Save Option Chain Data As Importable CSV File

nkormanik

New member
Greetings. We are able to export option chain data from TOS. However, the file (.csv) contains a lot of extra stuff, so that importing into Excel, etc., becomes problematic.

Have any here found a way to 'massage' the exported file to make it more easily importable? Script for such purpose?

Thanks!
Nicholas Kormanik
 
Solution
I would suggest exporting the entire option chain to CVS format and open in Excel. Then you can use some MS VBA codes to clean up the file to your liking, then perform whatever the task to meet your objective, or perform the tasks directly from the file.

How to export to CVS format:
  • Open the weekly option chain that you want.
  • Click the button with the overlapping squares to "detach the layout to a separate window".
  • On the pop up window, click on the menu button (3 horizontal lines) which is next to the pin icon, then select "Export...", then select "To File...".
  • Give it a name and location on your computer and click OK. Double check the file to make sure the data is complete.
Greetings. We are able to export option chain data from TOS. However, the file (.csv) contains a lot of extra stuff, so that importing into Excel, etc., becomes problematic.

Have any here found a way to 'massage' the exported file to make it more easily importable? Script for such purpose?

Thanks!
Nicholas Kormanik

@nkormanik,

It could be preprocessed with python or some other scripting language of your choice. It all depends on how much trouble it is to clean up the data after the fact. Perhaps an excel macro would be able to clean it out for you -- write a macro enabled sheet with the cleaning function in it, open your csv of dirty data, and run the cleaner on it?

I don't, off the top of my head, know any ways to clean it in ToS. Would you want to post a few lines of the csv and indicate which columns you want to keep?

Happy Trading,
Mashume
 

Join useThinkScript to post your question to a community of 21,000+ developers and traders.

I would suggest exporting the entire option chain to CVS format and open in Excel. Then you can use some MS VBA codes to clean up the file to your liking, then perform whatever the task to meet your objective, or perform the tasks directly from the file.

How to export to CVS format:
  • Open the weekly option chain that you want.
  • Click the button with the overlapping squares to "detach the layout to a separate window".
  • On the pop up window, click on the menu button (3 horizontal lines) which is next to the pin icon, then select "Export...", then select "To File...".
  • Give it a name and location on your computer and click OK. Double check the file to make sure the data is complete.
 
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