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  1. G

    TOS to Python if you need something quick and dirty

    I normally use yahoo finance to pull daily historic data, but many symbols are not supported there, so created this for these cases. The negative rub, is you need to use TOS, select your symbol, then click your mouse a few times to create the CSV file. But to answer your question, I think so...
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    TOS to Python if you need something quick and dirty

    Below is snip of python, including the TOS_Strat2df function which parses the csv file from that ThinkScript Strategy and returns a pandas Dataframe. --
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    TOS to Python if you need something quick and dirty

    I had the need to obtain historical daily bar data for "SPVXSP.ID" for some python work, which is available in TOS, but in no other free providers that I am aware of. I wrote a trivial ThinkScript Strategy that can produce a csv file, and then wrote a python script to convert it into a pandas...
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    Python - Butterfly Spreads

    Rich: I have something similar, I use for tracking my trades. I do not place my trades in DB, however. (My interest is in the Trade History, and little else.) I continue to add features that are likely only useful for me . My current outputs are text to the console for detail and summary, and...
  5. G

    Anyone tried Firstrade ?

    Thank you for informing of the fee change. -- Saves me the effort of considering an account there.
  6. G

    Python - Butterfly Spreads

    I, like Marcas, am spoiled with plotly and plotly.express!
  7. G

    OptionNet Explorer 0 line

    FWIW: That dot on the T+0 line should always be SUM(cash flow + Position Value), where cash flow is what left your account or came into your account relating to the trades. You may be able to find which is incorrect to aid in troubleshooting root cause. -- Commissions: 160?
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    Dipping my toe in the algo waters

    Condolences on loss of Gaby's mom.
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    Getting to Know Each Other

    Ah! Someone else from God's country! -- I left north Louisiana back in '73 after graduating from college to escape the hard work on the farm. (preferred A/C and desk job to stretching barb-wire, slopping the hogs, bailing hay, etc). Now in southern CA with the rest of us nuts. Retired now...
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    SPY no shading on the Analyze tab on TOS

    TOS now reporting 30-day implied volatility for SPY again! (Above issue resolved)
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    SPY no shading on the Analyze tab on TOS

    Appears to be a TOS issue! If you look at Trade tab-> Todays's Option Statistics, for "Implied Volatility:, you will observe its value is "N/A"! That value is fed to the Analyze->RiskProfile tab for the "Vol" it uses! Note it is also "N/A" there, causing the issue you observe! I submitted...
  12. G

    SPX VIX AFTER HOURS

    I have been "looking" at TDA-API at VIX and SPX since this started. They do not appear to be updating the BID/ASK of any options. They do post some trades, that I expected are "batched" for the reporting (as they are reported to occur at specific intervals only so far), and not timely. Again...
  13. G

    Trading others people money

    @GaryB: FWIW: I am unfamiliar with IB, but TOS has a neat feature that I use with "linked accounts". The "linked accounts" require your permission to trade them to be linked and supports many account types and ownerships. I used this feature in the past to "allocate" lots across multiple...
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    Monday Expirys

    For a visual reference: Attached find a zipped file with two HTLM 3-D Scatter plots of SPX IV surface data for yesterday close using Calendar Days VS Business Days for "DTE" interpretation. -- The Business day version ASS-U-MEs a Business day is 24hours, even though trading is only about 6.5...
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    Monday Expirys

    If one examines using Trading days instead of Calendar days for time to expiration, the anomaly (lower IV on Mondays) is gone. Most of us, including TOS, use calendar days for time to expiration. My post was intended to solicit input on IBK or other's for how they address time till...
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    Monday Expirys

    TOS term IV consistently reports Monday Expirations with a lower IV than the following Wed, and the preceding Friday. Can someone with another broker, such as IB, post what they observe? -- I suspect they show the same (lower IV than the neighboring expirations). If you are curious and don't...
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    I just noticed your post. Yes. Here is the script.

    I just noticed your post. Yes. Here is the script.
  18. G

    GTool termination

    I will cease posting the GTool effective today! -- The morning (as well as yesterday's) reports relate to Friday closing prices, as TOS required hand-holding (restart) and I have been out of town and unavailable. So, this seems to be good time to terminate the service.
  19. G

    Simple ThinkScript for observing SPX term fear

    Jim: I do currently calculate, then capture ATM IV for all expiry's in real time (during market hours). The data tracks similarly to what you see on VIXCENTRAL with the terms. (VIX Central use to also allow inclusion of the /VX Weeklies, which I no longer observe -- perhaps I forgot how ). I...
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