8 Messages
Digest #3153
Messages
Sun Aug 17, 2014 10:23 am (PDT) . Posted by:
"Douglas Ohlman" jurisdoctor74
Randy,
I tried to retrieve a long-term option on IBM using the general command: smfGetOptionQuotes("IBM Jan 2016 $185 C","l",0,"Y") but received an "Error" message instead. Curiously, when I tried to retrieve a shorter-term option, the same command structure proved successful, i.e., smfGetOptionQuotes("IBM Jan 2015 $185 C","l",0,"Y").
Even more interesting, when I tried the individual commands for Yahoo, Google, and OptionsExpress, all three successfully retrieved the Jan 2016 option data, i.e., smfGetYahooOptionQuote("IBM","Call";,DATE(2016,1,15),185,"l"), smfGetGoogleOptionQuote("IBM","C",DATE(2016,1,15),185,"l"), and smfGetOXOptionQuote("IBM","C",DATE(2016,1,15),185,"l").
[FYI, the Yahoo command would accept both "Call" and "C" as option designators while the Google and OX commands would only accept the abbreviation "C". I also tried entering the first of the month in lieu of the actual expiration dates but all three sources failed to work.]
I seem to recall your saying that the general option command is based upon the individualized option commands. If that is true and the general command fails but the individual commands do not, then is it possible the general command code is introducing some sort of error that can be easily remedied?
Thanks,
Doug
I tried to retrieve a long-term option on IBM using the general command: smfGetOptionQuotes(
Even more interesting, when I tried the individual commands for Yahoo, Google, and OptionsExpress, all three successfully retrieved the Jan 2016 option data, i.e., smfGetYahooOpt
[FYI, the Yahoo command would accept both "Call" and "C" as option designators while the Google and OX commands would only accept the abbreviation "C"
I seem to recall your saying that the general option command is based upon the individualized option commands. If that is true and the general command fails but the individual commands do not, then is it possible the general command code is introducing some sort of error that can be easily remedied?
Thanks,
Doug
Sun Aug 17, 2014 11:11 am (PDT) . Posted by:
"Randy Harmelink" rharmelink
The problem is that in Jan of 2016, they are using a non-standard
expiration date. So the formula I am using to compute an option expiration
date for "Jan 2016" is off by one day.
I think they are getting rid of the Saturday expirations for the monthlies
and opting for Fridays, to bring the monthlies into alignment with the
weeklies. I haven't seen a confirmation of that, so I haven't changed the
formula.
So, for now, you do need to code the exact date for the January, 2016
options. Instead of:
=smfGetOptionQuotes("IBM Jan 2016 $185 C","l",0,"Y")
...the work-around is to use:
=smfGetOptionQuotes("IBM 1/15 2016 $185 C","l",0,"Y")
I also need to revisit the weekly options, because they now have more than
the original two that I wrote the function for. I did add the "Put" or
"Call" parameter values, so they will be in the next release. Five
functions were allowing only "C" or "P". Thanks for the heads up.
I had to obsolete the use of the 1st of the month as a choice for the
monthly option, since weekly options were falling on that date.
On Sun, Aug 17, 2014 at 10:23 AM, Douglas Ohlman jurisdoctor74... wrote:
>
> I tried to retrieve a long-term option on IBM using the general command:
> smfGetOptionQuotes("IBM Jan 2016 $185 C","l",0,"Y") but received an
> "Error" message instead. Curiously, when I tried to retrieve a
> shorter-term option, the same command structure proved successful, i.e.,
> smfGetOptionQuotes("IBM Jan 2015 $185 C","l",0,"Y").
>
> Even more interesting, when I tried the individual commands for Yahoo,
> Google, and OptionsExpress, all three successfully retrieved the Jan 2016
> option data,
> i.e., smfGetYahooOptionQuote("IBM","Call";,DATE(2016,1,15),185,"l"), smfGetGoogleOptionQuote("IBM","C",DATE(2016,1,15),185,"l"),
> and smfGetOXOptionQuote("IBM","C",DATE(2016,1,15),185,"l").
>
> [FYI, the Yahoo command would accept both "Call" and "C" as option
> designators while the Google and OX commands would only accept the
> abbreviation "C". I also tried entering the first of the month in lieu of
> the actual expiration dates but all three sources failed to work.]
>
> I seem to recall your saying that the general option command is based upon
> the individualized option commands. If that is true and the general
> command fails but the individual commands do not, then is it possible the
> general command code is introducing some sort of error that can be easily
> remedied?
>
>
expiration date. So the formula I am using to compute an option expiration
date for "Jan 2016" is off by one day.
I think they are getting rid of the Saturday expirations for the monthlies
and opting for Fridays, to bring the monthlies into alignment with the
weeklies. I haven't seen a confirmation of that, so I haven't changed the
formula.
So, for now, you do need to code the exact date for the January, 2016
options. Instead of:
=smfGetOptionQuotes
...the work-around is to use:
=smfGetOptionQuotes
I also need to revisit the weekly options, because they now have more than
the original two that I wrote the function for. I did add the "Put" or
"Call" parameter values, so they will be in the next release. Five
functions were allowing only "C" or "P"
I had to obsolete the use of the 1st of the month as a choice for the
monthly option, since weekly options were falling on that date.
On Sun, Aug 17, 2014 at 10:23 AM, Douglas Ohlman jurisdoctor74.
>
> I tried to retrieve a long-term option on IBM using the general command:
> smfGetOptionQuotes(
> "Error" message instead. Curiously, when I tried to retrieve a
> shorter-term option, the same command structure proved successful, i.e.,
> smfGetOptionQuotes(
>
> Even more interesting, when I tried the individual commands for Yahoo,
> Google, and OptionsExpress, all three successfully retrieved the Jan 2016
> option data,
> i.e., smfGetYahooOptionQu
> and smfGetOXOptionQuote
>
> [FYI, the Yahoo command would accept both "Call" and "C" as option
> designators while the Google and OX commands would only accept the
> abbreviation "C"
> the actual expiration dates but all three sources failed to work.]
>
> I seem to recall your saying that the general option command is based upon
> the individualized option commands. If that is true and the general
> command fails but the individual commands do not, then is it possible the
> general command code is introducing some sort of error that can be easily
> remedied?
>
>
Sun Aug 17, 2014 12:47 pm (PDT) . Posted by:
"Glenn Mitchell" gmitch86
Yes, options expiration is changing from Saturday to Friday. All newly
issued LEAPS now expire on Friday and all newly issued monthlies will
expire on Friday starting February next year. This does not effect VIX
and a few other oddball non-equity options.
http://www.sec.gov/rules/sro/occ/2013/34-69767.pdf
http://www.theocc.com/about/publications/expiration-calendar-2015.jsp
--
Glenn Mitchell
On 8/17/2014 11:11 AM, Randy Harmelink rharmelink@gmail.com [smf_addin]
wrote:
>
>
> The problem is that in Jan of 2016, they are using a non-standard
> expiration date. So the formula I am using to compute an option
> expiration date for "Jan 2016" is off by one day.
>
> I think they are getting rid of the Saturday expirations for the
> monthlies and opting for Fridays, to bring the monthlies into alignment
> with the weeklies. I haven't seen a confirmation of that, so I haven't
> changed the formula.
>
> So, for now, you do need to code the exact date for the January, 2016
> options. Instead of:
>
> =smfGetOptionQuotes("IBM Jan 2016 $185 C","l",0,"Y")
>
> ...the work-around is to use:
>
> =smfGetOptionQuotes("IBM 1/15 2016 $185 C","l",0,"Y")
>
> I also need to revisit the weekly options, because they now have more
> than the original two that I wrote the function for. I did add the "Put"
> or "Call" parameter values, so they will be in the next release. Five
> functions were allowing only "C" or "P". Thanks for the heads up.
>
> I had to obsolete the use of the 1st of the month as a choice for the
> monthly option, since weekly options were falling on that date.
>
> On Sun, Aug 17, 2014 at 10:23 AM, Douglas Ohlman jurisdoctor74...wrote:
>
>
> I tried to retrieve a long-term option on IBM using the general
> command: smfGetOptionQuotes("IBM Jan 2016 $185 C","l",0,"Y") but
> received an "Error" message instead. Curiously, when I tried to
> retrieve a shorter-term option, the same command structure proved
> successful, i.e., smfGetOptionQuotes("IBM Jan 2015 $185 C","l",0,"Y").
>
> Even more interesting, when I tried the individual commands for
> Yahoo, Google, and OptionsExpress, all three successfully retrieved
> the Jan 2016 option data,
> i.e., smfGetYahooOptionQuote("IBM","Call";,DATE(2016,1,15),185,"l"), smfGetGoogleOptionQuote("IBM","C",DATE(2016,1,15),185,"l"),
> and smfGetOXOptionQuote("IBM","C",DATE(2016,1,15),185,"l").
>
> [FYI, the Yahoo command would accept both "Call" and "C" as option
> designators while the Google and OX commands would only accept the
> abbreviation "C". I also tried entering the first of the month in
> lieu of the actual expiration dates but all three sources failed to
> work.]
>
> I seem to recall your saying that the general option command is
> based upon the individualized option commands. If that is true and
> the general command fails but the individual commands do not, then
> is it possible the general command code is introducing some sort of
> error that can be easily remedied?
>
>
>
>
>
issued LEAPS now expire on Friday and all newly issued monthlies will
expire on Friday starting February next year. This does not effect VIX
and a few other oddball non-equity options.
http://www.sec.gov/rules/sro/occ/2013/34-69767.pdf
http://www.theocc.com/about/publications/expiration-calendar-2015.jsp
--
Glenn Mitchell
On 8/17/2014 11:11 AM, Randy Harmelink rharmelink@gmail.com [smf_addin]
wrote:
>
>
> The problem is that in Jan of 2016, they are using a non-standard
> expiration date. So the formula I am using to compute an option
> expiration date for "Jan 2016" is off by one day.
>
> I think they are getting rid of the Saturday expirations for the
> monthlies and opting for Fridays, to bring the monthlies into alignment
> with the weeklies. I haven't seen a confirmation of that, so I haven't
> changed the formula.
>
> So, for now, you do need to code the exact date for the January, 2016
> options. Instead of:
>
> =smfGetOptionQuotes
>
> ...the work-around is to use:
>
> =smfGetOptionQuotes
>
> I also need to revisit the weekly options, because they now have more
> than the original two that I wrote the function for. I did add the "Put"
> or "Call" parameter values, so they will be in the next release. Five
> functions were allowing only "C" or "P"
>
> I had to obsolete the use of the 1st of the month as a choice for the
> monthly option, since weekly options were falling on that date.
>
> On Sun, Aug 17, 2014 at 10:23 AM, Douglas Ohlman jurisdoctor74.
>
>
> I tried to retrieve a long-term option on IBM using the general
> command: smfGetOptionQuotes(
> received an "Error" message instead. Curiously, when I tried to
> retrieve a shorter-term option, the same command structure proved
> successful, i.e., smfGetOptionQuotes(
>
> Even more interesting, when I tried the individual commands for
> Yahoo, Google, and OptionsExpress, all three successfully retrieved
> the Jan 2016 option data,
> i.e., smfGetYahooOptionQu
> and smfGetOXOptionQuote
>
> [FYI, the Yahoo command would accept both "Call" and "C" as option
> designators while the Google and OX commands would only accept the
> abbreviation "C"
> lieu of the actual expiration dates but all three sources failed to
> work.]
>
> I seem to recall your saying that the general option command is
> based upon the individualized option commands. If that is true and
> the general command fails but the individual commands do not, then
> is it possible the general command code is introducing some sort of
> error that can be easily remedied?
>
>
>
>
>
Sun Aug 17, 2014 1:38 pm (PDT) . Posted by:
jurisdoctor74
Thanks, Randy, for your detailed response.
As for official confirmation of the change in option expiration dates, please refer to the relevant S.E.C. order approving the subject rule change at www.sec.gov/rules/sro/occ/2013/34-69772.pdf http://www.sec.gov/rules/sro/occ/2013/34-69772.pdf. (This is about as official as it gets!) So, with confirmation in hand, you should now be comfortable in making the necessary changes to your formula.
IMPORTANT: Please note, however, that the proposed change only applies to those Standard Expiration Contracts that were both opened for trading after the effective date of the rule change and which have Expiration Dates later than February 1, 2015. There are certain "grandfathered" exceptions explained more fully in footnote nine of that order. Briefly, the exceptions relate to OCC being legally bound to observe the terms of any pre-exisiting contracts (with Saturday expirations) and to clear preference of clearing members to avoid having different expiration dates during the same month.
Doug
As for official confirmation of the change in option expiration dates, please refer to the relevant S.E.C. order approving the subject rule change at www.sec.gov/rules/sro/occ/2013/34-69772.pdf http://www.sec.gov/rules/sro/occ/2013/34-69772.pdf. (This is about as official as it gets!) So, with confirmation in hand, you should now be comfortable in making the necessary changes to your formula.
IMPORTANT: Please note, however, that the proposed change only applies to those Standard Expiration Contracts that were both opened for trading after the effective date of the rule change and which have Expiration Dates later than February 1, 2015. There are certain "grandfathered
Doug
Sun Aug 17, 2014 10:41 am (PDT) . Posted by:
eric.dagnelies
Very fine work. My question: how did you get the Ticker/CompanyName/Exchange list? I would like to update it.Thank you.
Sun Aug 17, 2014 11:17 am (PDT) . Posted by:
"Randy Harmelink" rharmelink
Context or more detailed question, please.
On Sun, Aug 17, 2014 at 10:40 AM, eric.dagnelies@... wrote:
>
> Very fine work. My question: how did you get the
> Ticker/CompanyName/Exchange list? I would like to update it.Thank you.
>
On Sun, Aug 17, 2014 at 10:40 AM, eric.dagnelies@
>
> Very fine work. My question: how did you get the
> Ticker/CompanyName/
>
Mon Aug 18, 2014 1:02 am (PDT) . Posted by:
aeonff
Field 2922 stopped working for me. Anyone else?I use it to find out what the next dividend payment will be (very accurate most of the time). Is there a replacement for this data?Thanks.
Mon Aug 18, 2014 1:06 am (PDT) . Posted by:
"Randy Harmelink" rharmelink
I just tried it with ticker symbol MMM and it worked fine for me.
Some have mentioned that sudden failure to access Google was fixed by using
the AdvFN fix:
https://groups.yahoo.com/neo/groups/smf_addin/conversations/topics/10464
...to allow "Access Data Sources Across Domains".
On Mon, Aug 18, 2014 at 12:35 AM, ori@ors.co.il [smf_addin] <
smf_addin@yahoogroups.com> wrote:
>
> Field 2922 stopped working for me. Anyone else?I use it to find out what
> the next dividend payment will be (very accurate most of the time). Is
> there a replacement for this data?Thanks.
>
Some have mentioned that sudden failure to access Google was fixed by using
the AdvFN fix:
https://groups.yahoo.com/neo/groups/smf_addin/conversations/topics/10464
...to allow "Access Data Sources Across Domains".
On Mon, Aug 18, 2014 at 12:35 AM, ori@ors.co.il [smf_addin] <
smf_addin@yahoogroups.com> wrote:
>
> Field 2922 stopped working for me. Anyone else?I use it to find out what
> the next dividend payment will be (very accurate most of the time). Is
> there a replacement for this data?Thanks.
>
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