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On Error GoTo GetOut
Dim RetVal
Dim batchfile As String
Dim path As String
dateit = Range("SpanMacro!B2").Value 'Date in YYYYMMDD format
namecme = "cme." & dateit & ".s.pa2.zip"
namenyb = "nyb." & dateit & ".s.pa2.zip"
path = "C:\Span4\Data"
For new traders in this thread, when I get a chance I will make a post and put in the Quick Summary a step by step list of what you have to do to get Dudetooth's system running. It will give you a fast, free! calculator of SPAN margins.
You will need some batch files and the spreadsheet.
I glean option and futures quotes from Barchart's website, so all of those calculations are made to convert an option strike as it appears on Barchart's site to be compatible with what is seen in the risk arrays.
Thanks for the code. I will get this into the next build for sure. I will also look to have DTE calculated and the download ability. I am also thinking I may have the simple spread calculation in it as well (and a 97 version for kevinkdog).
You have been a HUGE help to many of us. Thank you.
Here is how I added my macro buttons. I was going to add them above your stuff but I didn't want to have to redo all the cell references in the macros. This is OK. But if you have a better idea that would be good.
If you don't want all of them on there that is OK. The Download Risk Arrays is the one that is needed with the date cell. I can add mine where needed later.
I left a row below them for titles of columns when I do ROI calculations and other things.
Here's an update with some recommendations / upgrades built in.
1) Download file (there is an Excel 97/2003 version available) and unzip.
2) Open spreadsheet and follow the instructions on the Setup tab.
New features:
-Setup tab with instructions and ability to change default path
-Ability to download CME and NYB risk arrays (download, unzip, rename)
-DTE based on the date of the downloaded risk arrays
-7 new commodities programmed
-Spreads: simple 2-legged intra-commodity spreads can be calculated
I did some quick tests and everything seems to be working ... please let me know if you find any bugs.
Thanks to ron99 for helping with the new commodity programming.
****Updated: Minor fixes ... already.
I've got the SaveWebFile and Unzip macros in there (missed them first time around) and 97 version has TrailingMinusNumbers issue taken care of. Thanks ron99 and kevinkdog for the troubleshooting I missed.
This is a great tool, @Dudetooth ! Thanks for putting it together.
I was running some Lean Hog calcs, and the price seems to be wrong for some of them. Everything else looks OK. Can you check this? I don;t know if it is an error in the SPAN file, but the OEX margin calculator seems to give the right price.