[CottonBay]

I am an novice Stat Arb investor. I am wanting to build a platform in Excel to analyze 500 seperate stocks and the underlying call options for those stocks. My question: can anyone tell me the best/most efficient method of downloading the S&P 500 option chains (current month only) into Excel?

[zapisy]

Have you ever seen tradestation and RadarScreen - it is much easier to scan and buid that kind of scanner

[UrmaBlume]

Originally Posted by zapisy »

Have you ever seen tradestation and RadarScreen - it is much easier to scan and buid that kind of scanner

In addition the new TS 9.0 has data provider objects and links so that it is very easy to put any data from any stream directly into excel w/o having to write dlls

[HowardCohodas]

Originally Posted by CottonBay »

I am an novice Stat Arb investor. I am wanting to build a platform in Excel to analyze 500 seperate stocks and the underlying call options for those stocks. My question: can anyone tell me the best/most efficient method of downloading the S&P 500 option chains (current month only) into Excel?

I create my own live analytics in Excel by using the TOS export function. When in the Trade tab and viewing an option chain, the Printer icon has an option to export to Excel. I paste this into Excel and then delete extraneous cells to minimize the cpu burden for continuous update.

I can't speak to the efficacy for doing it for 500 stocks, but testing it is pretty easy. Also, once I figured out how the TOS information was described by the formula pasted in the spreadsheet, I began just typing the formulas rather than doing an export for each data set.