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#1 Posted : Monday, April 6, 2020 4:49:46 AM(UTC)

Rank: Newbie

Joined: 4/5/2020(UTC)
Posts: 1

Thanks: 2 times
This is a typical TOS export:
,Exec Time,Spread,Side,Qty,Pos Effect,Symbol,Exp,Strike,Type,Price,Net Price,Order Type
,4/3/20 10:54:59,VERTICAL,SELL,-1,TO CLOSE,GLW,21 AUG 20,21,PUT,4.12,1.73,LMT
,,,BUY,+1,TO OPEN,GLW,21 AUG 20,18,PUT,2.39,CREDIT,
,4/3/20 10:54:59,VERTICAL,SELL,-2,TO CLOSE,GLW,21 AUG 20,21,PUT,4.12,1.73,LMT
,,,BUY,+2,TO OPEN,GLW,21 AUG 20,18,PUT,2.39,CREDIT,
,4/3/20 10:54:08,VERTICAL,SELL,-5,TO CLOSE,BAC,21 AUG 20,21,PUT,3.55,.49,LMT
,,,BUY,+5,TO OPEN,BAC,21 AUG 20,20,PUT,3.06,CREDIT,
,4/1/20 06:32:55,SINGLE,BUY,+5,TO OPEN,BAC,21 AUG 20,21,PUT,3.35,3.35,LMT

I was wondering if it is possible to extracts Days to Expiration on the Entry and Exit from this list. I think it is doable, since we have the Exec Time and Also the Exp. This will be super useful to see which trades do well vs how far from expirations these trades were made. This will make good addition to the dashboard.

It will be really great to also find a way to get the Delta of the option during Entry and Exit. I think that will be a bit trickier unless we are able to connect to some other data source that can tell us the trading price for that ticker on the Exec Date and then estimate a delta based on Strike. Doable, but trickier.

Another useful thing, IMO, will be finding a way to see if it can track an order across vertical spreads. e.g. in the example above, I bought a BAC option on 4/1. To lock some of my profits, I did a vertical spread to reduce my cost basis, but still have exposure. When I close this trade, I will have a TO CLOSE against the 20 Strike put. If it is possible to track this trade through it's lifecycle of verticals, that will be awesome. But, I understand that is a corner case, and not everyone trades the same strategy. Maybe, I can use tags to track the trade through its lifecycle?

#2 Posted : Wednesday, March 3, 2021 10:58:47 PM(UTC)

Rank: Newbie

Joined: 3/1/2021(UTC)
Posts: 1
United States

Would love all of this!

Can I piggyback and add "a way to restrict my view to just being about options", even up to the dashboard level. Like a top level switch; equities, options, futures, all. This would apply to all metrics, charts, etc.

Then this would be even more perfect than it already is!
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