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  • Options Chain Data

    I have a client that need to be able to pull "options chain data" (as he does in the esig app now) for analysis. I've gone thru the desktop API info and don't see any way to access the options chain data (like the esig app does)??

    Can anyone help me with this?? is this something that is available within the API?
    Brad Matheny
    eSignal Solution Provider since 2000

  • #2
    Options data

    Hello Brad,
    I don't know that much about the API, but this is like a project I am working on right now. Using Excel, I get one month at a time delayed from Yahoo finance - CBOE has theirs hidden and bigcharts requires the sid.
    Requires a little VBA code to extract but not much.
    Hope this helps. Ken

    'Option Explicit
    'http://bigcharts.marketwatch.com/quickchart/options.asp?symb=ibm&sid=2595&time=8&bars=1&bars=2 &bars=3&bars=4&bars=5"
    'bigcharts requires the sid xxxxxxxxxxxxxxxxx
    ' the sid is required - it is retrieved at the time the chart is opened
    Sub zGetOptns()
    'get option chain
    Set sheetWork = Workbooks(1).Worksheets(1)
    sheetWork.Cells().ClearContents
    'yahoo gives one month at a time
    'on first call use no month parameter ... 'http://finance.yahoo.com/q/op?s=IBM
    'then get months from row 98
    Set qtResults = sheetWork.QueryTables _
    .Add(Connection:="URL;http://finance.yahoo.com/q/op?s=IBM&m=2008-01", _
    Destination:=sheetWork.Cells(1, 1))
    With qtResults
    .WebFormatting = xlAll
    .WebSelectionType = xlEntirePage
    .WebPreFormattedTextToColumns = True
    .WebConsecutiveDelimitersAsOne = True
    .WebSingleBlockTextImport = False
    .Refresh
    End With
    End Sub

    Comment


    • #3
      Thanks for your post. I was kinda hoping that someone from esignal would reply to this request as I hope their API provides this ability.

      B
      Brad Matheny
      eSignal Solution Provider since 2000

      Comment


      • #4
        Sorry - looks like they don't look at it if the reply count is above 0. Please repost and I will stay off.

        Comment


        • #5
          Hi,

          Option chains are not available with the Desktop API. You can look at individual symbols by doing a requestSymbol. Alternatively, you can invoke an eSignal option chain with the CreateNewWindow function. For example:

          Private Sub cmdInvokeWindow_Click()
          Dim whichWindow As String
          whichWindow = Combo1.Text

          Select Case whichWindow
          Case "Quote Window":
          Call esignal.CreateNewWindow(wtfQUOTEWINDOW, 0, 0, 700, 500, True, "IBM")
          Case "Advanced Chart":
          Call esignal.CreateNewWindow(wtfBASICCHART, 0, 0, 700, 500, True, "IBM")
          Case "Detail Window":
          Call esignal.CreateNewWindow(wtfDETAIL, 0, 0, 700, 500, True, "IBM")
          Case "Market Depth":
          Call esignal.CreateNewWindow(wtfMARKETDEPTH, 0, 0, 700, 500, True, "IBM")
          Case "Time & Sales":
          Call esignal.CreateNewWindow(wtfTIMESALES, 0, 0, 700, 500, True, "IBM")
          Case Else:
          MsgBox ("Please choose a window")
          End Select

          End Sub

          We do look at posts whether or not the reply count is above 0. It is not recommended that one re-posts. This may actually delay responses, as there will be more posts to process. The forums are primarily a user-to-user interface. The Developer Support Team does monitor them, but may or may not answer if other users have provided adequate information. If you need more direct assistance, you can email the Developer Support Team for support.

          Comment


          • #6
            thanks for the reply. Does this "envoking" of the options chain data reside in the esignal application (like opening the options chain data in an esignal app window)?

            Is the data available for me to manipulate or just contained in an esignal app window?

            I really appreciate your help, but unless I can access/manipulate the options chain data - my client won't be satisfied.
            Brad Matheny
            eSignal Solution Provider since 2000

            Comment


            • #7
              Hi,

              The data is not available for you to manipulate...just contained in an esignal app window.

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