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Greeks in Excel

 

Good news can never do harm :) We have recently made the Greek coefficients and the implied volatility available not only to the EXANTE trading platform users, but also to those who work with our Excel API. 

We have told quite a lot about the Greeks, discussed what they can be used for and how we calculate them. Today we are glad to share another point with you: they can now be retrieved in three ways, through the trading platform, via FIX API and through the integration with MS Excel.

To enjoy new functions of the Excel API you should update the installation software. Download the new version and install it on your computer:

To call Greeks in real time, use the following commands:
Delta:
=RTD("atp.rtd";"atp";"quote";"instrument.name";"delta") 
Gamma:
=RTD("atp.rtd";"atp";"quote";"instrument.name";"gamma")
Vega:
=RTD("atp.rtd";"atp";"quote";"instrument.name";"vega")
Theta:
=RTD("atp.rtd";"atp";"quote";"instrument.name";"theta")
Implied volatility:
=RTD("atp.rtd";"atp";"quote";"instrument.name";"implied_volatility")

Besides the Greeks, we have started transmitting to Excel the last trade price, open interest and the daily trading volume. 
=RTD("atp.rtd","atp","quote","instrument.name","last_trade_price")
=RTD("atp.rtd";"atp";"quote";"instrument.name";"open_interest")
=RTD("atp.rtd";"atp";"quote";"instrument.name";"daily_volume")

If you have not heard about the opportunity to automate trading with the help of MS Excel, you could read this article and look through the automation guide. It is quite simple to use, and you could significantly improve your trading experience with its help. If any questions arise, please feel free to address our support team at support@exante.eu: we will be happy to help you.

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