Real-time US and International Quotes and Option Chains from Interactive Brokers
Interactive Brokers (IB) provide data for a wide range of financial instruments in over 100 markets worldwide.
If you have an Interactive Brokers (IB) account you can use streaming quotes and real-time option chain snapshots from IB:
The Options Strategy Evaluation Tool will
retrieve real-time equity, index, and futures Option Chain snapshots for many markets for
advanced analysis of options strategies, including strategy comparisons,
probability of profit analysis, ROI, position hedging, strategy backtesting,
early exercise analysis and much more.
Volatility Calculator will use IB equity, index, and futures option chains for monthly volatility smile/skew analysis, implied volatility
surface analysis including 3D volatility surface graphing, valuation analysis and
The Hoadley Finance Add-in for Excel contains a function to connect your own spreadsheets to the IB datafeed.
The quotes are fully streaming -- no refresh required -- and the quote functions can be used in your spreadsheets in exactly the same way as you would use any of the normal Excel functions (SUM, AVERAGE, NPV...).
Unlike most common streaming quote solutions, the Hoadley Finance Add-in for Excel does not use Microsoft's obsolete DDE technology for bringing quotes into spreadsheets. Instead it uses the newer RTD (Real-Time Data) technology developed by Microsoft to replace DDE.
RTD is much more robust and flexible than DDE. For instance, with DDE you need to "hard-code" symbols and field names in your spreadsheet formulas. The Hoadley Finance Add-in for Excel on the other hand does not require the "hard coding" of symbols and field names in formulas. It therefore provides much more power, flexibility and ease of use compared with conventional DDE solutions.
A function Wizard in the Finance Add-in for Excel guides you through the simple process of inserting streaming quotes into your own spreadsheet cells. No programming is required and the add-in includes sample worksheets containing examples using IB data.
The add-in also includes a component, for use in a VBA module, for bringing live equity, index, and futures option chain snapshots into your own spreadsheets for analysis.
This combination of the
Finance Add-in for Excel plus live data from IB provides a powerful analysis
platform for traders. You can use the power of Excel with the Hoadley
Finance Add-in to look behind market data to gain a much deeper understanding of
option pricing, volatility, probabilities, and hedging.
See Finance Add-in for Excel
Options Strategy Analysis Tools - overview of tools.
Options Strategy Analysis Tools - home page.
More information on Interactive Brokers
Interactive Brokers and Hoadley Trading & Investment Tools are
separate, unaffiliated companies and are not responsible for each other's
services and products.