How to access CSV file by CBOE?

[thomas2004ch]

Hi all,

In my algo I must access the Put/Call Ratio by CBOE. The data are in a CSV file. Is there any posibility to do that?

Cheers

[NinjaTrader_AlanP]

Hello thomas2004ch,

This would be possible.

If you were to format the csv file into a text file you could use streamreader to access that file, see the following example.

http://ninjatrader.com/support/forum/showthread.php?t=3476

A better way to accomplish this would be to have NT download the file, parse the data and add it to a list for which you could build into your system. I recently did this with open interest data, and have provided a link to that sample which with some work you could refactor into a indicator which did the same with the put to call ratio. Please see below,

http://ninjatrader.com/support/forum/local_links.php?action=sendtofriend&catid=7&linkid=922

Please let us know if you need further assistance.

[thomas2004ch]

Hi,

Thanks for the reply.

>>A better way to accomplish this would be to have NT download the file, parse the data and add it to a list for which you could build into your system.

This means I have to download the CSV file everyday for processing? As the time goes on, there are must be many files located by NT. Or the NT will remove the used CSV file automatically?

Thomas

[NinjaTrader_AlanP]

Hello Thomas,

You can have the indicator delete the former file, within the sample I provided you would want to see the method, CheckIfTodayIsPastNewReportDate, for an example of how to delete the file.

Please let us know if you need further assistance.

[thomas2004ch]

Thanks! I will have a look.