Results 1 to 3 of 3

Looking to import stock (options) market data to create daily charts of market activity

Threaded View

jdfic Looking to import stock... 10-07-2022, 12:23 PM
alansidman Re: Looking to import stock... 10-07-2022, 07:23 PM
jdfic Re: Looking to import stock... 10-08-2022, 12:10 PM
  1. #1
    Registered User
    Join Date
    10-07-2022
    Location
    New York, United States
    MS-Off Ver
    2021
    Posts
    2

    Lightbulb Looking to import stock (options) market data to create daily charts of market activity

    Hello everyone.

    I am a Quantitative Trader, specializing in the forward-modeling of historical market pricing data to calculate future stock valuations. My approach is entirely quantitative and based particularly in short to longer term simple moving averages, ranges, etc.

    Although this work is limited to historical stock pricing data, I am looking to branch out and create simple charts in Excel based on options market activity. My goal is to automatically import Option Market Data into Excel to generate simple graphical changes in that underlying data.

    The variables I'm interested in, in particular, are Implied Volatility (IV), Call/Put Open Interest, and Call/Put Volume.

    All I need to chart are these above variables' closing daily totals. This information is available in .xls format on barchart.com, finance.yahoo.com, etc.

    I can manually download that information every day and import into Excel, but I conduct analysis on 155 different stocks, ETFs, etc. Doing this manually every day is far too time consuming.

    Does anyone know how I can import this live .xls data into Excel with the goal of maintaining ongoing charts to visualize this market data?

    Your help is greatly appreciated!
    Last edited by jdfic; 10-07-2022 at 12:25 PM.

Thread Information

Users Browsing this Thread

There are currently 1 users browsing this thread. (0 members and 1 guests)

Similar Threads

  1. API's for downloading stock market data
    By demarc in forum Excel General
    Replies: 2
    Last Post: 08-06-2017, 11:38 PM
  2. Stock Market Charts and Excell
    By AdrinBig in forum Excel Programming / VBA / Macros
    Replies: 0
    Last Post: 05-16-2017, 09:46 AM
  3. Replies: 0
    Last Post: 07-26-2013, 10:32 AM
  4. [SOLVED] Excel 2007 : Coding stock market data
    By ganesh2cbe in forum Excel General
    Replies: 6
    Last Post: 04-19-2012, 10:28 AM
  5. Cannot create a basic Hi-Lo-Close stock market chart?
    By Joe Miller in forum Excel Charting & Pivots
    Replies: 11
    Last Post: 02-28-2012, 07:39 AM
  6. Stock market info import from the web, given ticker
    By rrbest in forum Excel Programming / VBA / Macros
    Replies: 5
    Last Post: 08-01-2010, 12:22 PM
  7. Stock Market data issue
    By orangedays in forum Excel General
    Replies: 3
    Last Post: 04-21-2006, 08:15 AM

Bookmarks

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts

Search Engine Friendly URLs by vBSEO 3.6.0 RC 1