TMX Options Trading Simulation Custom Dashboard 2016Harnessing Yahoo Finance’s API to track and manage underlying equity data

Keaton Ambridge 2016

At the outset of my teams participation in the TMX Options Trading Simulation I began creation of a fully automated Excel based simulation dashboard

The tool contains the following functionality:• Automatic refreshing of financial data for 50 equities, numerous indexes and

commodities• Bloomberg integration allowing option chains to be accessed• Performance tracking ability as well as earnings date tracking

The following slides contain screenshots of the dashboard itself

Overview

Keaton Ambridge 2016

Home sheet displaying:• Equity data including prices, price changes, comparisons to TSX

benchmark• Commodity data, equity index data and implied volatility data• Portfolio performance tracking• Earning date tracking

Dashboard Screen

Keaton Ambridge 2016

1 Function LastQuote (ByVal Ticker As String) As Double2 Dim URL As String, http As Object34 URL = "http://download.finance.yahoo.com/d/quotes.csv?s=" & Ticker & "&f=l1"5 Set http = CreateObject("MSXML2.XMLHTTP")6 http.Open "GET", URL, False7 http.Send89 LastQuote = http.responseText10 Set http = Nothing1112 End Function

Function used with the dashboard allowing a cell to get data for a given security from Yahoo Finance. Based upon a generalized Yahoo Finance API found online.

Two functions were created: one to get Last Quoted Price (below) and one to retrieve Opening Prices.

Code Snippet

Keaton Ambridge 2016

TMX Dash 2016

Click above to open the file

DisclaimerThe author of this presentation has no affiliation with TMX Group or any of its subsidiaries, this presentation was created to showcase an independent application created for use by the author during the TMX Options Trading Simulation.

The simulation information can be found at this link:https://www.m-x.ca/uni_simulation_options_en.php Image used for title slide was found online and is distributed freely, the author of this presentation does not own the original image.

Portions of code found within the file may be similar to other Yahoo Finance data retrieval functions found elsewhere, any code used by the developer that is referenced from the internet was released under a general purpose license.

Yahoo finance provides its API for use by any developer without payment. The author of this presentation has no affiliation with Yahoo or any of its subsidiaries.

Keaton Ambridge 2016