Hello Folks, I've recently posted a fly pricing spreadsheet on my site (a glorified blog of sort). It can be modified to trade other similar structures (verticals, condors etc). Thought it would benefit you folk as well. I am attaching the spreadsheet here to the post so you dont need to go to my website (but if you happen to.. do let me know if you have any comments ). ___ The left side of the spreadsheet is setup to show direct fly pricing across strikes and widths, and the right side shows the delta in price between various flies at different strikes – for a given width fly. It uses data from ToS using Excel RTD link (so you will need your tos client open for data to flow through). Only cell that might need updating based on when you download the file is cell “C1”, where it needs any opra-code for the series you are interested in (it can be copy/pasted from tos). screenshot for reference: happy trading! -gariki
Did you forget to provide the macro for _xlfn? Anyways, it is not needed. A global search replace for s/=_xlfn.CONCAT/=CONCATENATE/ does the job
@kcgoogler , can this work with IB's TWS? And if so, what change needs to be made to accomplish this?
@W-M-A, @ffs1001: Yes; it can be made to work with other broker APIs. Particularly i do want to make it work with IB's api - its been on my radar for quite a while. Not just for this spreadsheet.. but for other dashboard kind of spreadsheets i use for my trading. For anyone wanting to venture into it, it seems possible based on this webpage: https://www.interactivebrokers.com/en/index.php?f=1062 @DarthSidious: Did not think CONCAT was a macro. Have always used it as a direct excel function. Cheers -gariki
Yeah, it's not a macro, just something that was introduced in later versions of Excel, apparently in Excel 2019. I (and I suspect a lot of people) use an older version of Excel. CONCATENATE is much more compatible