RTD not working with older expirations on TOS

status1

Active member
I was working with older expirations and RTD and I found that you can only go back a certain amount before the RTD stops working
=RTD("tos.rtd", , "MARK", ".SPXW201009P3000") shows 0.025 while

=RTD("tos.rtd", , "MARK", ".SPXW201007P3000") shows N/A however if I use the think back and look at the same oct 7 expiration it shows 0.025 Also anything earlier than that also shows N/A

Is the think back taking the numbers from somewhere else ?
Why is the RTD not showing the same number that is on the think back ?
 

garyw

Active member
I'm guessing you are referring to using TOS in OnDemand? If so, what date/time are you plugging in for OnDemand?
 

jim leahy

Member
i recently went back to nov 2016 and had no problem seeing valid quotes. it takes a few minutes to fill in all the data on my computer, although, my windows computer is a wimpy notebook and a lot of programs running.
 

status1

Active member
After thinking about it a little more there is really no way to look back with either the OnDemand or Thinkback to see what the quotes are after they expired I can only look at the day of expiration and while that shows a value in both it may not neccesarily show up in RTD
I am just not sure if that is just random or there is a certain date after which the RTD data for expired optons is cut off or not working anymore
 

garyw

Active member
When using RTD with TOS, it should not return valid information for expired options, but only options that are active in "real time" if using RTD with normal "Realtime" TOS, or that were active at the time when using RTD with OnDemand. Your 1st post referenced 2 expired options and you indicated one (the 10/9/20) produced a value but the 10/7/20 expiry did not. I assumed you must be using OnDemand with the date set to after close of the 10/7/20 term but prior to the10/9/20 close, which would make since only if you were using OnDemand. FYI: in the past OnDemand has been less reliable after the market is closed especially on weekends.
If using RTD with TOS in real-time, if the option is not available in the Option Chain window, it should not be available as an RTD reference!
 

jim leahy

Member
i was using rtd with ondemand. like gary said above, you have to set the ondemand date and time to a date prior to the expiration of the option you're interested in. it will then be accessible using rtd.
 

status1

Active member
When using RTD with TOS, it should not return valid information for expired options,
That should be true but it does return a value up to a certain time I figured maybe it can keep the last value at expiration but I guess that is not always the case
No big deal I just had to modify the cell so in case of an error it shows 0 instead of N/A
I was just curious where does the RTD value come from ? Or maybe it's not possible to see since you can't look back at the past expiration from the current date
 
Top