" as the second variable all is well

RHJ
On 1/5/2013 5:37 PM, Randy Harmelink wrote:
>
> That's because Yahoo has the dates interspersed on their web pages,
> with links only to each month. I get the expiration dates for the
> current month, as well as the links to future months. But if a future
> month is March, I'm not going to see that it also has quarter-end
> expirations. In the past, the only way to get all of the expirations
> would be to retrieve EACH web page with options and parse them for
> dates -- for SPY, that would be 11 web pages. That would be slow, if
> you doing a few different equities.
>
> However, I just started looking at a way to try and get them from the
> Yahoo API feeds last night, since I can get all the data in one
> Internet access. Unfortunately, if I query on which contracts are
> available, it still only returns which months have contracts. And if I
> get the full feed on something like SPY, there are thousands and
> thousands of contracts available that I would have to parse through. I
> haven't found an efficient way to do it yet.
>
> Plus, even after all that, I've found gaps in the Yahoo data --
> missing expiration dates, or missing strike prices.
>
> And Google has similar issues. MSN used to as well, but I haven't been
> able to decipher some of their current option symbology.
>
> As I mentioned before, it's one reason I go to OptionsXPress for my
> options data.
>
> On Sat, Jan 5, 2013 at 2:51 PM, parts57@verizon.net
> parts57@verizon.net>> wrote:
>
>
> I have loaded the latest file ===Stock Market Functions add-in,
> Version 2.1.2013.01.04 (C:\Program Files\SMF Add-in; 1)
>
> I have entered smfgetoptionexpirations($b$1)
>
> When I enter a stock with no weekly options(OSUR), I get the
> correct dates
>
> When I enter a stock with one weekly (STX) , I get the correct dates
>
> When I enter a stock with multiple weekly (aapl) , I get the
> correct dates
>
> When I enter an ETF with multiple weeklys (SPY,TLT,GLD,QQQ, IWM),
> I get varing results .
> QQQ seems to get the correct dates
> The others get some monthlys and 1st Qtr
>
> Any suggestions
>
>
>

Sat Jan 5, 2013 2:00 pm (PST) . Posted by:

"Adam Singh" adamsingh1

Thanks a lot Randy. The new version correct the weekly option problem. I am now getting the correct prices for a given symbol. I appreciate it.

--- In smf_addin@yahoogroups.com, Randy Harmelink wrote:
>
> I've uploaded a new version of the add-in (2013.01.04) to the "Works In
> Progress" folder that removes the day 1 assumption of a monthly option and
> the day 30 or 31 assumption of a quarterly option.
>
> For the most part, I use OptionsXPress as my data source for options
> information. It's slower than the others, but the returned data is more
> reliable -- because their customers are actually trading the options,
> whereas Google and Yahoo are just reporting on the options.
>
> On Fri, Jan 4, 2013 at 11:10 PM, Adam Singh wrote:
>
> >
> > One other issue I ran into. smfGetOptionQuotes is pulling prices for the
> > expiration after the one I want (yahoo data). For example, when inputting
> > the string AAPL 2/1 2013 $525.00 Call it is giving me bid-ask prices for
> > the 2/16/2013 525 call, even though the expiration date and the string
> > syntax are correct. This was not an issue with the 1/25/2013 expiration.
> > Could this possibly be caused by the fact the CBOE only recently started
> > releasing weekly option series 30 days out (as opposed to the Thursday
> > before the next trading week)? Or is it merely an issue with using Yahoo
> > as a data source?
> >
>

Sat Jan 5, 2013 2:28 pm (PST) . Posted by:

"Adam Singh" adamsingh1

I am looking to retrieve the following: average analyst EPS estimate, high analyst EPS estimate, and low analyst EPS estimate. Ideally for the past 23 quarterly earnings dates (which I have). I am aware that the RCHGetElementNumber function can be used to get average values from earnings.com, and also that high/low estimate can be retrieved from MSN/Reuters, but they only have the past few quarters. Thanks.

Sat Jan 5, 2013 4:40 pm (PST) . Posted by:

"dice962" dice962

Thanks Jim, glad that it worked for you!

--- In smf_addin@yahoogroups.com, "Jim Ranum" wrote:
>
> Awesome article Derek. This is exactly what I needed.
>
>
>
> Thanks,
>
> Jim
>
>
>
>
>
> From: smf_addin@yahoogroups.com [mailto:smf_addin@yahoogroups.com] On Behalf
> Of dice962
> Sent: Wednesday, January 02, 2013 3:08 PM
> To: smf_addin@yahoogroups.com
> Subject: [smf_addin] New SMF Add-in article
>
>
>
>
>
> Hi all,
>
> I wrote up a new intro and how to for the SMF Add-in and have posted it to
> SeekingAlpha Instablog.
>
> Thanks for all the hard work in creating and maintaining this great tool
> Randy !
>
> Derek
>
> http://seekingalpha.com/user/326478/instablog
>

Sat Jan 5, 2013 4:41 pm (PST) . Posted by:

"dice962" dice962

Sounds good Randy. I have the original too in Word if you need it for any reason.

--- In smf_addin@yahoogroups.com, Randy Harmelink wrote:
>
> Thanks for the time and effort you put into the article. I've added a
> pointer to it in the LINKS area of the group...
>
> On Wed, Jan 2, 2013 at 1:08 PM, dice962 wrote:
>
> > Hi all,
> >
> > I wrote up a new intro and how to for the SMF Add-in and have posted it to
> > SeekingAlpha Instablog.
> >
> > Thanks for all the hard work in creating and maintaining this great tool
> > Randy !
> >
> > Derek
> >
> > http://seekingalpha.com/user/326478/instablog
> >
>

Sat Jan 5, 2013 4:42 pm (PST) . Posted by:

"dice962" dice962


Hi Kermit,

Yes, feel free to reference in your newsletter, no problems with that here, and thanks for the compliment.

Derek
--- In smf_addin@yahoogroups.com, "Kermit W. Prather" wrote:
>
> Fantastic article. I'm going to reference it in my next user newsletter.
> That is if it is okay with you.
>
> Kermit Prather
> www.tradingourway.com
>
>
> -----Original Message-----
> From: smf_addin@yahoogroups.com [mailto:smf_addin@yahoogroups.com] On Behalf
> Of dice962
> Sent: Wednesday, January 02, 2013 3:08 PM
> To: smf_addin@yahoogroups.com
> Subject: [smf_addin] New SMF Add-in article
>
> Hi all,
>
> I wrote up a new intro and how to for the SMF Add-in and have posted it to
> SeekingAlpha Instablog.
>
> Thanks for all the hard work in creating and maintaining this great tool
> Randy !
>
>
> Derek
>
> http://seekingalpha.com/user/326478/instablog
>
>
>
> ------------------------------------
>
> Yahoo! Groups Links
>

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