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Capturing Last Trade Prices of Securites 4:00 PM and After in Excel

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  • brooklyndodger11200
    I am capturing some summary data in Excel but am unable to retrieve prices for securities like the Spiders (SPY) or the Q s (QQQQ) that continue to trade until
    Message 1 of 7 , Oct 4, 2009
    • 0 Attachment
      I am capturing some summary data in Excel but am unable to retrieve prices for securities like the Spiders (SPY) or the Q's (QQQQ) that continue to trade until 4:15 PM Eastern for their regular trading hours. TOS DDE and Watchlists continue to update the Bid, Ask, etc. during this period but freeze Last at the 4:00 PM value until the next market open. Does anyone have an idea on how to capture that quarter hour, tracking several stocks at once?
    • gal_ashour_02
      I think I recall the Times-and-Sales keep updating in after-market. Possibly you can open a few such windows for the different tickers you track. I m still
      Message 2 of 7 , Oct 4, 2009
      • 0 Attachment
        I think I recall the Times-and-Sales keep updating in after-market. Possibly you can open a few such windows for the different tickers you track.
        I'm still learning TOS, so am not sure if that window lets you export to excel though.

        Gal

        (not sure how you export from it to excel

        --- In TOS_thinkscript@yahoogroups.com, "brooklyndodger11200" <leveyf@...> wrote:
        >
        > I am capturing some summary data in Excel but am unable to retrieve prices for securities like the Spiders (SPY) or the Q's (QQQQ) that continue to trade until 4:15 PM Eastern for their regular trading hours. TOS DDE and Watchlists continue to update the Bid, Ask, etc. during this period but freeze Last at the 4:00 PM value until the next market open. Does anyone have an idea on how to capture that quarter hour, tracking several stocks at once?
        >
      • leveyf@aol.com
        Dear Gal, Thanks for the try but the only T+S Export is a picture. Thanks ... From: gal_ashour_02 To: TOS_thinkscript@yahoogroups.com Sent:
        Message 3 of 7 , Oct 4, 2009
        • 0 Attachment
          Dear Gal,

          Thanks for the try but the only T+S Export is a picture.

          Thanks


          -----Original Message-----
          From: gal_ashour_02 <gal.a67@...>
          To: TOS_thinkscript@yahoogroups.com
          Sent: Sun, Oct 4, 2009 4:26 pm
          Subject: [TOS_thinkscript] Re: Capturing Last Trade Prices of Securites 4:00 PM and After in Excel

           
          I think I recall the Times-and-Sales keep updating in after-market. Possibly you can open a few such windows for the different tickers you track.
          I'm still learning TOS, so am not sure if that window lets you export to excel though.

          Gal

          (not sure how you export from it to excel

          --- In TOS_thinkscript@ yahoogroups. com, "brooklyndodger1120 0" <leveyf@...> wrote:
          >
          > I am capturing some summary data in Excel but am unable to retrieve prices for securities like the Spiders (SPY) or the Q's (QQQQ) that continue to trade until 4:15 PM Eastern for their regular trading hours. TOS DDE and Watchlists continue to update the Bid, Ask, etc. during this period but freeze Last at the 4:00 PM value until the next market open. Does anyone have an idea on how to capture that quarter hour, tracking several stocks at once?
          >

        • gal_ashour_02
          Hi, I m almost certain I was able to copy and paste from the T+S window through the Windows clipboard to a text editor (which implies it can be done also to
          Message 4 of 7 , Oct 5, 2009
          • 0 Attachment
            Hi,
            I'm almost certain I was able to 'copy and paste' from the T+S window through the Windows clipboard to a text editor (which implies it can be done also to excel). It gives you last,bid,ask,size and timestamp and thus is quite good for importing into excel.

            Not sure if I did it with CTRL-A or by dragging the mouse throughout the history (/vertical scroll).

            Anyway, just my two cents for what it's worth.

            p.s. I did pass a request a few weeks ago to TOS to keep updating 'last' also in pre/after market (this lacks also on the Active Trader window, which makes it 'less active' once limited to normal hours only). I guess if more requests will be sent, it will get a higher priority.

            Cheers,
            Gal

            --- In TOS_thinkscript@yahoogroups.com, leveyf@... wrote:
            >
            >
            > Dear Gal,
            >
            > Thanks for the try but the only T+S Export is a picture.
            >
            > Thanks
            >
            >
            >
            >
            >
            >
            >
            > -----Original Message-----
            > From: gal_ashour_02 <gal.a67@...>
            > To: TOS_thinkscript@yahoogroups.com
            > Sent: Sun, Oct 4, 2009 4:26 pm
            > Subject: [TOS_thinkscript] Re: Capturing Last Trade Prices of Securites 4:00 PM and After in Excel
            >
            >
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            >
            >
            >
            > I think I recall the Times-and-Sales keep updating in after-market. Possibly you can open a few such windows for the different tickers you track.
            >
            > I'm still learning TOS, so am not sure if that window lets you export to excel though.
            >
            >
            >
            > Gal
            >
            >
            >
            > (not sure how you export from it to excel
            >
            >
            >
            > --- In TOS_thinkscript@yahoogroups.com, "brooklyndodger11200" <leveyf@> wrote:
            >
            > >
            >
            > > I am capturing some summary data in Excel but am unable to retrieve prices for securities like the Spiders (SPY) or the Q's (QQQQ) that continue to trade until 4:15 PM Eastern for their regular trading hours. TOS DDE and Watchlists continue to update the Bid, Ask, etc. during this period but freeze Last at the 4:00 PM value until the next market open. Does anyone have an idea on how to capture that quarter hour, tracking several stocks at once?
            >
            > >
            >
          • leveyf@aol.com
            Hi Gal, I was able to copy a SINGLE T+S line to the Clipboard using a Ctrl+C but only a single line would appear even if I had previously done a Ctrl+A (which
            Message 5 of 7 , Oct 5, 2009
            • 0 Attachment
              Hi Gal,

              I was able to copy a SINGLE T+S line to the Clipboard using a Ctrl+C but only a single line would appear even if I had previously done a Ctrl+A (which did not highlight everything).  Dragging with either Ctrl or Shift also did not produce the usual results.  There are too many transactions to sit there and manually do them.

              I did make TOS aware of my needs by creating a ticket.  They just said that it stops at 4:00 PM.

              If I am doing something wrong, please let me know.  Only the current value is copied to Excel, not the formula with the link, e.g.,
              =TOS|LAST!AAPL

              BrooklynDodger11200

              -----Original Message-----
              From: gal_ashour_02 <gal.a67@...>
              To: TOS_thinkscript@yahoogroups.com
              Sent: Mon, Oct 5, 2009 3:50 am
              Subject: [TOS_thinkscript] Re: Capturing Last Trade Prices of Securites 4:00 PM and After in Excel

               

              Hi,
              I'm almost certain I was able to 'copy and paste' from the T+S window through the Windows clipboard to a text editor (which implies it can be done also to excel). It gives you last,bid,ask, size and timestamp and thus is quite good for importing into excel.

              Not sure if I did it with CTRL-A or by dragging the mouse throughout the history (/vertical scroll).

              Anyway, just my two cents for what it's worth.

              p.s. I did pass a request a few weeks ago to TOS to keep updating 'last' also in pre/after market (this lacks also on the Active Trader window, which makes it 'less active' once limited to normal hours only). I guess if more requests will be sent, it will get a higher priority.

              Cheers,
              Gal

              --- In TOS_thinkscript@ yahoogroups. com, leveyf@... wrote:
              >
              >
              > Dear Gal,
              >
              > Thanks for the try but the only T+S Export is a picture.
              >
              > Thanks
              >
              >
              >
              >
              >
              >
              >
              > -----Original Message-----
              > From: gal_ashour_02 <gal.a67@... >
              > To: TOS_thinkscript@ yahoogroups. com
              > Sent: Sun, Oct 4, 2009 4:26 pm
              > Subject: [TOS_thinkscript] Re: Capturing Last Trade Prices of Securites 4:00 PM and After in Excel
              >
              >
              >
              >
              >
              >
              >
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              >
              >
              >
              >
              >
              >
              >
              >
              >
              >
              >
              >
              >
              >
              >
              >
              > I think I recall the Times-and-Sales keep updating in after-market. Possibly you can open a few such windows for the different tickers you track.
              >
              > I'm still learning TOS, so am not sure if that window lets you export to excel though.
              >
              >
              >
              > Gal
              >
              >
              >
              > (not sure how you export from it to excel
              >
              >
              >
              > --- In TOS_thinkscript@ yahoogroups. com, "brooklyndodger1120 0" <leveyf@> wrote:
              >
              > >
              >
              > > I am capturing some summary data in Excel but am unable to retrieve prices for securities like the Spiders (SPY) or the Q's (QQQQ) that continue to trade until 4:15 PM Eastern for their regular trading hours. TOS DDE and Watchlists continue to update the Bid, Ask, etc. during this period but freeze Last at the 4:00 PM value until the next market open. Does anyone have an idea on how to capture that quarter hour, tracking several stocks at once?
              >
              > >
              >

            • gal_ashour_02
              Hmmm, I tried it now again (couldn t do it during the weekend due to lack of transactions). You are correct, it doesn t let. In the previous time I probably
              Message 6 of 7 , Oct 5, 2009
              • 0 Attachment
                Hmmm,
                I tried it now again (couldn't do it during the weekend due to lack of transactions).
                You are correct, it doesn't let.

                In the previous time I probably used the 'medved quotetracker' application which does not have this specific limitation. Before 'converting' to TOS, I used the above platform to connect to my Ameritrade account.

                Sorry for my bad memory, was certain I did it in TOS.

                Gal
                --- In TOS_thinkscript@yahoogroups.com, leveyf@... wrote:
                >
                >
                > Hi Gal,
                >
                > I was able to copy a SINGLE T+S line to the Clipboard using a Ctrl+C but only a single line would appear even if I had previously done a Ctrl+A (which did not highlight everything).? Dragging with either Ctrl or Shift also did not produce the usual results.? There are too many transactions to sit there and manually do them.
                >
                > I did make TOS aware of my needs by creating a ticket.? They just said that it stops at 4:00 PM.
                >
                > If I am doing something wrong, please let me know.? Only the current value is copied to Excel, not the formula with the link, e.g.,
                >
                > =TOS|LAST!AAPL
                >
                > BrooklynDodger11200
                >
                >
                >
                > -----Original Message-----
                > From: gal_ashour_02 <gal.a67@...>
                > To: TOS_thinkscript@yahoogroups.com
                > Sent: Mon, Oct 5, 2009 3:50 am
                > Subject: [TOS_thinkscript] Re: Capturing Last Trade Prices of Securites 4:00 PM and After in Excel
                >
                >
                >
                >
                >
                >
                >
                >
                >
                >
                >
                >
                >
                >
                >
                >
                >
                >
                >
                >
                >
                >
                >
                >
                >
                >
                >
                > Hi,
                >
                > I'm almost certain I was able to 'copy and paste' from the T+S window through the Windows clipboard to a text editor (which implies it can be done also to excel). It gives you last,bid,ask,size and timestamp and thus is quite good for importing into excel.
                >
                >
                >
                > Not sure if I did it with CTRL-A or by dragging the mouse throughout the history (/vertical scroll).
                >
                >
                >
                > Anyway, just my two cents for what it's worth.
                >
                >
                >
                > p.s. I did pass a request a few weeks ago to TOS to keep updating 'last' also in pre/after market (this lacks also on the Active Trader window, which makes it 'less active' once limited to normal hours only). I guess if more requests will be sent, it will get a higher priority.
                >
                >
                >
                > Cheers,
                >
                > Gal
                >
                >
                >
                > --- In TOS_thinkscript@yahoogroups.com, leveyf@ wrote:
                >
                > >
                >
                > >
                >
                > > Dear Gal,
                >
                > >
                >
                > > Thanks for the try but the only T+S Export is a picture.
                >
                > >
                >
                > > Thanks
                >
                > >
                >
                > >
                >
                > >
                >
                > >
                >
                > >
                >
                > >
                >
                > >
                >
                > > -----Original Message-----
                >
                > > From: gal_ashour_02 <gal.a67@>
                >
                > > To: TOS_thinkscript@yahoogroups.com
                >
                > > Sent: Sun, Oct 4, 2009 4:26 pm
                >
                > > Subject: [TOS_thinkscript] Re: Capturing Last Trade Prices of Securites 4:00 PM and After in Excel
                >
                > >
                >
                > >
                >
                > >
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                > >
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                > >
                >
                > >
                >
                > >
                >
                > >
                >
                > > I think I recall the Times-and-Sales keep updating in after-market. Possibly you can open a few such windows for the different tickers you track.
                >
                > >
                >
                > > I'm still learning TOS, so am not sure if that window lets you export to excel though.
                >
                > >
                >
                > >
                >
                > >
                >
                > > Gal
                >
                > >
                >
                > >
                >
                > >
                >
                > > (not sure how you export from it to excel
                >
                > >
                >
                > >
                >
                > >
                >
                > > --- In TOS_thinkscript@yahoogroups.com, "brooklyndodger11200" <leveyf@> wrote:
                >
                > >
                >
                > > >
                >
                > >
                >
                > > > I am capturing some summary data in Excel but am unable to retrieve prices for securities like the Spiders (SPY) or the Q's (QQQQ) that continue to trade until 4:15 PM Eastern for their regular trading hours. TOS DDE and Watchlists continue to update the Bid, Ask, etc. during this period but freeze Last at the 4:00 PM value until the next market open. Does anyone have an idea on how to capture that quarter hour, tracking several stocks at once?
                >
                > >
                >
                > > >
                >
                > >
                >
              • leveyf@aol.com
                Thanks for trying. ... From: gal_ashour_02 To: TOS_thinkscript@yahoogroups.com Sent: Mon, Oct 5, 2009 12:17 pm Subject: [TOS_thinkscript]
                Message 7 of 7 , Oct 5, 2009
                • 0 Attachment
                  Thanks for trying.


                  -----Original Message-----
                  From: gal_ashour_02 <gal.a67@...>
                  To: TOS_thinkscript@yahoogroups.com
                  Sent: Mon, Oct 5, 2009 12:17 pm
                  Subject: [TOS_thinkscript] Re: Capturing Last Trade Prices of Securites 4:00 PM and After in Excel

                   
                  Hmmm,
                  I tried it now again (couldn't do it during the weekend due to lack of transactions) .
                  You are correct, it doesn't let.

                  In the previous time I probably used the 'medved quotetracker' application which does not have this specific limitation. Before 'converting' to TOS, I used the above platform to connect to my Ameritrade account.

                  Sorry for my bad memory, was certain I did it in TOS.

                  Gal
                  --- In TOS_thinkscript@ yahoogroups. com, leveyf@... wrote:
                  >
                  >
                  > Hi Gal,
                  >
                  > I was able to copy a SINGLE T+S line to the Clipboard using a Ctrl+C but only a single line would appear even if I had previously done a Ctrl+A (which did not highlight everything). ? Dragging with either Ctrl or Shift also did not produce the usual results.? There are too many transactions to sit there and manually do them.
                  >
                  > I did make TOS aware of my needs by creating a ticket.? They just said that it stops at 4:00 PM.
                  >
                  > If I am doing something wrong, please let me know.? Only the current value is copied to Excel, not the formula with the link, e.g.,
                  >
                  > =TOS|LAST!AAPL
                  >
                  > BrooklynDodger11200
                  >
                  >
                  >
                  > -----Original Message-----
                  > From: gal_ashour_02 <gal.a67@... >
                  > To: TOS_thinkscript@ yahoogroups. com
                  > Sent: Mon, Oct 5, 2009 3:50 am
                  > Subject: [TOS_thinkscript] Re: Capturing Last Trade Prices of Securites 4:00 PM and After in Excel
                  >
                  >
                  >
                  >
                  >
                  >
                  >
                  >
                  >
                  >
                  >
                  >
                  >
                  >
                  >
                  >
                  >
                  >
                  >
                  >
                  >
                  >
                  >
                  >
                  >
                  >
                  >
                  > Hi,
                  >
                  > I'm almost certain I was able to 'copy and paste' from the T+S window through the Windows clipboard to a text editor (which implies it can be done also to excel). It gives you last,bid,ask, size and timestamp and thus is quite good for importing into excel.
                  >
                  >
                  >
                  > Not sure if I did it with CTRL-A or by dragging the mouse throughout the history (/vertical scroll).
                  >
                  >
                  >
                  > Anyway, just my two cents for what it's worth.
                  >
                  >
                  >
                  > p.s. I did pass a request a few weeks ago to TOS to keep updating 'last' also in pre/after market (this lacks also on the Active Trader window, which makes it 'less active' once limited to normal hours only). I guess if more requests will be sent, it will get a higher priority.
                  >
                  >
                  >
                  > Cheers,
                  >
                  > Gal
                  >
                  >
                  >
                  > --- In TOS_thinkscript@ yahoogroups. com, leveyf@ wrote:
                  >
                  > >
                  >
                  > >
                  >
                  > > Dear Gal,
                  >
                  > >
                  >
                  > > Thanks for the try but the only T+S Export is a picture.
                  >
                  > >
                  >
                  > > Thanks
                  >
                  > >
                  >
                  > >
                  >
                  > >
                  >
                  > >
                  >
                  > >
                  >
                  > >
                  >
                  > >
                  >
                  > > -----Original Message-----
                  >
                  > > From: gal_ashour_02 <gal.a67@>
                  >
                  > > To: TOS_thinkscript@ yahoogroups. com
                  >
                  > > Sent: Sun, Oct 4, 2009 4:26 pm
                  >
                  > > Subject: [TOS_thinkscript] Re: Capturing Last Trade Prices of Securites 4:00 PM and After in Excel
                  >
                  > >
                  >
                  > >
                  >
                  > >
                  >
                  > >
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                  > >
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                  > >
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                  > >
                  >
                  > >
                  >
                  > >
                  >
                  > >
                  >
                  > > I think I recall the Times-and-Sales keep updating in after-market. Possibly you can open a few such windows for the different tickers you track.
                  >
                  > >
                  >
                  > > I'm still learning TOS, so am not sure if that window lets you export to excel though.
                  >
                  > >
                  >
                  > >
                  >
                  > >
                  >
                  > > Gal
                  >
                  > >
                  >
                  > >
                  >
                  > >
                  >
                  > > (not sure how you export from it to excel
                  >
                  > >
                  >
                  > >
                  >
                  > >
                  >
                  > > --- In TOS_thinkscript@ yahoogroups. com, "brooklyndodger1120 0" <leveyf@> wrote:
                  >
                  > >
                  >
                  > > >
                  >
                  > >
                  >
                  > > > I am capturing some summary data in Excel but am unable to retrieve prices for securities like the Spiders (SPY) or the Q's (QQQQ) that continue to trade until 4:15 PM Eastern for their regular trading hours. TOS DDE and Watchlists continue to update the Bid, Ask, etc. during this period but freeze Last at the 4:00 PM value until the next market open. Does anyone have an idea on how to capture that quarter hour, tracking several stocks at once?
                  >
                  > >
                  >
                  > > >
                  >
                  > >
                  >

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