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  • Option Chain

    Is there a way to bring the option chain into Excel. Sigtools only works once you have the symbol. I need a way to get the option symbols into Excel

  • #2
    Hello,

    One can set individual option symbols into Excel via the DDE link but it currently does not have the ability to handle complete option chains. To export indiviual options into Excel, begin by going to the "Start" menu, and choose the "Excel Sample" from eSignal in the "Programs File" listing.



    Once Excel opens up, you will want to "Enable Macros." Choose the "Sample Matrix" from the "Sig Tools" toolbar



    Once the "Sample Matrix initializes, change the last portion of the formula in the Formula Bar to the desired option symbol. Please note that for all options and futures symbols, a single quotation mark is needed on each side of the symbol. You will also wish to change the underlying symbol to the option that is being implemented into Excel





    I hope this is of some assistance. Please let me know.

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    • #3
      Hi Duane,
      Thanks for the response. I've been working with sigtools already and have developed a nice spreadsheet for calculating Reward:Risk ratios on options. I want to further automate my data entry. I have a table to create month and strike codes but the problem is I have to go to another source to find 1) the option root 2) the expiration cycle and 3) the valid strikes. I need some way to access this info so I don't have to manually enter the contracts.

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