Complex Analysis Tool (CAT): Analyzing and Recording Think or Swim RTD Data in Excel

I just updated the stock Excel CAT tool to use RTD instead of the now defunct DDE. This only works on Excel for Windows unfortunately. You can go download it now from my Google Site under Released Tools in the Donors Only folder. If you already donated in the past you can use your password to access it. If you want to become a donor (or throw me some more coin) you can do so by clicking the Donate button:

If you want to learn more about the CAT, the original blog entry is found here.

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5 Responses to “Complex Analysis Tool (CAT): Analyzing and Recording Think or Swim RTD Data in Excel”

  1. Don Miller Says:

    Sorry no donation without knowing what you are offering. Not clear if you know more than myself about RTDs.

  2. Prospectus Says:

    It can rapidly generate RTD formulas for a list of stocks across the columns of available data fields from Think or Swim (like Bid, Ask, Last, Volume, Implied Volatility, etc). This was much harder with DDE since you couldn’t use Excel’s cell references and the formulas needed to be hard coded. With RTD it’s almost trivial to make your own formulas. The other thing the CAT does is uses VBA code to record the data streaming in over RTD. It samples as often as once per second ( that’s about as fast as Excel can handle it). The original CAT post linked at the bottom of this post has some more details.


  3. Paul Says:

    I see in TOS that Implied Volatility is listed in the options chains for real time and while in On Demand mode.
    1. Can CAT capture real time Implied Volatility from TOS. I would like to be able to capture ATM IV for a symbol, that has the data showing in the options, during market open hours – and do it every day, and have the ATM IV data added to the data of the previous day, for graphing?
    2. Same as question #1, but for a non ATM strikes.
    – for example a 0.4 delta.
    – or for a specified strike value.
    – or for a specified number of strikes from ATM.
    – or for the next strike away from ATM but divisible by 25.
    – 75, 100, 175, 200, etc.
    3. Question is the same as numbers 1 and 2, but will CAT work with
    TOS in On Demand mode, and with OD in 3x mode?
    – if it will work in 3x mode, can CAT still capture data say every two hours and still keep the proper time stamps even if the data flow slows down and speeds up because of trying to be in 3x mode?

  4. Paul Says:

    For the RTD version of CAT:
    1. What is the oldest version of MS Windows that is required?
    2. What is the oldest version of Excel that will work?

  5. Prospectus Says:

    Any version since 2003 should work. If it doesn’t, then let me know so I can look into it. As long as it has vba and supports RTD then it’s fine.


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