Real Time Data (RTD) Exported Live to Excel Spreadsheet
Thinkorswim RTD Excel
Have you ever wondered how to include real time live data from Thinkorswim platform into a spreadsheet? Once you learn this simple technique, you will be able to use your spreadsheet skills to build a fully customized live snapshot of the market in real time. Even if you don’t know how to use spreadsheets, this tutorial shows how truly simple it is. With even a rudimentary understanding of spreadsheet formulas you can create a spreadsheet which displays your open positions in a way not possible on the Thinkorswim platform alone.
DISCLAIMER: I AM NOT A CERTIFIED FINANCIAL ADVISOR AND NOTHING IN THIS VIDEO OR TEXT IS AN ADVERTISEMENT OR RECOMMENDATION TO BUY OR SELL ANY FINANCIAL INSTRUMENT. NOR IS THIS VIDEO OR TEXT INTENDED TO INSTRUCT YOU ON HOW TO MAKE BUY OR SELL DECISIONS USING ANY OF THESE INDICATORS.
*Thinkorswim is a chart analysis platform offered by TD Ameritrade: www.tdameritrade.com
TD Ameritrade provides financial services including the trading of Stocks, Futures, Options and Forex.
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Hi. I am getting the live data – thanks for the help!
And do you know if there a way using RTD to read, lets say Volume for an equity every 30 minutes during regular trading hours? So basically I would like to have a cell for each 30 minute increment so I can save it.
I do not know of anyway this can be accomplished using the standard tools available for Thinkorswim and Excel.
Ok thanks!
is it possible to do this in the past? or only live
RTD literally stands for “Real Time Data” and therefore has zero capacity to deal with historical data.
definitely understand. Was just curious if there’s a way to plug in a stock and set a specific time to get a complete breakdown of how that stock was behaving and all of its stats at that specific moment in time
Sorry but you cannot do that using Thinkorswim. There are other platforms that allow this functionality.
that actually is incorrect. RTD addin actually streams historical data “live” when you are in on demand mode. I have used this countless times in an advanced trading/scanner built in excel on a daily basis for quite awhile
In my view that is the same exact thing as real time data. RTD does indeed stand for Real Time Data. Running the OnDemand feature on Thinkorswim merely changes the point in time in which real time data is streamed into the spreadsheet. It still does not allow you to load an entire year worth of historical data, which is a feature already available in other trading platforms.
Can we trigger orders based of the formula’s in excel sheet ?
Not directly. I understand there is an API provided by TD Ameritrade which allows some custom programs to be able to access account details and place orders. Not sure if it supports VBA for Excel. I don’t get involved in it all. But I do have a link to it: https://developer.tdameritrade.com/
Is RTD option available on Thinkorswim web ?
I have never used the web based Thinkorswim so I haven’t the foggiest idea what features it supports.
Great Video, but I am missing the very first step. When I copy and paste the files into Excel they all come back with a “#NAME” error. It appears to be related to telling Excel what to do with the “tos” connection.
Make sure you are doing on the Windows version of Thinkorswim. It may not be working while markets are close (this is Real Time Data after all). After accounting for those two items, if it still does not work when markets reopen then check if you have a security setting preventing macros from functioning.
I am trying to export RTD from a scan in TOS (Option Scan) and I follow the steps, but the other columns never populate (just column A). Do you have any trouble shooting suggestions? All I am trying to get is the share price and the option price that appear on my scan. Thank you for any suggestions.
You will probably need to save the scan and select your saved scan as the source of the “Quotes” section of the MarketWatch tab. Once that loads, do your export to Excel from the MarketWatch tab.
Hi Mr Hahn, Hopefully you can help me to advance to the next level with RTD download into excel.
I have not used any of the custom fields, but assume that it is possible to use some of those for conventional parameters like Simple or Expontential Moving Averages, or Average Daily Range ( currently not automatically downloadable). Can you show me where I can find the information to do that? Thanks!
Using this method you can only get current live data from Thinkorswim into Excel. This video is not an introduction to the topic. this video shows the absolutely limits of what is possible.
Hi Mr Hahn,
Is it possible to have a watchlist connected to excel? If I save a TOS-scan into a watchlist, then this watchlist likely changes every time the scanner runs in the background. The question is: can we capture this dynamic list of tickers through excel-RTD?
I can see how a single run of a scanner can be statically connected to excel, but that seems to fix the list of tickers that were found in that run.
I recenltly came across your channel and really appreciated the awesome helpful nuggets that you placed in there. Thank you so much for your help to the community.
Sorry the answer is no but I will take the time to describe things in a bit more detail so you understand how this works. The RTD function “pulls” data from Thinkorswim but Thinkorswim is not allowed to “push” data to Excel. Therefore Thinkorswim is not able to push a new list of ticker symbols into Excel. In order to update the list of ticker symbols in Excel you must manually export them from Thinkorswim.
Thanks much, Mr Hahn, for your response.
I figured, a roundabout, but automated, way of getting it out of TOS: by writing a query through TDAmeritrade-developers’ API. Which seems to return real-time updated watch lists created out of TOS-scans. It’d be so cool to have it straight out of TOS through an excel RTD formula (if it existed) and avoid that entire roundtrip. Alas!
Nice work. Congratulations on working out a solution.
Hi. Is it possible to send data from Excel to Thinkorswim, such as trading orders?
Only live data is supported at this time. Working orders may or may not be supported but historical orders are certainly not.
It it possible for the people at TOS to see what your spreadsheet looks like when you’re running RTD? Do they have a way to snoop?
I do not have the foggiest idea.
Can you give me some idea or advice to send buy and sell orders from excel to thinkorswim.-I will appreciate everything you can tell me.-Thank you very much.-
Hi have no intention of learning how to fully automate trading on Thinkorswim unless and until it is fully sported natively within the platform itself. Plenty of other platforms out there that support this. If fully automated trading is crucial to your trading success you should be moving to a platform that supports it rather than trying to turn a lawn mower into a race car.
I can add studies to a table on TOS, but when I export to RTD, the cells are blank. Do you know if there is a way to get this info?
Thanks for this great video.
Hmmm…Upon a closer look, in TOS I have the “custom expression subscription limit exceeded” in the thinkscript columns. I only have one column with 10 stocks, so I don’t know why I have that error. I don’t know if my RTD function would show numbers in Excel if that error were not present.
Only thing that occurs to me is you might have another watchlist open somewhere on the platform that is using all your available custom quote resources.
Hi great video, super simple to understand. What I am having trouble is how to execute a trade once the excel criteria are met? Then of course how to manage said trade. Any thoughts? Thanks in advance good trading to you!
That would require a data connection from Excel to the TD Ameritrade API. Which is not an item we cover at this time.
what is the frequency of Open interest data in hinkorswim or any platform during live market?
You will need to contact TD Ameritrade for that information.
I just spoke with someone at Think or Swim and they had no idea what RTD even was. Is there a list of Field definitions available and can you save that Excel Spreadsheet and have it link back to Think or Swim every time you open it or do you need to do the download to excel every time?
This feature was released in April 2014, according to the release notes for Thinkorswim: https://tlc.thinkorswim.com/center/release/rel-04-26-2014#section_5
Which anyone at TDA support should have been able to locate in less than 30 seconds. (took me about 45 seconds)
The full list of available fields is included right there within the Thinkorswim platform (as explained in the link I just provided). The menu item is Export –>> Help on data export
any idea how to show regular trading hour low or high of ES ?
=RTD(“tos.rtd”, , “LOW”, “/ES:XCME”)
is for whole day low, not regular trading hour low
It may be possible to do this with a custom column in a watchlist. The custom column would need to be set to intraday time frame and the code would need to use recursion to capture the high and low between the open and close of the regular session. Too complex to address this here in the comments. Post a request in the Q&A forum where we can provide a more complete solution.
where can I download this excel?
We did not publish the spreadsheet for this video.
Problem solved. I was using a computer at work, so I did not have the administrator password. To begin, right click on the TOS desktop icon and run as administrator. Enter your account # and admin. password, as you normally do. When the TOS program starts, open the trade screen and export your data into an excel spreadsheet. It should work fine.
Fantastic. Thanks so much for taking the time to get back to us with the cause and solution.
Likewise Mr. Hahn. BTW- the data feed does appear to remain active, for the futures market, as well as for regular trading hours.
I’m using windows now, and able to copy and paste data directly into an excel spread sheet. The cells appear as “name” only, and are static. If I create a file, then copy and paste it into excel, the data appears, but remains static. My TOS platform is running.
Try running this while markets are open.
There futures markets are open and my TOS trading platform is running. Does this only work during regular trading hours for equities?
1. Make sure you are using the current version of MS Excel or Apache Open Office. 2. Check for warnings messages requiring you to “enable content” on the spreadsheet. 3. Wait to see if this all starts working when markets open. 4. Contact TDA support for assistance if none of these fix the issue as this is as far as I can take you.