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First, i put '10232014' on cell G, then i went to 'Set up' tab to click 'Save Dates', then I went back to 'Scanner' tab to clink 'Download Risk', then something like this pop out 'Calculating, please wait', it takes a few seconds, then disappeared.
Next step: After enter for column A-F, I clicked 'Scan All' button, something flashed for a second on my screen but nothing happened then.
Can you help answer these questions from other members on NexusFi?
@daydayup8 I believe you have to put the date in the sheet exactly in the same format as the template - so it should be 20141023. @Dudetooth can correct me if I'm wrong. As far as I can see the date template is year, month, day in the format: YYYYMMDD.
Thank you Dudetooth for your time and help, your program is so useful and amazing! I am fascinated by it when it is just running in front of my eyes, beautiful!!
I am confident that I can make some good trades from now on:-)
Nothing can express my appreciation, wish you a blessed day!
Hi - this is a (minor) caution about using the ATM IV figures in the CME SPAN files for long term tables and charts.
Below I've attached an image that compares CME SPAN IV on nat gas with the IV from three other sources.
Good news: there is very little variation across sources once you go out three or four months.
Bad news: the SPAN model seems to understate ATM IV in the nearby months.
This is not exhaustive research by any means, but CME ATM IV is also understated in grains (I noticed the issue a couple of weeks ago) and silver and probably other products. I don't know what causes it to be off in the nearby months and spot-on in the deferredes (it's not the interest rate input).
If you want precise historical data, you will probably need to get it elsewhere. If you just want to know the general range then the SPAN data is good enough for government work.
Dudetooth: I have tried several times to modify the code as suggested above on my Windows 8.1 - 64 bit laptop and continue to get the same error message. I am not sure if the 8.1 update affected the code, any suggestions? Thanks, Chris.