Important question [but it should be obvious...] I am joining ONE, but am hesitating due to the problem understanding the availability of historical prices... Is it possible to see actual option prices from earlier on the same day? Meaning, if I see an underlying reach 2500 at 9am, and then it drops and again touches 2500 at 2p, can I (at 2p) go back and see what option prices were for different strikes and expirations at 9am? This seems critically important and essential, but the description of "live feed" vs "historical prices" (especially the problem with seeing Friday's prices only after the market reopens on Monday morning) leaves me cold.... Thanks for any info.
Live prices, historical prices and SAME DAY historical prices...ONE
- Thread starter RJM
- Start date
A few years ago, when I had O.N.E. I had similar issue/desire. At that time ONE did not support viewing pricing earlier in same trading day. I think same is true now, but better to find out from current user.
IMO: It would be very costly & difficult for ONE to provide that feature assuming they currently purchase their data from a 3rd party, which is not real-time. While I support this for my personal use (LiveVol for historic and TDA/TOS for real-time), I only have a few symbols to consider, where ONE must support many.
IMO: It would be very costly & difficult for ONE to provide that feature assuming they currently purchase their data from a 3rd party, which is not real-time. While I support this for my personal use (LiveVol for historic and TDA/TOS for real-time), I only have a few symbols to consider, where ONE must support many.
RJM, like Gary, I'm ex-ONE.
To my knowledge you can not have historical/past data for any present day. You can not collect data from ONE to spreadsheet to track prices on your own. Data for 'today' become available for you, as historical, only after next trading day starts. This is especially painful for weekends where you can not see previous Friday (until Monday session starts) ergo your analysis of positions is highly crippled.
Wonder, what is your main drive to get ONE?
To my knowledge you can not have historical/past data for any present day. You can not collect data from ONE to spreadsheet to track prices on your own. Data for 'today' become available for you, as historical, only after next trading day starts. This is especially painful for weekends where you can not see previous Friday (until Monday session starts) ergo your analysis of positions is highly crippled.
Wonder, what is your main drive to get ONE?
I am "renewing" ONE (for 3 months, possibly) primarily because OptionVue (which I also use) does not import from IB currently. According to support, as a result of a recent change to IB's version and a reorganization of Flex queries, the existing protocol for downloading from IB no longer works. They (OV) tried to walk me through a manual import via Excel download and upload, but we couldn't get it to work. Following the acquisition (Len Yates is out I believe), the focus at OV has been on upgrading their servers. (Helpful, bc intraday backtrader can be very slow, esp with multiple trading platforms running.)
To be honest, I let my prior subscription lapse bc a) no ability to update position analysis after the close on Friday, and b) the promises to include Futures and Futures Options were always "soon... soon". I saw that they finally have a Beta test for Futures and FOPs (even if no ability to import those except manually), so I thought it would be a useful time to try again. I assumed that the weekend problem would have been addressed. I'm literally waiting on a reply now as to intraday/same day historicals. I consider it a critical failure to not be able to do price comparison intraday when I'm placing a large unit trade.
I wonder if the price of data issue is due to ONE be located outside of the US. OpVue does provide intraday prior prices.
To be honest, I let my prior subscription lapse bc a) no ability to update position analysis after the close on Friday, and b) the promises to include Futures and Futures Options were always "soon... soon". I saw that they finally have a Beta test for Futures and FOPs (even if no ability to import those except manually), so I thought it would be a useful time to try again. I assumed that the weekend problem would have been addressed. I'm literally waiting on a reply now as to intraday/same day historicals. I consider it a critical failure to not be able to do price comparison intraday when I'm placing a large unit trade.
I wonder if the price of data issue is due to ONE be located outside of the US. OpVue does provide intraday prior prices.
Thanks, but you still didn't say what you need ONE for. Is it mainly for backtesting, for monitoring positions, for something else? You don't have to answer, I'm just curious.
To my knowledge delay in historical data is a matter of contract ONE has with data provider.
It is very inconvenient that ONE (and OV) are so deaf for users needs. I did wrote couple tools to make some tasks easier, mostly regarding semi-auto importing and auto-segregating trades (back then it was a big pit to import recording of trades from few months where you can easily make a mistake). Also big disappointment was lack of ability to export chains for more detailed analysis or ability to use own source of historical data. ONE stood firm that it wont gonna change.
To my knowledge delay in historical data is a matter of contract ONE has with data provider.
It is very inconvenient that ONE (and OV) are so deaf for users needs. I did wrote couple tools to make some tasks easier, mostly regarding semi-auto importing and auto-segregating trades (back then it was a big pit to import recording of trades from few months where you can easily make a mistake). Also big disappointment was lack of ability to export chains for more detailed analysis or ability to use own source of historical data. ONE stood firm that it wont gonna change.
We share disappointments.... sigh. The hope was that I could accomplish much of what I can achieve with my OpVue sub but a) at less cost, b) with less frustration (at numerous times, the response to a program glitch from very timely and courteous support from OV has been "I'm not seeing that on my end"). Specifically, I make perhaps 50pct of my trades on IB, and since OV has "lost" their current ability to import trades from IB, the manual process was exponentially increasing my administration demands. As you point out, if you are "catching up" on a month's worth of a campaign, a single error can take up a huge black hole of time to sort out. The advanced volatility tools and modeling offered by OV has been lying largely unused as I slog through the basic data input. Also, the recent change in ownership has me concerned for paywalls. (I think I saw a pricing sheet post the Yates departure that has 'backtesting' as an add-on feature - and that would be an immediate (subscription ender) for me... I want to have a resource just in case.) I will run the two programs side by side for a quarter (if there is a useful workaround to the "weekend problem" and the intraday (same day) historical problem. I assume OV captures live feed data to its own servers and then in backtest (for same day), it harvests those prices. It is only 15min granularity, but that's still more useful than being blind to the target option's price history on a day when I want to enter a position at reasonable levels.
UPDATE April 21, 2020: Option Net Explorer has confirmed its inability to provide current day's historical data and Friday's historical data (until the following business day for the market). They have refunded by subscription (I never downloaded the new software). Pity, as it would have been interesting to compare the performance of the two option trading 'tracking' programs.
If ONE provides delayed data from the previous day, I don't think there are any data distribution fees they have to pay. OV's delayed data is delayed 15 or 20 minutes during the trading day. I was using delayed data to trade options in OV for a while and looking at the live prices at IB when I wanted to place a trade. OV's historical data is cached on the local machine so it's much faster than it used to be.
I think the exporting of the data might also run into data distribution licensing fees from the exchanges, which is why I don't think either platform allows it.
Mark17, I haven't used ONE for some time now so not sure if my answer is up to date.
With ONE you can follow market during the day but can not review historical data on that day, means you can not see how market looked an hour back. If I remember correctly historical data are available some time after closing (not sure if it is couple hours or next day).
Bigger issue are/were Fridays. You can't get historical data for Fridays until market opens next trading day (usually Monday). This means you can not do full analysis of your current positions over the weekend.
With ONE you can follow market during the day but can not review historical data on that day, means you can not see how market looked an hour back. If I remember correctly historical data are available some time after closing (not sure if it is couple hours or next day).
Bigger issue are/were Fridays. You can't get historical data for Fridays until market opens next trading day (usually Monday). This means you can not do full analysis of your current positions over the weekend.
There is an exception to this
If you have TOS you can switch to TOS data and you should be able to get the data for Friday and do analysis over the weekend
Interesting. When I was using ONE I think I had TOS data linked but it worked only for live analysis when market was open. After Fri., 4 pm eastern, I had to wait till floor was opened again (usually Mon, 9:30) to see what happened on last Friday. Friday data were blacked out for ONE over the whole weekend +.
If, as you say, you can analyze Fridays over the weekend it means that there is improvement - which is good, bc for some type of trading this blackout was a serious obstacle that needed to be circumvented somehow and sometimes created bad feelings toward ONE's price
If, as you say, you can analyze Fridays over the weekend it means that there is improvement - which is good, bc for some type of trading this blackout was a serious obstacle that needed to be circumvented somehow and sometimes created bad feelings toward ONE's price
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Maybe not so fast
I think I just have the closing or the last price on Friday at least I have not checked on any other day after the close but I can still see my trade I just cannot look at the intraday prices because the hour and 5 min buttons are grayed out but that is enough for me I don't need to analyze it intraday on Friday at the moment
I think I just have the closing or the last price on Friday at least I have not checked on any other day after the close but I can still see my trade I just cannot look at the intraday prices because the hour and 5 min buttons are grayed out but that is enough for me I don't need to analyze it intraday on Friday at the moment
So, the issue returns! I'm again at wit's end with OV, as the matrix/grahical analysis P/L is widely divergent from the Status window and support (Brian V) has not gotten back to me with an explanation. (There is none, other than "Len only fixed the things that he was using/was interested in.) The worst example would be at 15:45 on an expiration day: Matrix P/L would show a positive PnL and after close and exercising options, the Status Window would show a loss (without any movement in the underlying). No explanation other than "perhaps the Matrix is using bids (asks) for pricing while Status uses the actual closing levels." Not true, as the differences could not be explained by 'slippage'.
I'm again considering ONE (Bruno, your creation is sorely needed!!!), but they are almost snarky in replying to my queries as to whether I can analyze my Friday close positions with data downloaded from TOS or IB on the weekend, even if ONE doesn't provide intraday Friday data. (I can use TOS or IB to see where an option has traded intraday, so being 'blacked out' of that data on the day of the trade (or, until Monday for Friday intraday trading) is not a deal breaker... unless I'm wrong.
Here's the question: If I'm actively trading on Friday and do not upload my trades from Friday until after the close (importing from TOS or IB, depending), will ONE analyze my position (i.e. the buys and sells) using Friday closing data, or my actual uploaded data? Support has been curt saying "its not possible", but I don't know if they are saying my trade data is not uploadable, or that my P/L will vary bc what ONE will use is the Friday closing data for all trades entered on Friday.
Any experience here?
I'm again considering ONE (Bruno, your creation is sorely needed!!!), but they are almost snarky in replying to my queries as to whether I can analyze my Friday close positions with data downloaded from TOS or IB on the weekend, even if ONE doesn't provide intraday Friday data. (I can use TOS or IB to see where an option has traded intraday, so being 'blacked out' of that data on the day of the trade (or, until Monday for Friday intraday trading) is not a deal breaker... unless I'm wrong.
Here's the question: If I'm actively trading on Friday and do not upload my trades from Friday until after the close (importing from TOS or IB, depending), will ONE analyze my position (i.e. the buys and sells) using Friday closing data, or my actual uploaded data? Support has been curt saying "its not possible", but I don't know if they are saying my trade data is not uploadable, or that my P/L will vary bc what ONE will use is the Friday closing data for all trades entered on Friday.
Any experience here?
Thanks for the reply. Not sure I understand "not able to analyze the trade intraday"... During the day on Friday, if I'm using ONE and the live data from TOS/IB, I will see real time analysis (eg., greeks, plus intrinsic extrinsic premia). If I have already traded (but not entered trade in ONE), on Saturday, my [aggregate] position will be analyzed using the manually input trade price, and the closing price ONE does provide... true?
Customer service at ONE has been... curt, to say the least but they are definitely clear that once the program is uploaded, there are no refunds. (not encouraging a good relationship...). Im trying to anticipate the worst, to determine whether or not its really a problem My thought is that there is no problem, except for not being able to see the intraday price action of the individual option/underlying as provided by ONE. (That restriction is not applicable to US residents using TOS or IB...)
Customer service at ONE has been... curt, to say the least but they are definitely clear that once the program is uploaded, there are no refunds. (not encouraging a good relationship...). Im trying to anticipate the worst, to determine whether or not its really a problem My thought is that there is no problem, except for not being able to see the intraday price action of the individual option/underlying as provided by ONE. (That restriction is not applicable to US residents using TOS or IB...)