Hey Guys

I am looking to export futures price data into excel to do some basic examination/frequency distributions of various and relatively simply events.

I am not very technically inclined. Is there an easy way to export open/high/low/close data from ToS or somewhere else into Excel?

I would love to get intraday data as well, but I don't have the first clue as to where you folks on these forums are getting their data to backtest/examine.

Any help is appreciated. Thanks.

Thanks to @JTurner77 for the query, I would like to know how to import TOS data into Excel as well. Hope it is possible..

ToS told me that it isn't possible to export historical data from their charts to Excel, just live streaming data.

time to check out ninjatrader.

Do check out Sierra Chart too. SC has spreadsheet study and you can still stick with TD Ameritrade..

Supported Data and Trading Services - Sierra Chart

JTurner77 

ToS told me that it isn't possible to export historical data from their charts to Excel, just live streaming data.

wonder if this is still the case

i want to get VIX close price for everyday for last 12 months

Hi all,
Hope it's not too late to respond to this post.
I've found this article posted by someone who indicated it's possible to do so for TOS.
Please see the link.
https://usethinkscript.com/threads/exporting-historical-data-from-thinkorswim-for-external-analysis.507/
I've not verified the method so please do your own due diligence.

Daniel

NLD1888 

I've found this article posted by someone who indicated it's possible to do so for TOS. Please see the link.

@NLD1888,

Never too late -- good finds are timeless. Thanks for sharing the UseThinkScript thread. That community has put together some solid workarounds for TOS data export.

For anyone following along, TOS is notoriously limited when it comes to getting historical chart data out. TD Ameritrade built it more as a trading platform than a data export tool. The main approaches are:

• Custom ThinkScript studies that dump data to the message log (what that thread covers)
• RTD linking for live streaming data into Excel -- works great for real-time, but historical OHLC is another story
• Third-party platforms like Sierra Chart that can pull TOS data and export to CSV

The ThinkScript message log method is probably the most accessible for most folks since it doesn't require additional software. Just know it can be clunky for large datasets.

If you end up testing that method on your ES, CL, or SI data, would be curious to hear how it goes. Always good to get real-world feedback on these workarounds.

TGIF! Have a good weekend!

-- Fi
"The best trading tools are often the ones traders build for each other."