Written and contributed by Rich Kaczmarek

Part 2 explained Excel’s RTD function and how it interacted with ThinkOrSwim (TOS).  Excel’s UPPER function was introduced, we indirectly referenced a symbol and a ThinkOrSwim directive, and you learned a clever way to copy equations to new cells so Excel would modify just the parts you wanted modified (pinning via the $).  Oh, yeah, we got live option pricing fed into the spreadsheet, too.

If you thought that was a lot of fun, wait until you see what’s in store for today.

(Before we begin, bring up ThinkOrSwim and the LockeRTD Excel spreadsheet you saved last week.)

ThinkOrSwim Data Export Fields

In the last article, you found that there were RTD parameters passed from Excel to ThinkOrSwim (TOS), the 3^rd parameter was something TOS had to return and the 4^th parameter was the symbol for which it was to return that something.  (=RTD”TOS.RTD”,, “LAST”,”RUT”), for example, returns the last price of RUT.)

It should be obvious that the 4^th parameter can be any symbol you can look up in ThinkOrSwim but there’s much, much more than the LAST price that TOS can return for the 3^rd parameter.

The 3^rd parameter ThinkOrSwim receives is called a “Data Export Field,” as in “this is the data I wish to export from ThinkOrSwim.”  What are the Data Export Fields?  This is the only explanation I could find:

• To use RTD, bring up a watchlist on the Quotes sub-tab under the MarketWatch tab, click on the Printer icon in the top right, and choose “Export to Excel”.
• Because RTD is a function in Excel, you can take full advantage of the power of Excel with functionality such as cell referencing.
• To see all of the functions supported in exported data, click on the “Data Export Help” option on the Printer menu.

https://tlc.thinkorswim.com/center/release/rel-04-26-2014.html#RTD

Ah, yes.  The Printer icon.   Of course.  And that would be…where, exactly?

A lot changed since those words were written, including the removal of the Printer icon.  Unfortunately, that’s pretty much it for TOS documentation.  Fortunately, you’re reading this article.

Since we’re already under the Quotes sub-tab under the MarketWatch tab (MarketWatch | Quotes), we’ll start from here.  You don’t have to – you could start under Trade | All Products, Analyze | Add Simulated Trades, Analyze | Risk Profile, Analyze | Probability Analysis or many other locations in the software.  (It isn’t in every sub-tab, though, so you may have to hunt for it.)

Look near the top right corner and you’ll see the box that’s circled in the picture.  Click it with the left mouse button, click Export, then click Help on data export:

For your dining and dancing pleasure, all the Data Export fields can be found
at the end of this article in theBonus (?) section.

Just to keep you on your toes, even though the menu says Help on Data Export,

1. It doesn’t actually provide any help and
2. They aren’t all Data Export fields.

More Option Data

You can find a little more about the Data Export Fields in the next section but let’s use a few of them now to get additional options data.  Here’s how the last article left the LockeRTD spreadsheet:

Let’s add in a few new column headers, like this:

Make sure your spelling is correct, everything is CAPITALIZED, and don’t forget the underscore (_) in PERCENT_CHANGE, NET_CHANGE and EXPIRATION_DAY.

For those familiar with Excel, select G2:G3 and paste it into E2:F3, then H2:N3.  For those not familiar with Excel, follow these steps:

 

1.Select cells G2 and G3 by clicking into cell G2 and, keeping the left mouse button pressed down, drag it into G3, then release the mouse button.  2.Now we’re going to copy those cells. I press the <Ctrl-c> combination on my keyboard but you can also click the right mouse button and select Copy from the sub-menu.  Whichever you do, you’ll see the G2:G3 selection highlighted by dashed lines instead of solid lines.

3. Go to cell E2 and click into it, then drag into E3.  (The same way you did in step 1.)

4. I paste what I copied by pressing the <Ctrl-v> combination on my keyboard but you can also click the right mouse button, then select either Paste Options, Paste (circled in red) or Paste Options, Formula (circled in blue) from the sub-menu:

5. Go to cell H2 and click into it, then drag into N3. (The same way you did in step 1 and step 3.)

6. Paste by using <Ctrl-v> on the keyboard or the Paste Options, Formula (circled in red, above) from the sub-menu, and you’ll end up with something like this:

Option-specific information (such as EXPIRATION) isn’t really relevant for RUT, hence the reason you see some inapplicable information in row 2 (which we’ll clean up in the next article), but everything in row 3 is usable and streaming live from ThinkOrSwim.

If you want to experiment with other symbols, select the entire row by clicking the 2 or 3 row number (circled in green), which will highlight it.  Copy it (using your favorite method), click on an empty row number to select it (4 is good), and paste (using your favorite method).*  Change the symbol in column B and away you go!

Bonus (?): Data Export Fields with Examples

There are 6 reference tables (with examples) to be found as you scroll down:

1. Data Export Fields returning any result for options or non-options (quantity 86)
2. Data Export Fields returning any result for options (quantity 85)
3. Data Export Fields returning any result for any underlying other than options (quantity 86)
4. Data Export Fields which don’t return any result when used with RTD (quantity 327)
5. All Data Export Fields (quantity 432 but 19 are CUSTOM fields, which won’t be addressed in this series of articles)
6. Data Export Fields of April 1, 2014 (quantity 69)

One question you may have is, “Why are there 327 Data Export Fields that don’t return anything?”  That’s a great question.  They mostly look like Studies and Strategies for charting which, for some reason, was dumped into Help on Data Export.  If it doesn’t actually export data via RTD, then why is it there?  I don’t know but I’m sure the helpful ThinkOrSwim support staff would be more than happy to answer your question.

One observation you may have is that a Data Export Field may return a result for an option but not return a result (or return a bogus result) for something not an option (or vice versa).  Why does DIV return N/A for an option and DIV_FREQ return —?  Shouldn’t they both return nothing or at least return the same thing?  Don’t worry – we’ll do some exception handling for spreadsheet modeling in the next article.

Warning 1: Make sure you know the format of result you’re expecting!  If you expect a delta to be 55.32 and the result is .5532, panic may ensue.

Before panicking or fixing problems, determine if it’s real.  Did it ever work and, if so, how?

Warning 2: Sometimes you’ll get a different result during Regular Trading Hours (RTH) and After Market Close (AMC).  As an example, TOS recently returned an option BID_SIZE of 127300.00% After Market Close and a more understandable 889 during Regular Trading Hours.

Warning 3: It is possible Data Export Fields which don’t appear to work actually do work but they’re not being used the right way (or they’ll work in future revisions).  If you find any documentation, let us know!

Final Thoughts:

1. These lists were verified using ThinkOrSwim version 1880.75 during Regular Trading Hours and the results presented were captured live. Any other version of ThinkOrSwim may have a different list of Data Export Fields and/or different results (including nothing when you expect something) may present at any time.
2. CUSTOM fields were eliminated in all but table 5, the list of all Data Export Fields. (CUSTOM connects thinkscript® results to Excel and that’s a topic for another article.)
3. In all tables below, the equation for the first cell returning a result is =RTD(“TOS.RTD”,,$A2,B$1). All other cells use the same formula, adjusted for their respective row and column.

ADDED May 2017! TOS Custom Scripts and Excel Instructions have been added to the Resources page in the Locke Options Community.

Data Export Fields returning any result for options or non-options (quantity 86)

TOS Data Export Field	T	.T160318C36
52HIGH	37.12	N/A
52LOW	30.97	N/A
ASK	36.36	1.09
ASK_SIZE	50	162
ASKX	36.36 N	1.09 I
AV_TRADE_PRICE	–	–
AX	N	I
BA_SIZE	36 x 50	101 x 162
BACK_EX_MOVE	±1.003	N/A
BACK_VOL	20.97%	N/A
BETA	0.3085	N/A
Beta	0.3085	N/A
BID	36.35	1.07
BID_SIZE	36	101
BIDX	36.35 N	1.07 N
BX	N	N
CALL_VOLUME_INDEX	0.402	N/A
CLOSE	36.65	1.31
COVERED_RETURN	N/A	19.03%
DELTA	1	0.5529
DESCRIPTION	AT&T INC COM	T 100 MAR 16 36 CALL
DIV	0.48	N/A
DIV_FREQ	Q	—
EPS	0.9485	N/A
EX_DIV_DATE	1/6/16	N/A
EX_MOVE_DIFF	±0.782	N/A
EXCHANGE	COMPOSITE	COMPOSITE
EXPIRATION	N/A	MAR 16
EXPIRATION_DAY	N/A	2016-03-19
EXTRINSIC	N/A	0.72
FRONT_EX_MOVE	±0.627	N/A
FRONT_VOL	24.22%	N/A
FX_PAIR	T	.T160318C36
GAMMA	0	0.1882
HIGH	36.74	1.13
HTB_ETB	ETB
IMPL_VOL	21.41%	18.80%
INTRINSIC	N/A	0.36
LAST	36.36	1.08
LAST_SIZE	900	1
LASTX	36.36 D	1.08 N
LOW	36.26	1.08
LX	D	N
MARK	36.36	1.08
MARK_CHANGE	-0.29	-0.235
MARK_PERCENT_CHANGE	-0.79%	-17.87%
MARK_PERCENT_UNDERLYING	100.00%	2.97%
MARKET_CAP	223,687 M	N/A
MAX_COVERED_RETURN	N/A	19.03%
MRKT_MKR_MOVE	±0.373	N/A
MT_NEWS	*	*
NET_CHANGE	-0.29	-0.23
OPEN	36.65	1.13
OPEN_INT	0	24666
OPTION_VOLUME_INDEX	0.614	N/A
P_L_DAY	–	–
P_L_OPEN	–	–
P_L_PERCENT	–	–
P_L_YTD	–	–
PE	38.34	N/A
PERCENT_CHANGE	-0.79%	-17.56%
PERCENT_IN_THE_COLUMN	N/A	1.00%
PERCENT_OUT_THE_MONEY	N/A	0.00%
POSITION_N_L	–	–
POSITION_QTY	–	–
PROB_OF_EXPIRING	N/A	52.06%
PROB_OF_TOUCHING	N/A	88.52%
PROB_OTM	N/A	47.94%
PUT_CALL_RATIO	2.095	N/A
PUT_VOLUME_INDEX	0.821	N/A
QUOTE_TREND	instrument=T	instrument=.T160318C36
RHO	0	0.0171
ROC	N/A	N/A
ROR	N/A	N/A
SHARES	6152000000	N/A
STOCK_BETA	0.3085	N/A
STRENGTH_METER	Range Bound	N/A
STRIKE	N/A	36
SYMBOL	T	.T160318C36
THETA	0	-0.0091
VEGA	0	0.0459
VOL_DIFF	3.25%	N/A
VOL_INDEX	21.41%	N/A
VOLUME	11636907	88
WEIGHTED_BACK_VOL	19.46%	N/A
YIELD	5.28%	N/A

 

Data Export Fields returning any result for options (quantity 85 but less than 50 are useful)

TOS Data Export Field	.T160318C36
52HIGH	N/A
52LOW	N/A
ASK	1.11
ASK_SIZE	379
ASKX	1.11 X
AV_TRADE_PRICE	–
AX	X
BA_SIZE	442 x 379
BACK_EX_MOVE	N/A
BACK_VOL	N/A
BETA	N/A
Beta	N/A
BID	1.08
BID_SIZE	442
BIDX	1.08 M
BX	M
CALL_VOLUME_INDEX	N/A
CLOSE	1.31
COVERED_RETURN	18.89%
DELTA	0.5568
DESCRIPTION	T 100 MAR 16 36 CALL
DIV	N/A
DIV_FREQ	—
EPS	N/A
EX_DIV_DATE	N/A
EX_MOVE_DIFF	N/A
EXCHANGE	COMPOSITE
EXPIRATION	MAR 16
EXPIRATION_DAY	2016-03-19
EXTRINSIC	0.715
FRONT_EX_MOVE	N/A
FRONT_VOL	N/A
FX_PAIR	.T160318C36
GAMMA	0.1889
HIGH	1.13
IMPL_VOL	18.72%
INTRINSIC	0.38
LAST	1.11
LAST_SIZE	8
LASTX	1.11 C
LOW	1.09
LX	C
MARK	1.095
MARK_CHANGE	-0.22
MARK_PERCENT_CHANGE	-16.73%
MARK_PERCENT_UNDERLYING	3.01%
MARKET_CAP	N/A
MAX_COVERED_RETURN	18.89%
MRKT_MKR_MOVE	N/A
MT_NEWS	*
NET_CHANGE	-0.2
OPEN	1.13
OPEN_INT	24666
OPTION_VOLUME_INDEX	N/A
P_L_DAY	–
P_L_OPEN	–
P_L_PERCENT	–
P_L_YTD	–
PE	N/A
PERCENT_CHANGE	-15.27%
PERCENT_IN_THE_COLUMN	1.06%
PERCENT_OUT_THE_MONEY	0.00%
POSITION_N_L	–
POSITION_QTY	–
PROB_OF_EXPIRING	52.45%
PROB_OF_TOUCHING	87.83%
PROB_OTM	47.55%
PUT_CALL_RATIO	N/A
PUT_VOLUME_INDEX	N/A
QUOTE_TREND	instrument=.T160318C36
RHO	0.0172
ROC	N/A
ROR	N/A
SHARES	N/A
STOCK_BETA	N/A
STRENGTH_METER	N/A
STRIKE	36
SYMBOL	.T160318C36
THETA	-0.009
VEGA	0.0458
VOL_DIFF	N/A
VOL_INDEX	N/A
VOLUME	84
WEIGHTED_BACK_VOL	N/A
YIELD	N/A

 

Data Export Fields returning any result for any underlying other than options (quantity 86)

TOS Data Export Field	T
52HIGH	37.12
52LOW	30.97
ASK	36.4
ASK_SIZE	86
ASKX	36.40 N
AV_TRADE_PRICE	–
AX	N
BA_SIZE	26 x 86
BACK_EX_MOVE	±1.007
BACK_VOL	21.03%
BETA	0.3085
Beta	0.3085
BID	36.39
BID_SIZE	26
BIDX	36.39 N
BX	N
CALL_VOLUME_INDEX	0.394
CLOSE	36.65
COVERED_RETURN	N/A
DELTA	1
DESCRIPTION	AT&T INC COM
DIV	0.48
DIV_FREQ	Q
EPS	0.9485
EX_DIV_DATE	1/6/16
EX_MOVE_DIFF	±0.781
EXCHANGE	COMPOSITE
EXPIRATION	N/A
EXPIRATION_DAY	N/A
EXTRINSIC	N/A
FRONT_EX_MOVE	±0.635
FRONT_VOL	24.48%
FX_PAIR	T
GAMMA	0
HIGH	36.74
HTB_ETB	ETB
IMPL_VOL	21.48%
INTRINSIC	N/A
LAST	36.39
LAST_SIZE	100
LASTX	36.39 Y
LOW	36.26
LX	Y
MARK	36.39
MARK_CHANGE	-0.26
MARK_PERCENT_CHANGE	-0.71%
MARK_PERCENT_UNDERLYING	100.00%
MARKET_CAP	223,871 M
MAX_COVERED_RETURN	N/A
MRKT_MKR_MOVE	±0.387
MT_NEWS	*
NET_CHANGE	-0.26
OPEN	36.65
OPEN_INT	0
OPTION_VOLUME_INDEX	0.613
P_L_DAY	–
P_L_OPEN	–
P_L_PERCENT	–
P_L_YTD	–
PE	38.37
PERCENT_CHANGE	-0.71%
PERCENT_IN_THE_COLUMN	N/A
PERCENT_OUT_THE_MONEY	N/A
POSITION_N_L	–
POSITION_QTY	–
PROB_OF_EXPIRING	N/A
PROB_OF_TOUCHING	N/A
PROB_OTM	N/A
PUT_CALL_RATIO	2.15
PUT_VOLUME_INDEX	0.827
QUOTE_TREND	instrument=T
RHO	0
ROC	N/A
ROR	N/A
SHARES	6152000000
STOCK_BETA	0.3085
STRENGTH_METER	Range Bound
STRIKE	N/A
SYMBOL	T
THETA	0
VEGA	0
VOL_DIFF	3.45%
VOL_INDEX	21.48%
VOLUME	11344564
WEIGHTED_BACK_VOL	19.42%
YIELD	5.28%

 

Data Export Fields which don’t return any result when used with RTD (quantity 327)

ACT_WARNING	IntradayMomentumIndex	RelativeVolatilityIndex
ADX	InvertedHammer	RelativeVolumeStDev
ADXCrossover	KeltnerChannels	ReverseEngineeringMACD
ADXR	Kicking	ReverseEngineeringRSI
ATR	KlingerHistogram	RibbonStudy
ATRTrailingStop	KlingerOscillator	RisingThreeMethods
AbandonedBaby	LBR_PaintBars	STARCBands
AccDist	LBR_SmartADX	SVEPivots
AccelerationBands	LBR_ThreeTenOscillator	SVEZLRBPercB
AccelerationDecelerationOsc	LegacyEMA	SectorRotationModel
AccumDistBuyPr	LinearRegCh100	SemiCupFormation
AccumDistPrVol	LinearRegCh50	SentimentZoneOscillator
AccumulationSwingIndex	LinearRegChVar	SeparatingLines
AdvanceBlock	LinearRegCurve	SeriesCount
AdvanceDecline	LinearRegTrendline	ShootingStar
AdvanceDeclineCumulativeAvg	LinearRegrReversal	SideBySideWhiteLines
Alpha2	LinearRegressionSlope	SimpleMovingAvg
AlphaJensen	LongHaulFilter	Spearman
AroonIndicator	LongLeggedDoji	SpectrumBars
AroonOscillator	LookUpHighest	Spreads
AwesomeOscillator	LookUpLowest	StandardDevChannel
BalanceOfMarketPower	LowPriceGappingPlay	StandardDeviation
BeltHold	MACD	StandardError
Beta2	MACDHistogram	StandardErrorBands
BollingerBands	MACDHistogramCrossover	StandardErrorChannel
BollingerBandsCrossover	MACDTwoLines	StickSandwich
BollingerBandwidth	MACDWithPrices	StochRSI
BollingerPercentB	MESASineWave	StochasticCrossover
Breakaway	MajorGannLevels	StochasticFast
CCI	MarkerIndicator	StochasticFull
CCIAverage	MarketForecast	StochasticMomentumIndex
CSI	Marubozu	StochasticSlow
CamarillaPoints	MassIndex	StressIndicator
ChaikinMoneyFlow	MatHold	SwamiAccDist
ChaikinOsc	MatchingLow	SwamiConvolution
ChaikinOscillator	McClellanOscillator	SwamiIntradayFisher
ChaikinVolatility	McClellanSummationIndex	SwamiIntradayImpulse
ChandeMomentumOscillator	MedianAverage	SwamiIntradayVolume
CloseLocationValue	MedianPrice	SwamiLaguerreTrend
ConcealingBabySwallow	MeetingLines	SwamiMarketMode
Correlation	MktFacilitationIdx	SwamiPredict
CumulativeVolumeIndex	Momentum	SwamiRelativePerformance
CyberCyclesOscillator	MomentumCrossover	SwamiSwingWave
DEMA	MomentumPercent	SwamiVolatility
DIMinus	MomentumSMA	SwamiVolume
DIPlus	MoneyFlow	SwingIndex
DMA	MoneyFlowIndex	SymbolRelation
DMI	MoneyFlowIndexCrossover	TAC_ADX
DMI_Oscillator	MonkeyBars	TAC_DIMinus
DMI_ReversalAlerts	MorningDojiStar	TAC_DIPlus
DMI_StochasticExtreme	MorningStar	TEMA
DailyHighLow	MovAvgAdaptive	TMV
DailyOpen	MovAvgEnvelope	TPOProfile
DailySMA	MovAvgExpRibbon	TRIX
DarkCloudCover	MovAvgExponential	TTM_LRC
DarvasBox	MovAvgTriangular	TTM_Squeeze
Deliberation	MovAvgTwoLines	TTM_Trend
DemandIndex	MovAvgWeighted	TTM_Wave
DetrendedPriceOsc	MovingAvgCrossover	TheoreticalOptionPrice
DisparityIndex	MultiCurrencyCorrelationOsc	ThreeBlackCrows
DisplacedEMA	NegativeVolumeIndex	ThreeInsideDown
Displacer	Next3rdFriday	ThreeInsideUp
Doji	OnBalanceVolume	ThreeLineStrike
DoubleSmoothedStochastics	OnNeck	ThreeOutsideDown
DownsideGapThreeMethods	OnsetTrendDetector	ThreeOutsideUp
DownsideTasukiGap	OpenInterest	ThreeStarsInTheSouth
DynamicMomentumIndex	OptionDelta	ThreeWhiteSoldiers
EaseOfMovement	OptionGamma	Thrusting
EhlersDistantCoefficientFilter	OptionRho	TimeSeriesForecast
EhlersRoofingFilter	OptionTheta	TradeVolumeIndex
EhlersStochastic	OptionVega	TrendNoiseBalance
EhlersSuperSmootherFilter	PPS	TrendPeriods
ElliotOscillator	PairCorrelation	TrendQuality
Engulfing	PairRatio	TriStar
ErgodicOsc	ParabolicSAR	TrueRangeIndicator
Ermanometry	ParabolicSARCrossover	TrueRangeSpecifiedVolume
EveningDojiStar	PercentChg	TrueStrengthIndex
EveningStar	PercentR	TwoCrows
FAKE_THINKSCRIPT_COLUMN	PersonsPivots	TypicalPrice
FW_CCI_Advanced	PiercingLine	UlcerIndex
FW_CCI_Basic	PolarizedFractalEfficiency	UltimateOscillator
FW_DPO_MOBO	PolychromMtm	UniqueThreeRiverBottom
FW_MMG	PositiveVolumeIndex	UniversalOscillator
FW_MOBO_Basic	PriceActionIndicator	UpsideGapThreeMethods
FW_SOAP	PriceAndVolumeTrend	UpsideGapTwoCrows
FallingThreeMethods	PriceAverageCrossover	UpsideTasukiGap
FastBeta	PriceChannel	VWAP
FisherTransform	PriceOsc	VariableMA
ForceIndex	PriceRatio	VerticalHorizontalFilter
ForecastOscillator	PriceVolumeRank	VolatilityStdDev
FreedomOfMovement	PriceZoneOscillator	VolatilitySwitch
GatorOscillator	ProjectionBands	VolumeAccumulation
HACOLT	ProjectionOscillator	VolumeAvg
Hammer	QStick	VolumeFlowIndicator
HangingMan	RSI	VolumeOsc
Harami	RSICrossover	VolumeProfile
HaramiCross	RSquared	VolumeRateOfChange
HeikinAshiDiff	RainbowAverage	VolumeWeightedMACD
HighPriceGappingPlay	RandomWalkIndex	VolumeZoneOscillator
HistoricalVolatility	RangeBands	VortexIndicator
HomingPigeon	RangeIndicator	WeaknessInAStrongTrend
HullMovingAvg	RateOfChange	WeightedClose
IFT_StochOsc	RateOfChangeCrossover	WildersSmoothing
Ichimoku	Ray	WilliamsAD
IdenticalThreeCrows	RayBearPower	WilliamsAlligator
ImpVolatility	RayBullPower	WilliamsPercentR
Impulse	RelativeMomentumIndex	WoodiesPivots
InNeck	RelativeRangeIndex	ZigZagTrendPercent
Inertia	RelativeStrength	ZigZagTrendSign

 

All Data Export Fields (quantity 432)

TOS Data Export Field	T	.T160318C36
52HIGH	37.12	N/A
52LOW	30.97	N/A
ACT_WARNING
ADX
ADXCrossover
ADXR
ASK	36.43	1.16
ASKX	36.43 N	1.16 C
ASK_SIZE	42	2427
ATR
ATRTrailingStop
AV_TRADE_PRICE	–	–
AX	N	C
AbandonedBaby
AccDist
AccelerationBands
AccelerationDecelerationOsc
AccumDistBuyPr
AccumDistPrVol
AccumulationSwingIndex
AdvanceBlock
AdvanceDecline
AdvanceDeclineCumulativeAvg
Alpha2
AlphaJensen
AroonIndicator
AroonOscillator
AwesomeOscillator
BACK_EX_MOVE	±1.02	N/A
BACK_VOL	21.27%	N/A
BA_SIZE	59 x 42	467 x 2,427
BETA	0.3085	N/A
BID	36.42	1.11
BIDX	36.42 N	1.11 C
BID_SIZE	59	467
BX	N	C
BalanceOfMarketPower
BeltHold
Beta	0.3085	N/A
Beta2
BollingerBands
BollingerBandsCrossover
BollingerBandwidth
BollingerPercentB
Breakaway
CALL_VOLUME_INDEX	0.451	N/A
CCI
CCIAverage
CLOSE	36.65	1.31
COVERED_RETURN	N/A	18.74%
CSI
CUSTOM1
CUSTOM10
CUSTOM11
CUSTOM12
CUSTOM13
CUSTOM14
CUSTOM15
CUSTOM16
CUSTOM17
CUSTOM18
CUSTOM19
CUSTOM2
CUSTOM3
CUSTOM4
CUSTOM5
CUSTOM6
CUSTOM7
CUSTOM8
CUSTOM9
CamarillaPoints
ChaikinMoneyFlow
ChaikinOsc
ChaikinOscillator
ChaikinVolatility
ChandeMomentumOscillator
CloseLocationValue
ConcealingBabySwallow
Correlation
CumulativeVolumeIndex
CyberCyclesOscillator
DELTA	1	0.5649
DEMA
DESCRIPTION	AT&T INC COM	T 100 MAR 16 36 CALL
DIMinus
DIPlus
DIV	0.48	N/A
DIV_FREQ	Q	—
DMA
DMI
DMI_Oscillator
DMI_ReversalAlerts
DMI_StochasticExtreme
DailyHighLow
DailyOpen
DailySMA
DarkCloudCover
DarvasBox
Deliberation
DemandIndex
DetrendedPriceOsc
DisparityIndex
DisplacedEMA
Displacer
Doji
DoubleSmoothedStochastics
DownsideGapThreeMethods
DownsideTasukiGap
DynamicMomentumIndex
EPS	0.9485	N/A
EXCHANGE	COMPOSITE	COMPOSITE
EXPIRATION	N/A	MAR 16
EXPIRATION_DAY	N/A	2016-03-19
EXTRINSIC	N/A	0.71
EX_DIV_DATE	1/6/16	N/A
EX_MOVE_DIFF	±0.794	N/A
EaseOfMovement
EhlersDistantCoefficientFilter
EhlersRoofingFilter
EhlersStochastic
EhlersSuperSmootherFilter
ElliotOscillator
Engulfing
ErgodicOsc
Ermanometry
EveningDojiStar
EveningStar
FAKE_THINKSCRIPT_COLUMN
FRONT_EX_MOVE	±0.64	N/A
FRONT_VOL	24.59%	N/A
FW_CCI_Advanced
FW_CCI_Basic
FW_DPO_MOBO
FW_MMG
FW_MOBO_Basic
FW_SOAP
FX_PAIR	T	.T160318C36
FallingThreeMethods
FastBeta
FisherTransform
ForceIndex
ForecastOscillator
FreedomOfMovement
GAMMA	0	0.187
GatorOscillator
HACOLT
HIGH	36.74	1.13
HTB_ETB	ETB
Hammer
HangingMan
Harami
HaramiCross
HeikinAshiDiff
HighPriceGappingPlay
HistoricalVolatility
HomingPigeon
HullMovingAvg
IFT_StochOsc
IMPL_VOL	21.56%	18.87%
INTRINSIC	N/A	0.425
Ichimoku
IdenticalThreeCrows
ImpVolatility
Impulse
InNeck
Inertia
IntradayMomentumIndex
InvertedHammer
KeltnerChannels
Kicking
KlingerHistogram
KlingerOscillator
LAST	36.425	1.13
LASTX	36.425 D	1.13 M
LAST_SIZE	100	3
LBR_PaintBars
LBR_SmartADX
LBR_ThreeTenOscillator
LOW	36.26	1.09
LX	D	M
LegacyEMA
LinearRegCh100
LinearRegCh50
LinearRegChVar
LinearRegCurve
LinearRegTrendline
LinearRegrReversal
LinearRegressionSlope
LongHaulFilter
LongLeggedDoji
LookUpHighest
LookUpLowest
LowPriceGappingPlay
MACD
MACDHistogram
MACDHistogramCrossover
MACDTwoLines
MACDWithPrices
MARK	36.425	1.135
MARKET_CAP	224,087 M	N/A
MARK_CHANGE	-0.225	-0.18
MARK_PERCENT_CHANGE	-0.61%	-13.69%
MARK_PERCENT_UNDERLYING	100.00%	3.12%
MAX_COVERED_RETURN	N/A	18.74%
MESASineWave
MRKT_MKR_MOVE	±0.382	N/A
MT_NEWS	*	*
MajorGannLevels
MarkerIndicator
MarketForecast
Marubozu
MassIndex
MatHold
MatchingLow
McClellanOscillator
McClellanSummationIndex
MedianAverage
MedianPrice
MeetingLines
MktFacilitationIdx
Momentum
MomentumCrossover
MomentumPercent
MomentumSMA
MoneyFlow
MoneyFlowIndex
MoneyFlowIndexCrossover
MonkeyBars
MorningDojiStar
MorningStar
MovAvgAdaptive
MovAvgEnvelope
MovAvgExpRibbon
MovAvgExponential
MovAvgTriangular
MovAvgTwoLines
MovAvgWeighted
MovingAvgCrossover
MultiCurrencyCorrelationOsc
NET_CHANGE	-0.225	-0.18
NegativeVolumeIndex
Next3rdFriday
OPEN	36.65	1.13
OPEN_INT	0	24666
OPTION_VOLUME_INDEX	0.473	N/A
OnBalanceVolume
OnNeck
OnsetTrendDetector
OpenInterest
OptionDelta
OptionGamma
OptionRho
OptionTheta
OptionVega
PE	38.4	N/A
PERCENT_CHANGE	-0.61%	-13.74%
PERCENT_IN_THE_COLUMN	N/A	1.18%
PERCENT_OUT_THE_MONEY	N/A	0.00%
POSITION_N_L	–	–
POSITION_QTY	–	–
PPS
PROB_OF_EXPIRING	N/A	53.22%
PROB_OF_TOUCHING	N/A	86.48%
PROB_OTM	N/A	46.78%
PUT_CALL_RATIO	1.124	N/A
PUT_VOLUME_INDEX	0.495	N/A
P_L_DAY	–	–
P_L_OPEN	–	–
P_L_PERCENT	–	–
P_L_YTD	–	–
PairCorrelation
PairRatio
ParabolicSAR
ParabolicSARCrossover
PercentChg
PercentR
PersonsPivots
PiercingLine
PolarizedFractalEfficiency
PolychromMtm
PositiveVolumeIndex
PriceActionIndicator
PriceAndVolumeTrend
PriceAverageCrossover
PriceChannel
PriceOsc
PriceRatio
PriceVolumeRank
PriceZoneOscillator
ProjectionBands
ProjectionOscillator
QStick
QUOTE_TREND	instrument=T	instrument=.T160318C36
RHO	0	0.0173
ROC	N/A	N/A
ROR	N/A	N/A
RSI
RSICrossover
RSquared
RainbowAverage
RandomWalkIndex
RangeBands
RangeIndicator
RateOfChange
RateOfChangeCrossover
Ray
RayBearPower
RayBullPower
RelativeMomentumIndex
RelativeRangeIndex
RelativeStrength
RelativeVolatilityIndex
RelativeVolumeStDev
ReverseEngineeringMACD
ReverseEngineeringRSI
RibbonStudy
RisingThreeMethods
SHARES	6152000000	N/A
STARCBands
STOCK_BETA	0.3085	N/A
STRENGTH_METER	Range Bound	N/A
STRIKE	N/A	36
SVEPivots
SVEZLRBPercB
SYMBOL	T	.T160318C36
SectorRotationModel
SemiCupFormation
SentimentZoneOscillator
SeparatingLines
SeriesCount
ShootingStar
SideBySideWhiteLines
SimpleMovingAvg
Spearman
SpectrumBars
Spreads
StandardDevChannel
StandardDeviation
StandardError
StandardErrorBands
StandardErrorChannel
StickSandwich
StochRSI
StochasticCrossover
StochasticFast
StochasticFull
StochasticMomentumIndex
StochasticSlow
StressIndicator
SwamiAccDist
SwamiConvolution
SwamiIntradayFisher
SwamiIntradayImpulse
SwamiIntradayVolume
SwamiLaguerreTrend
SwamiMarketMode
SwamiPredict
SwamiRelativePerformance
SwamiSwingWave
SwamiVolatility
SwamiVolume
SwingIndex
SymbolRelation
TAC_ADX
TAC_DIMinus
TAC_DIPlus
TEMA
THETA	0	-0.009
TMV
TPOProfile
TRIX
TTM_LRC
TTM_Squeeze
TTM_Trend
TTM_Wave
TheoreticalOptionPrice
ThreeBlackCrows
ThreeInsideDown
ThreeInsideUp
ThreeLineStrike
ThreeOutsideDown
ThreeOutsideUp
ThreeStarsInTheSouth
ThreeWhiteSoldiers
Thrusting
TimeSeriesForecast
TradeVolumeIndex
TrendNoiseBalance
TrendPeriods
TrendQuality
TriStar
TrueRangeIndicator
TrueRangeSpecifiedVolume
TrueStrengthIndex
TwoCrows
TypicalPrice
UlcerIndex
UltimateOscillator
UniqueThreeRiverBottom
UniversalOscillator
UpsideGapThreeMethods
UpsideGapTwoCrows
UpsideTasukiGap
VEGA	0	0.0458
VOLUME	10171530	76
VOL_DIFF	3.32%	N/A
VOL_INDEX	21.56%	N/A
VWAP
VariableMA
VerticalHorizontalFilter
VolatilityStdDev
VolatilitySwitch
VolumeAccumulation
VolumeAvg
VolumeFlowIndicator
VolumeOsc
VolumeProfile
VolumeRateOfChange
VolumeWeightedMACD
VolumeZoneOscillator
VortexIndicator
WEIGHTED_BACK_VOL	19.72%	N/A
WeaknessInAStrongTrend
WeightedClose
WildersSmoothing
WilliamsAD
WilliamsAlligator
WilliamsPercentR
WoodiesPivots
YIELD	5.27%	N/A
ZigZagTrendPercent
ZigZagTrendSign

 

Data Export Fields on April 1, 2014 (qty 69)

TOS Export Field	T	.T160318C36
52HIGH	36.82	N/A
52LOW	30.97	N/A
ASK	36.87	1.43
ASKX	36.87 N	1.43 X
ASK_SIZE	308	247
AX	N	X
BACK_EX_MOVE	±0.863	N/A
BACK_VOL	20.16%	N/A
BA_SIZE	177 x 308	139 x 247
BETA	0.3085	N/A
BID	36.86	1.39
BIDX	36.86 N	1.39 I
BID_SIZE	177	139
BX	N	I
CALL_VOLUME_INDEX	0.959	N/A
CLOSE	36.53	1.12
COVERED_RETURN	N/A	12.56%
DELTA	1	0.6404
DESCRIPTION	AT&T INC COM	T 100 MAR 16 36 CALL
DIV	0.48	N/A
DIV_DATE
DIV_FREQ	Q	—
DT
EPS	0.9485	N/A
EXCHANGE	COMPOSITE	COMPOSITE
EXPIRATION	N/A	MAR 16
EXTRINSIC	N/A	0.545
EX_MOVE_DIFF	±0.45	N/A
FRONT_EX_MOVE	±0.737	N/A
FRONT_VOL	55.97%	N/A
GAMMA	0	0.1768
HIGH	37.04	1.5
HTB_ETB	ETB
IMPL_VOL	19.74%	18.30%
INTRINSIC	N/A	0.865
LAST	36.865	1.38
LASTX	36.865 N	1.38 Q
LAST_SIZE	100	4
LOW	36.53	1.25
LX	N	Q
MARK	36.865	1.41
MARKET_CAP	226,793 M	N/A
MAX_COVERED_RETURN	N/A	12.56%
MRKT_MKR_MOVE	±0.722	N/A
MT_NEWS	*	*
NET_CHANGE	0.335	0.26
OPEN	36.59	1.25
OPEN_INT	0	24606
OPTION_VOLUME_INDEX	1.119	N/A
PE	38.87	N/A
PERCENT_CHANGE	+0.92%	+23.21%
PROB_OF_EXPIRING	N/A	60.20%
PROB_OF_TOUCHING	N/A	73.66%
PUT_CALL_RATIO	1.276	N/A
PUT_VOLUME_INDEX	1.288	N/A
RHO	0	0.0207
ROC	N/A	N/A
ROR	N/A	N/A
SHARES	6152000000	N/A
STRENGTH_METER	Range Bound	N/A
STRIKE	N/A	36
SYMBOL	T	.T160318C36
THETA	0	-0.0075
VEGA	0	0.0465
VOLUME	32228662	209
VOL_DIFF	35.81%	N/A
VOL_INDEX	19.74%	N/A
YIELD	5.21%	N/A

 

* For those that have read this far, thank you.  Did you notice how clever it was to modify the RTD equation the way we did in Part 2 so we could simply copy & paste it all over the place in Part 3?

/insert pat on the back/

Written and contributed by Rich Kaczmarek