13 New Messages
Digest #2927
Messages
Mon Jan 13, 2014 11:00 am (PST) . Posted by:
john.kalkanis
Hi Randy. Does OX2 still provide implied volatility data as per manual?
I tried smfGetOptionQuotes("SPX","6",,"OX2";) but did not work..
Thanks
John
I tried smfGetOptionQuotes(
Thanks
John
Mon Jan 13, 2014 11:35 am (PST) . Posted by:
"Randy Harmelink" rharmelink
That ticker symbol needs to be a full description of the requested option
contract. For example:
=smfGetOptionQuotes("SPX 01/18 2014 $1830 Call","6",,"OX2")
On Mon, Jan 13, 2014 at 12:00 PM, <john.kalkanis@yahoo.com> wrote:
>
> Hi Randy. Does OX2 still provide implied volatility data as per manual?
>
> I tried smfGetOptionQuotes("SPX","6",,"OX2";) but did not work..
>
>
contract. For example:
=smfGetOptionQuotes
On Mon, Jan 13, 2014 at 12:00 PM, <john.kalkanis@
>
> Hi Randy. Does OX2 still provide implied volatility data as per manual?
>
> I tried smfGetOptionQuotes(
>
>
Mon Jan 13, 2014 2:52 pm (PST) . Posted by:
jsawyermib
Hi Randy, thanks for the quick response.
1. I read the fix in links, but I'm not sure I understand how to create an IE cookie
2. The addin I loaded is the one from work in progress.
3. I ran the suggested links and got "error" for the first and third ones.
Kind regards
John
1. I read the fix in links, but I'm not sure I understand how to create an IE cookie
2. The addin I loaded is the one from work in progress.
3. I ran the suggested links and got "error" for the first and third ones.
Kind regards
John
Mon Jan 13, 2014 3:42 pm (PST) . Posted by:
"Randy Harmelink" rharmelink
The AdvFN fix had nothing to do with IE cookies. It was for changing IE
options.
If the third one gave you an error, then the add-in is never going to work
for you as-is.
Without seeing the results of the others, there's not much I can do for you.
On Mon, Jan 13, 2014 at 3:52 PM, <jsawyermib@yahoo.com> wrote:
>
> Hi Randy, thanks for the quick response.
>
> 1. I read the fix in links, but I'm not sure I understand how to create an
> IE cookie
>
> 2. The addin I loaded is the one from work in progress.
>
> 3. I ran the suggested links and got "error" for the first and third ones.
>
>
options.
If the third one gave you an error, then the add-in is never going to work
for you as-is.
Without seeing the results of the others, there's not much I can do for you.
On Mon, Jan 13, 2014 at 3:52 PM, <jsawyermib@yahoo.
>
> Hi Randy, thanks for the quick response.
>
> 1. I read the fix in links, but I'm not sure I understand how to create an
> IE cookie
>
> 2. The addin I loaded is the one from work in progress.
>
> 3. I ran the suggested links and got "error" for the first and third ones.
>
>
Mon Jan 13, 2014 4:17 pm (PST) . Posted by:
jsawyermib
I found your fix for the IE settings back in 2011 which I applied. It resolved the "errors" on your links, although I am still getting an error on my original example.
Your links produced the below results
2004/12
Stock Market Functions add-in, Version 2.1.2013.10.17 (C:\Program Files\SMF Add-In; www; 44)
/exchanges/NYSE/MMM/financials?mode=quarterly_repo
/exchanges/NYSE/MMM/financials"><link rel='stylesh
2004/12
Your links produced the below results
2004/12
Stock Market Functions add-in, Version 2.1.2013.10.
/exchanges/NYSE/
/exchanges/NYSE/
2004/12
Mon Jan 13, 2014 4:26 pm (PST) . Posted by:
"Randy Harmelink" rharmelink
Your original example should work if this is now working:
=RCHGetElementNumber("MMM";,5204)
You just had a cell reference instead of a string literal. Unless the
ticker symbol you're using doesn't have data on AdvFN? What happens if you
put the MMM ticker symbol in your "Ticker" cell?
Also, I notice you have a non-US region setting. Does AdvFN redirect you to
a regional web site instead of the "www" one?
On Mon, Jan 13, 2014 at 5:17 PM, <jsawyermib@yahoo.com> wrote:
> I found your fix for the IE settings back in 2011 which I applied. It
> resolved the "errors" on your links, although I am still getting an error
> on my original example.
>
>
=RCHGetElementNumbe
You just had a cell reference instead of a string literal. Unless the
ticker symbol you're using doesn't have data on AdvFN? What happens if you
put the MMM ticker symbol in your "Ticker" cell?
Also, I notice you have a non-US region setting. Does AdvFN redirect you to
a regional web site instead of the "www" one?
On Mon, Jan 13, 2014 at 5:17 PM, <jsawyermib@yahoo.
> I found your fix for the IE settings back in 2011 which I applied. It
> resolved the "errors" on your links, although I am still getting an error
> on my original example.
>
>
Mon Jan 13, 2014 4:52 pm (PST) . Posted by:
jsawyermib
Hi Randy
I re-booted the computer and the RCHgetElement link is now working; many thanks. Unfortunately my sheets where I have Advfngetelement links are all producing "error". I understand that there were some problems a few months ago with some changes to this source and that you might have produced a fix for it. I looked in the work in progress section, but I was unable to find anything that looked relevant. Am I looking in the wrong place?
Kind regards
John
I re-booted the computer and the RCHgetElement link is now working; many thanks. Unfortunately my sheets where I have Advfngetelement links are all producing "error"
Kind regards
John
Mon Jan 13, 2014 5:25 pm (PST) . Posted by:
"Randy Harmelink" rharmelink
The fix I made to the add-in in October was to the smfGetAdvFNElement()
function. But that's the routine that RCHGetElementNumber() uses to get the
data. So it wouldn't make sense to me that RCHGetElementNumber() would work
while smfGetAdvFNElement() would not.
For example, this:
=RCHGetElementNumber("MMM";,5204)
...is essentially doing this:
=smfGetAdvFNElement("MMM","A",9,">Indicators",">Year end date")
Do the above two formulas give you different results?
Can you give me some examples of smfGetAdvFNElement() calls that aren't
working?
On Mon, Jan 13, 2014 at 5:52 PM, <jsawyermib@yahoo.com> wrote:
> I re-booted the computer and the RCHgetElement link is now working; many
> thanks. Unfortunately my sheets where I have Advfngetelement links are all
> producing "error". I understand that there were some problems a few months
> ago with some changes to this source and that you might have produced a fix
> for it. I looked in the work in progress section, but I was unable to find
> anything that looked relevant. Am I looking in the wrong place?
>
function. But that's the routine that RCHGetElementNumber
data. So it wouldn't make sense to me that RCHGetElementNumber
while smfGetAdvFNElement(
For example, this:
=RCHGetElementNumbe
...is essentially doing this:
=smfGetAdvFNElement
Do the above two formulas give you different results?
Can you give me some examples of smfGetAdvFNElement(
working?
On Mon, Jan 13, 2014 at 5:52 PM, <jsawyermib@yahoo.
> I re-booted the computer and the RCHgetElement link is now working; many
> thanks. Unfortunately my sheets where I have Advfngetelement links are all
> producing "error"
> ago with some changes to this source and that you might have produced a fix
> for it. I looked in the work in progress section, but I was unable to find
> anything that looked relevant. Am I looking in the wrong place?
>
Mon Jan 13, 2014 4:05 pm (PST) . Posted by:
"Randy Harmelink" rharmelink
I thought about doing what you're suggesting, but there are other reasons a
line might be missing from the data returned from Yahoo. For example, if
you use the ^DJI ticker symbol. I don't know what else might cause an issue.
A more robust solution would be to have RCHGetYahooQuotes() return symbol
as part of the range, and use that to identify the row of data instead of
the input column of ticker symbols.
On Sun, Jan 12, 2014 at 8:09 AM, <MRothaus@yahoo.com> wrote:
> I thought about it some more, and I am sure there is a bug in
> RCHGetYahooQuotes when using an array-entered formula, and the source
> column contains blanks. The returned results will not line up properly.
>
> The code that currently looks like this:
>
> Case Is >= 8192
>
> sTickers = ""
>
> For Each oCell In pTickers
>
> If oCell.Value > " " Then sTickers = sTickers &
> oCell.Value & "+"
>
> Next oCell
>
> sTickers = Left(sTickers, Len(sTickers) - 1)
>
>
> works better when coded like this:
>
>
> Case Is >= 8192
>
> sTickers = ""
>
> For Each oCell In pTickers
>
> If oCell.Value > " " Then
>
> sTickers = sTickers & oCell.Value & "+"
>
> Else
>
> sTickers = sTickers & "XXXXXX+"
>
> End If
>
> Next oCell
>
> sTickers = Left(sTickers, Len(sTickers) - 1)
>
> That way when the results are parsed, the cells will line up properly.
> Corresponding blank source cells will show a 0 in the result cell. I
> haven't tested this fully in every scenario, but for my situation, it is
> working as expected.
>
> Randy may have other reasons that I am not aware of not to update his
> code, but for others out there that are in the same situation as I am,
> putting in my suggested fix will help.
>
>
line might be missing from the data returned from Yahoo. For example, if
you use the ^DJI ticker symbol. I don't know what else might cause an issue.
A more robust solution would be to have RCHGetYahooQuotes(
as part of the range, and use that to identify the row of data instead of
the input column of ticker symbols.
On Sun, Jan 12, 2014 at 8:09 AM, <MRothaus@yahoo.
> I thought about it some more, and I am sure there is a bug in
> RCHGetYahooQuotes when using an array-entered formula, and the source
> column contains blanks. The returned results will not line up properly.
>
> The code that currently looks like this:
>
> Case Is >= 8192
>
> sTickers = ""
>
> For Each oCell In pTickers
>
> If oCell.Value > " " Then sTickers = sTickers &
> oCell.Value & "+"
>
> Next oCell
>
> sTickers = Left(sTickers, Len(sTickers) - 1)
>
>
> works better when coded like this:
>
>
> Case Is >= 8192
>
> sTickers = ""
>
> For Each oCell In pTickers
>
> If oCell.Value > " " Then
>
> sTickers = sTickers & oCell.Value & "+"
>
> Else
>
> sTickers = sTickers & "XXXXXX+
>
> End If
>
> Next oCell
>
> sTickers = Left(sTickers, Len(sTickers) - 1)
>
> That way when the results are parsed, the cells will line up properly.
> Corresponding blank source cells will show a 0 in the result cell. I
> haven't tested this fully in every scenario, but for my situation, it is
> working as expected.
>
> Randy may have other reasons that I am not aware of not to update his
> code, but for others out there that are in the same situation as I am,
> putting in my suggested fix will help.
>
>
Mon Jan 13, 2014 8:56 pm (PST) . Posted by:
bkipersztok
Thanks Randy and lexstar for your comments, and sorry for taking so long to finally see and respond to your posts.
To Randy:
I see your point but the thing about SPY is that you would also receive dividends if you invest in it passively, and the SPY historical prices (to my knowledge) don't account for the receipt and accumulation of the dividends, whereas the Total Return Index does. So the annualized performance of the SPY and the S&P Total Return indices should differ by the dividend yield of the S&P, which makes for quite a substantial difference over a long period of time.
To lexstar (or Randy):
Thank you! Is there a way to import the data from the tables into my spreadsheets via the smf add in?
To Randy:
I see your point but the thing about SPY is that you would also receive dividends if you invest in it passively, and the SPY historical prices (to my knowledge) don't account for the receipt and accumulation of the dividends, whereas the Total Return Index does. So the annualized performance of the SPY and the S&P Total Return indices should differ by the dividend yield of the S&P, which makes for quite a substantial difference over a long period of time.
To lexstar (or Randy):
Thank you! Is there a way to import the data from the tables into my spreadsheets via the smf add in?
Mon Jan 13, 2014 10:01 pm (PST) . Posted by:
mikemcq802
bkipersztok, the Yahoo adjusted prices provide a good approximation of the SPY total return.
There are two variances from actual TR.
One is that the dividend adjustment occurs on the ex-div date. If you owned SPY you would reinvest on the pay date so any price change between these dates would not be reflected.
Two, you have to assume Yahoo's dividend history is accurate. And, I know it regularly misses one here and there. For SPY it's accurate though at least to 1999. Just mentioning this issue in case anyone started using it for other tickers. (Side note: I'm not sure why SPY has 5 dividends in 2005 but State Street's site also does so ...)
The Yahoo adjustment process isn't a simple ex-div type price reduction which is why it works for total return. I can't find the detailed reference on its methodology right off-hand but you can if you dig around.
How do you like the Capital IQ plug-in? Cost?
There are two variances from actual TR.
One is that the dividend adjustment occurs on the ex-div date. If you owned SPY you would reinvest on the pay date so any price change between these dates would not be reflected.
Two, you have to assume Yahoo's dividend history is accurate. And, I know it regularly misses one here and there. For SPY it's accurate though at least to 1999. Just mentioning this issue in case anyone started using it for other tickers. (Side note: I'm not sure why SPY has 5 dividends in 2005 but State Street's site also does so ...)
The Yahoo adjustment process isn't a simple ex-div type price reduction which is why it works for total return. I can't find the detailed reference on its methodology right off-hand but you can if you dig around.
How do you like the Capital IQ plug-in? Cost?
Mon Jan 13, 2014 10:03 pm (PST) . Posted by:
mikemcq802
oops. SPY had 5 dividends in 2004, not 2005 (per Yahoo and State Street)
Mon Jan 13, 2014 10:17 pm (PST) . Posted by:
"Randy Harmelink" rharmelink
That's why you use the adjusted prices. Comparing adjusted prices between
two dates gives you a very close approximation of the total return.
Including the dividends.
On Mon, Jan 13, 2014 at 9:56 PM, <bkipersztok@yahoo.com> wrote:
> I see your point but the thing about SPY is that you would also receive
> dividends if you invest in it passively, and the SPY historical prices (to
> my knowledge) don't account for the receipt and accumulation of the
> dividends, whereas the Total Return Index does. So the annualized
> performance of the SPY and the S&P Total Return indices should differ by
> the dividend yield of the S&P, which makes for quite a substantial
> difference over a long period of time.
>
two dates gives you a very close approximation of the total return.
Including the dividends.
On Mon, Jan 13, 2014 at 9:56 PM, <bkipersztok@
> I see your point but the thing about SPY is that you would also receive
> dividends if you invest in it passively, and the SPY historical prices (to
> my knowledge) don't account for the receipt and accumulation of the
> dividends, whereas the Total Return Index does. So the annualized
> performance of the SPY and the S&P Total Return indices should differ by
> the dividend yield of the S&P, which makes for quite a substantial
> difference over a long period of time.
>
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