Theta Data for Excel
Theta Data offers an add-in for Excel so you can access Theta Data's data right in Microsoft Excel!
REQUIRED
You must be running the latest version of the Theta Data Terminal to use the Excel add-in. You also need a Pro subscription to use the add-in.
Installation
You can access the Theta Data Excel add-in via the "Add-ins" dropdown in the Home ribbon in Excel. Simply search for ThetaData.
Once the add-in is installed, you can use all of the following functions to access Theta Data data!
Function Overview
STOCK_SNAPSHOT- Real-time stock data.STOCK_AT_TIME- Stock data at a specific millisecond of the day.STOCK_HISTORY- Historic stock data.OPTIONS_SNAPSHOT- Real-time options data.OPTIONS_AT_TIME- Options data at a specific millisecond of the day.OPTIONS_HISTORY- Historic options data.INDEX_SNAPSHOT- Real-time index data.INDEX_HISTORY- Historic index data.
Visit the examples page for example usage of each function.
Restrictions
REQUIRED
You must be running the latest version of the Theta Data Terminal to use the Excel add-in. You also need a Pro subscription to use the add-in.
While the Excel add-in strives to provide access to all data accessible to Theta Data customers, there are naturally some limitations. You cannot access beyond 1M rows in an Excel document, and as such, the plugin will limit the amount of data returned. All the parameters specified by the REST API are not provided by the Excel plugin. Finally, real-time streaming cannot be used with the Excel plugin, but real-time snapshot data is available.