Utility to chart options data

pasha · #11 9th August 2006, 11:03 AM

Hi Pankaj,
The header and the following lines are perfect now. If you have AB or MS, it will import.
What language is it writen in?

pkjha30 · #12 9th August 2006, 02:52 PM

Quote:

Originally Posted by pasha

Hi Pankaj,
The header and the following lines are perfect now. If you have AB or MS, it will import.
What language is it writen in?

HI pasha

Its in VB6. A small routine.

I have also checked other resources. It appears that four different instruments are available optidx, futidx,optstk and futstk.I think with this I should generate four files , one for each instrument for every day.Any opinion?

Further I don't use AB or MS. If you could confirm by using it, I will finalise the details.

Pankaj

pasha · #13 9th August 2006, 08:36 PM

Hi Pankaj,
AB imported your file correctly,
optidx, optstk are options, and futidx, futstk are futures. The file needs to be split into 2 only.
File 1 consists of FUT(xxx)
File 2 consists of OPT(xxx)
I'm looking forward to seeing your utility!

pkjha30 · #14 11th August 2006, 03:19 PM

Quote:

Originally Posted by pasha

Hi Pankaj,
AB imported your file correctly,
optidx, optstk are options, and futidx, futstk are futures. The file needs to be split into 2 only.
File 1 consists of FUT(xxx)
File 2 consists of OPT(xxx)
I'm looking forward to seeing your utility!

Hi pasha

I have uploaded the utility in my brief case and posted about it in My thread EOD Download Convert from NSE/ BSE. You may visit the thread for the download of the utility. You can download the derivatives data from nse in downloader module and convert it by selecting derivatives option in the input file box and then clicking convert command button. There is no need for other options. As per your specification two files will be created in
/DATA/NSE/Derivatives/Converted for each file in the queue.

http://www.traderji.com/software/596...html#post54291

If any problem do let me know through posting in that thread or sending mail at the address mentioned in the help file/readme.txt file.

Hope it serves your purpose as well.
Pankaj

beginner_av · #15 11th August 2006, 04:45 PM

hi,

very curious to know what will you do by charting monthly options data? it is so short a time and varies wildly as in india liquidity is pathetic (only near month), u'll get all skewed data. and each day a different strike will be most active. if u want something chart the IV/HV data or PCR (vol and OI) to get something out of it.

pasha · #16 11th August 2006, 09:03 PM

Hi Pankaj,
Thanks a lot for your excellent contribution of time and effort.
I'm downloading now and as soon as I finish checking, I'll post the results.

Quote:

Originally Posted by beginner_av

hi,

very curious to know what will you do by charting monthly options data? it is so short a time and varies wildly as in india liquidity is pathetic (only near month), u'll get all skewed data. and each day a different strike will be most active. if u want something chart the IV/HV data or PCR (vol and OI) to get something out of it.

Wish you'd said this earlier. I'm a beginner to options and assumed that the option charts would be just like stock charts. The only reason I thought about options is because it allows playing the markets both ways which is not possible in stocks.
From your post it appears that you have a lot of experience with options and your advice is welcome.
>if u want something chart the IV/HV data or PCR
Could you pleaase explain this in more detail?

beginner_av · #17 12th August 2006, 05:46 PM

Hi pasha,

we all begin somwwhere, dont we? I also thought of options charts in the beginning, and in the US many traders do options charts for very liquid options (there upto 9 months are pretty liquid and for LEAPs - a form of very long term options it goes to even 10 years e.g. GE options). Realize that price movements of options depends on the movement of underlying stock. So following the stock chart is pretty decent enough. But do understand time value, intrinsic value etc, else you will find difficulty in making money. As for explainng Historical volatility/ Intrinsic volatility, more of that later as due to a chronic illness I cannot sit in front of the PC for long periods.

rajneesh_mailbox · #18 23rd September 2006, 12:04 PM

hi pasha,
is'nt a bit tweaking equired in option data field merging. check bse-nse ***** grp of future data.excellent to keep this short term data for long term.
rajneesh

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