| | tickerlist | = |
A list of special format ticker symbols to get quotes and/or other data
on options. This list can either be a single ticker symbol, a
comma-delimited list of ticker symbols, a cell reference, or a range
reference. The ticker symbols being used for this function are a special
format of the add-in -- not ticker symbols used by the different data
sources. Each ticker symbol consists of five strings with a space in
between (e.g. "SPY Jun 2010 $100 Call"). The five strings are:
| � Ticker symbol | = | The ticker symbol of the underlying equity (e.g. "MMM" or "SPY"). |
| � Expiration Period | = | There are a number of choices for this string:
| String | Description |
| Jan thru Dec | Month-end option expiration |
| 1 thru 12 | Month-end option expiration |
| Q1 thru Q4 | Quarter-end option expiration |
| W or Week or W1 thru W7 | Week-end option expiration |
| M or M1 thru M5 | Relative month-end option expiration |
| m/d | An actual month and day option expiration (e.g. 9/10) |
Note that week-end and quarter-end option expirations are only available for a limited number of equities. |
| � Expiration Year | = | A 4-digit expiration year (e.g. "2010"). |
| � Strike Price | = | The desired strike price, either with or without a leading dollar sign. In
addition, you can use values like "OTM1", "OTM2", "ITM1", or "ITM2" to
get the first or second in-the-money or out-of-the-money strike prices
(currently only available for Yahoo and MarketWatch data sources). |
| � Call/Put | = | A literal value of "Put" or "Call" to indicate the type of option data that is desired. Can be abbreviated to "P" or "C". |
|
| | datacodelist | = |
A list of data codes telling indicating which data elements you want
retrieved. This list can either be a string concatenation of all
desired data codes, a cell reference, or a range reference. Here is a
table indicating the data codes available from the various data sources:
| Code | Description | Data sources |
(1)
Y | (3)
OX | (5)
OX2 | (6)
Google | (7)
OX3 | (8)
8 | -- |
| % | % Change | Slow | -- | -- | Fast | -- | Fast | -- |
| a | Ask Price | Slow | Slow | Slow | Fast | Slow | Fast | -- |
| b | Bid Price | Slow | Slow | Slow | Fast | Slow | Fast | -- |
| c | $ Change | Slow | -- | Slow | Fast | Slow | Fast | -- |
| e | Bid Size | -- | -- | -- | -- | -- | -- | -- |
| f | Ask Size | -- | -- | -- | -- | -- | -- | -- |
| g | Daily Low | -- | -- | -- | -- | -- | -- | -- |
| h | Daily High | -- | -- | -- | -- | -- | -- | -- |
| i | Open Interest | Slow | Slow | -- | Fast | Slow | Fast | -- |
| j | Contract Low | -- | -- | -- | -- | -- | -- | -- |
| k | Contract High | -- | -- | -- | -- | -- | -- | -- |
| l | Last Price | Slow | Slow | Slow | Fast | Slow | Fast | -- |
| o | Open Price | Slow | -- | -- | -- | -- | -- | -- |
| p | Previous Close | Slow | -- | -- | -- | -- | -- | -- |
| s | Strike Price | Fast | Slow | Slow | Fast | Slow | Fast | -- |
| t | Last Trade Time | Slow | -- | -- | -- | -- | -- | -- |
| u | Underlying Equity Price | -- | Slow | Slow | Fast | Slow | Fast | -- |
| v | Volume | Slow | -- | -- | Fast | Slow | Fast | -- |
| x | Expiration Date | Slow | Slow | Slow | Fast | Slow | Fast | -- |
| y | Time/Theo. Value | -- | Slow | -- | -- | -- | -- | -- |
| z | Option Symbol | Fast | Slow | Slow | Fast | Slow | Fast | -- |
| 1 | Vega | -- | Slow | -- | -- | -- | Fast | -- |
| 2 | Theta | -- | Slow | -- | -- | -- | Fast | -- |
| 3 | Rho | -- | Slow | -- | -- | -- | Fast | -- |
| 4 | Gamma | -- | Slow | -- | -- | -- | Fast | -- |
| 5 | Delta | -- | Slow | Slow | -- | -- | | -- |
| 6 | Implied Volatility | -- | -- | Slow | -- | -- | Fast | -- |
| 7 | Alpha | -- | -- | -- | -- | -- | Fast | -- |
The difference between the "Fast" and "Slow" data items is that you
can retrieve all of the "Fast" items for all of the different options in
the same expiration month with a single Internet access, while the
"Slow" data items require a new Internet access for each individual
option for which the various items are collected.
|
| |
| | headers | = |
An optional parameter that allows column headings to be generated for
the returned columns of data. Defaults to 0. Set to 1 if you desire a
row of headers to be displayed.
|
| | source | = |
An optional parameter that indicates the source you want to use for options data. Defaults to "Y". Possible values:
| Value | "DataCode" prefix | Data Source |
| G | 6 | Google |
| OX | 3 | OptionsXPress (Greeks of calls only, not puts) |
| OX2 | 5 | OptionsXPress (limited Put and Call data items, including delta and implied volatity) |
| OX3 | 7 | OptionsXPress (limited Put and Call data items, including volume and open interest) |
| Y | 1 | Yahoo |
| 8 | 8 | 888options.com (requires security cookie) | | 2 | -- | Multiple
sources. If this value is passed, all datacodes will be 2-byte values,
where the first byte is the "DataCode" prefix shown in this table. |
|