Option Data from Thinkorswim via TOS.RTD

Overview

The RTD database contains preconfigured tables for getting real-time data from Thinkorswim thinkDesktop.

Option tables are designed for getting data for options. Use quote tables for stocks, futures, and currency pairs.

Since RealTimeToDB 2.5, RTD functions are used by default.
To update existing DDE formulas, you can use patches from the database folders.

You can disable unusable columns to reduce the server overhead.

Note that Thinkorswim thinkDesktop can crash if more than 200 000 topics are being requested.

The RTD server does not contain an actual data time field.
The DateTime, Date, and Time fields are updated using the PC time adjusted to the table time zone (Eastern Standard Time).

Real-Time Data Tables

Table Configurations

Microsoft SQL Server and Microsoft SQL Server Compact:

TABLE_SCHEMA	TABLE_NAME	LOAD_CODE	IS_HISTORY
`rtd`	OptionListTOS
`rtd`	OptionsTOS	`SELECT Code FROM rtd.OptionListTOS`
`rtd`	OptionDayHistoryTOS	`SELECT Code FROM rtd.OptionListTOS`
`rtd`	OptionTickHistoryTOS	`SELECT Code FROM rtd.OptionListTOS`	1

MySQL, MariaDB, and PostgreSQL:

TABLE_SCHEMA	TABLE_NAME	LOAD_CODE	IS_HISTORY
`rtd`	option_list_tos
`rtd`	options_tos	`SELECT CODE FROM rtd.option_list_tos`
`rtd`	option_day_history_tos	`SELECT CODE FROM rtd.option_list_tos`
`rtd`	option_tick_history_tos	`SELECT CODE FROM rtd.option_list_tos`	1

Oracle Database, IBM DB2, and NuoDB:

TABLE_SCHEMA	TABLE_NAME	LOAD_CODE	IS_HISTORY
`RTD`	OPTION_LIST_TOS
`RTD`	OPTIONS_TOS	`SELECT CODE FROM RTD.OPTION_LIST_TOS`
`RTD`	OPTION_DAY_HISTORY_TOS	`SELECT CODE FROM RTD.OPTION_LIST_TOS`
`RTD`	OPTION_TICK_HISTORY_TOS	`SELECT CODE FROM RTD.OPTION_LIST_TOS`	1

* Click on the table name to go to the table description.

Task Table Examples

rtd.OptionListTOS for Microsoft SQL Server and Microsoft SQL Server Compact:

Code
.AAPL150117C500
.AAPL150117C600
.AAPL150117P500
.AAPL150117P600

rtd.option_list_tos for MySQL, MariaDB, Oracle Database, IBM DB2, NuoDB, and PostgreSQL:

CODE
.AAPL150117C500
.AAPL150117C600
.AAPL150117P500
.AAPL150117P600

Primary Key Columns

Microsoft SQL Server and Microsoft SQL Server Compact:

TABLE_SCHEMA	TABLE_NAME	COLUMN_NAME	RTD_FORMULA	COMMENT
`rtd`	OptionsTOS	Code		`PK`
`rtd`	OptionDayHistoryTOS	Code		`PK`
`rtd`	OptionDayHistoryTOS	Date	`=Date()`	`PK`
`rtd`	OptionTickHistoryTOS	ID		`PK, IDENTITY`

MySQL, MariaDB, and PostgreSQL:

TABLE_SCHEMA	TABLE_NAME	COLUMN_NAME	RTD_FORMULA	COMMENT
`rtd`	options_tos	CODE		`PK`
`rtd`	option_day_history_tos	CODE		`PK`
`rtd`	option_day_history_tos	DATE	`=Date()`	`PK`
`rtd`	option_tick_history_tos	ID		`PK, IDENTITY`

Oracle Database, IBM DB2, and NuoDB:

TABLE_SCHEMA	TABLE_NAME	COLUMN_NAME	RTD_FORMULA	COMMENT
`RTD`	OPTIONS_TOS	CODE		`PK`
`RTD`	OPTION_DAY_HISTORY_TOS	CODE		`PK`
`RTD`	OPTION_DAY_HISTORY_TOS	DATE	`=Date()`	`PK`
`RTD`	OPTION_TICK_HISTORY_TOS	ID		`PK, IDENTITY`

Real-Time Formulas for Microsoft SQL Server and Microsoft SQL Server Compact

rtd.OptionsTOS

The table contains the last values of option data from Thinkorswim thinkDesktop.

COLUMN_NAME	RTD_FORMULA	COMMENT
Code		`PK`
DateTime	`=DateTime()`
Date	`=Date()`
Time	`=Time()`
Description	`=RTD("tos.rtd",,"DESCRIPTION",[Code])`
Last	`=RTD("tos.rtd",,"LAST",[Code])`
Change	`=RTD("tos.rtd",,"NET_CHANGE",[Code])`
PercentChange	`=RTD("tos.rtd",,"PERCENT_CHANGE",[Code])`
LastSize	`=RTD("tos.rtd",,"LAST_SIZE",[Code])`
LastX	`=RTD("tos.rtd",,"LX",[Code])`
Mark	`=RTD("tos.rtd",,"MARK",[Code])`
MarkChange	`=RTD("tos.rtd",,"MARK_CHANGE",[Code])`
MarkPercentChange	`=RTD("tos.rtd",,"MARK_PERCENT_CHANGE",[Code])`
Bid	`=RTD("tos.rtd",,"BID",[Code])`
Ask	`=RTD("tos.rtd",,"ASK",[Code])`
BidSize	`=RTD("tos.rtd",,"BID_SIZE",[Code])`
AskSize	`=RTD("tos.rtd",,"ASK_SIZE",[Code])`
BidAskSize	`=RTD("tos.rtd",,"BA_SIZE",[Code])`
BidX	`=RTD("tos.rtd",,"BX",[Code])`
AskX	`=RTD("tos.rtd",,"AX",[Code])`
Open	`=RTD("tos.rtd",,"OPEN",[Code])`
High	`=RTD("tos.rtd",,"HIGH",[Code])`
Low	`=RTD("tos.rtd",,"LOW",[Code])`
Close	`=RTD("tos.rtd",,"CLOSE",[Code])`
Volume	`=RTD("tos.rtd",,"VOLUME",[Code])`
OpenInt	`=RTD("tos.rtd",,"OPEN_INT",[Code])`
ImpliedVol	`=RTD("tos.rtd",,"IMPL_VOL",[Code])`
Delta	`=RTD("tos.rtd",,"DELTA",[Code])`
Gamma	`=RTD("tos.rtd",,"GAMMA",[Code])`
Theta	`=RTD("tos.rtd",,"THETA",[Code])`
Vega	`=RTD("tos.rtd",,"VEGA",[Code])`
Rho	`=RTD("tos.rtd",,"RHO",[Code])`
Extrinsic	`=RTD("tos.rtd",,"EXTRINSIC",[Code])`
Intrinsic	`=RTD("tos.rtd",,"INTRINSIC",[Code])`
ProbabilityITM	`=RTD("tos.rtd",,"PROB_OF_EXPIRING",[Code])`
ProbabilityOTM	`=RTD("tos.rtd",,"PROB_OTM",[Code])`
ProbabilityTouch	`=RTD("tos.rtd",,"PROB_OF_TOUCHING",[Code])`
CoveredReturn	`=RTD("tos.rtd",,"COVERED_RETURN",[Code])`
MaxCoveredReturn	`=RTD("tos.rtd",,"MAX_COVERED_RETURN",[Code])`
LastUpdateTimeStamp

rtd.OptionDayHistoryTOS

The table contains day history of option data from Thinkorswim thinkDesktop.

COLUMN_NAME	RTD_FORMULA	COMMENT
Code		`PK`
Date	`=Date()`	`PK`
Time	`=Time()`
Description	`=RTD("tos.rtd",,"DESCRIPTION",[Code])`
Last	`=RTD("tos.rtd",,"LAST",[Code])`
Change	`=RTD("tos.rtd",,"NET_CHANGE",[Code])`
PercentChange	`=RTD("tos.rtd",,"PERCENT_CHANGE",[Code])`
LastSize	`=RTD("tos.rtd",,"LAST_SIZE",[Code])`
LastX	`=RTD("tos.rtd",,"LX",[Code])`
Mark	`=RTD("tos.rtd",,"MARK",[Code])`
MarkChange	`=RTD("tos.rtd",,"MARK_CHANGE",[Code])`
MarkPercentChange	`=RTD("tos.rtd",,"MARK_PERCENT_CHANGE",[Code])`
Bid	`=RTD("tos.rtd",,"BID",[Code])`
Ask	`=RTD("tos.rtd",,"ASK",[Code])`
BidSize	`=RTD("tos.rtd",,"BID_SIZE",[Code])`
AskSize	`=RTD("tos.rtd",,"ASK_SIZE",[Code])`
BidAskSize	`=RTD("tos.rtd",,"BA_SIZE",[Code])`
BidX	`=RTD("tos.rtd",,"BX",[Code])`
AskX	`=RTD("tos.rtd",,"AX",[Code])`
Open	`=RTD("tos.rtd",,"OPEN",[Code])`
High	`=RTD("tos.rtd",,"HIGH",[Code])`
Low	`=RTD("tos.rtd",,"LOW",[Code])`
Close	`=RTD("tos.rtd",,"CLOSE",[Code])`
Volume	`=RTD("tos.rtd",,"VOLUME",[Code])`
OpenInt	`=RTD("tos.rtd",,"OPEN_INT",[Code])`
ImpliedVol	`=RTD("tos.rtd",,"IMPL_VOL",[Code])`
Delta	`=RTD("tos.rtd",,"DELTA",[Code])`
Gamma	`=RTD("tos.rtd",,"GAMMA",[Code])`
Theta	`=RTD("tos.rtd",,"THETA",[Code])`
Vega	`=RTD("tos.rtd",,"VEGA",[Code])`
Rho	`=RTD("tos.rtd",,"RHO",[Code])`
Extrinsic	`=RTD("tos.rtd",,"EXTRINSIC",[Code])`
Intrinsic	`=RTD("tos.rtd",,"INTRINSIC",[Code])`
ProbabilityITM	`=RTD("tos.rtd",,"PROB_OF_EXPIRING",[Code])`
ProbabilityOTM	`=RTD("tos.rtd",,"PROB_OTM",[Code])`
ProbabilityTouch	`=RTD("tos.rtd",,"PROB_OF_TOUCHING",[Code])`
CoveredReturn	`=RTD("tos.rtd",,"COVERED_RETURN",[Code])`
MaxCoveredReturn	`=RTD("tos.rtd",,"MAX_COVERED_RETURN",[Code])`
LastUpdateTimeStamp

rtd.OptionTickHistoryTOS

The table contains tick history of option data from Thinkorswim thinkDesktop.

COLUMN_NAME	RTD_FORMULA	COMMENT
ID		`PK, IDENTITY`
Code
DateTime	`=DateTime()`
Date	`=Date()`
Time	`=Time()`
Description	`=RTD("tos.rtd",,"DESCRIPTION",[Code])`
Last	`=RTD("tos.rtd",,"LAST",[Code])`
Change	`=RTD("tos.rtd",,"NET_CHANGE",[Code])`
PercentChange	`=RTD("tos.rtd",,"PERCENT_CHANGE",[Code])`
LastSize	`=RTD("tos.rtd",,"LAST_SIZE",[Code])`
LastX	`=RTD("tos.rtd",,"LX",[Code])`
Mark	`=RTD("tos.rtd",,"MARK",[Code])`
MarkChange	`=RTD("tos.rtd",,"MARK_CHANGE",[Code])`
MarkPercentChange	`=RTD("tos.rtd",,"MARK_PERCENT_CHANGE",[Code])`
Bid	`=RTD("tos.rtd",,"BID",[Code])`
Ask	`=RTD("tos.rtd",,"ASK",[Code])`
BidSize	`=RTD("tos.rtd",,"BID_SIZE",[Code])`
AskSize	`=RTD("tos.rtd",,"ASK_SIZE",[Code])`
BidAskSize	`=RTD("tos.rtd",,"BA_SIZE",[Code])`
BidX	`=RTD("tos.rtd",,"BX",[Code])`
AskX	`=RTD("tos.rtd",,"AX",[Code])`
Open	`=RTD("tos.rtd",,"OPEN",[Code])`
High	`=RTD("tos.rtd",,"HIGH",[Code])`
Low	`=RTD("tos.rtd",,"LOW",[Code])`
Close	`=RTD("tos.rtd",,"CLOSE",[Code])`
Volume	`=RTD("tos.rtd",,"VOLUME",[Code])`
OpenInt	`=RTD("tos.rtd",,"OPEN_INT",[Code])`
ImpliedVol	`=RTD("tos.rtd",,"IMPL_VOL",[Code])`
Delta	`=RTD("tos.rtd",,"DELTA",[Code])`
Gamma	`=RTD("tos.rtd",,"GAMMA",[Code])`
Theta	`=RTD("tos.rtd",,"THETA",[Code])`
Vega	`=RTD("tos.rtd",,"VEGA",[Code])`
Rho	`=RTD("tos.rtd",,"RHO",[Code])`
Extrinsic	`=RTD("tos.rtd",,"EXTRINSIC",[Code])`
Intrinsic	`=RTD("tos.rtd",,"INTRINSIC",[Code])`
ProbabilityITM	`=RTD("tos.rtd",,"PROB_OF_EXPIRING",[Code])`
ProbabilityOTM	`=RTD("tos.rtd",,"PROB_OTM",[Code])`
ProbabilityTouch	`=RTD("tos.rtd",,"PROB_OF_TOUCHING",[Code])`
CoveredReturn	`=RTD("tos.rtd",,"COVERED_RETURN",[Code])`
MaxCoveredReturn	`=RTD("tos.rtd",,"MAX_COVERED_RETURN",[Code])`

Real-Time Formulas for MySQL, MariaDB, Oracle Database, IBM DB2, NuoDB, and PostgreSQL

rtd.options_tos

The table contains the last values of option data from Thinkorswim thinkDesktop.

COLUMN_NAME	RTD_FORMULA	COMMENT
CODE		`PK`
DATETIME	`=DateTime()`
DATE	`=Date()`
TIME	`=Time()`
DESCRIPTION	`=RTD("tos.rtd",,"DESCRIPTION",[CODE])`
LAST	`=RTD("tos.rtd",,"LAST",[CODE])`
CHANGE	`=RTD("tos.rtd",,"NET_CHANGE",[CODE])`
PERCENT_CHANGE	`=RTD("tos.rtd",,"PERCENT_CHANGE",[CODE])`
LAST_SIZE	`=RTD("tos.rtd",,"LAST_SIZE",[CODE])`
LAST_X	`=RTD("tos.rtd",,"LX",[CODE])`
MARK	`=RTD("tos.rtd",,"MARK",[CODE])`
MARK_CHANGE	`=RTD("tos.rtd",,"MARK_CHANGE",[CODE])`
MARK_PERCENT_CHANGE	`=RTD("tos.rtd",,"MARK_PERCENT_CHANGE",[CODE])`
BID	`=RTD("tos.rtd",,"BID",[CODE])`
ASK	`=RTD("tos.rtd",,"ASK",[CODE])`
BID_SIZE	`=RTD("tos.rtd",,"BID_SIZE",[CODE])`
ASK_SIZE	`=RTD("tos.rtd",,"ASK_SIZE",[CODE])`
BID_ASK_SIZE	`=RTD("tos.rtd",,"BA_SIZE",[CODE])`
BID_X	`=RTD("tos.rtd",,"BX",[CODE])`
ASK_X	`=RTD("tos.rtd",,"AX",[CODE])`
OPEN	`=RTD("tos.rtd",,"OPEN",[CODE])`
HIGH	`=RTD("tos.rtd",,"HIGH",[CODE])`
LOW	`=RTD("tos.rtd",,"LOW",[CODE])`
CLOSE	`=RTD("tos.rtd",,"CLOSE",[CODE])`
VOLUME	`=RTD("tos.rtd",,"VOLUME",[CODE])`
OPEN_INT	`=RTD("tos.rtd",,"OPEN_INT",[CODE])`
IMPLIED_VOL	`=RTD("tos.rtd",,"IMPL_VOL",[CODE])`
DELTA	`=RTD("tos.rtd",,"DELTA",[CODE])`
GAMMA	`=RTD("tos.rtd",,"GAMMA",[CODE])`
THETA	`=RTD("tos.rtd",,"THETA",[CODE])`
VEGA	`=RTD("tos.rtd",,"VEGA",[CODE])`
RHO	`=RTD("tos.rtd",,"RHO",[CODE])`
EXTRINSIC	`=RTD("tos.rtd",,"EXTRINSIC",[CODE])`
INTRINSIC	`=RTD("tos.rtd",,"INTRINSIC",[CODE])`
PROBABILITY_ITM	`=RTD("tos.rtd",,"PROB_OF_EXPIRING",[CODE])`
PROBABILITY_OTM	`=RTD("tos.rtd",,"PROB_OTM",[CODE])`
PROBABILITY_TOUCH	`=RTD("tos.rtd",,"PROB_OF_TOUCHING",[CODE])`
COVERED_RETURN	`=RTD("tos.rtd",,"COVERED_RETURN",[CODE])`
MAX_COVERED_RETURN	`=RTD("tos.rtd",,"MAX_COVERED_RETURN",[CODE])`
LAST_UPDATE_TIMESTAMP

rtd.option_day_history_tos

The table contains day history of option data from Thinkorswim thinkDesktop.

COLUMN_NAME	RTD_FORMULA	COMMENT
CODE		`PK`
DATE	`=Date()`	`PK`
TIME	`=Time()`
DESCRIPTION	`=RTD("tos.rtd",,"DESCRIPTION",[CODE])`
LAST	`=RTD("tos.rtd",,"LAST",[CODE])`
CHANGE	`=RTD("tos.rtd",,"NET_CHANGE",[CODE])`
PERCENT_CHANGE	`=RTD("tos.rtd",,"PERCENT_CHANGE",[CODE])`
LAST_SIZE	`=RTD("tos.rtd",,"LAST_SIZE",[CODE])`
LAST_X	`=RTD("tos.rtd",,"LX",[CODE])`
MARK	`=RTD("tos.rtd",,"MARK",[CODE])`
MARK_CHANGE	`=RTD("tos.rtd",,"MARK_CHANGE",[CODE])`
MARK_PERCENT_CHANGE	`=RTD("tos.rtd",,"MARK_PERCENT_CHANGE",[CODE])`
BID	`=RTD("tos.rtd",,"BID",[CODE])`
ASK	`=RTD("tos.rtd",,"ASK",[CODE])`
BID_SIZE	`=RTD("tos.rtd",,"BID_SIZE",[CODE])`
ASK_SIZE	`=RTD("tos.rtd",,"ASK_SIZE",[CODE])`
BID_ASK_SIZE	`=RTD("tos.rtd",,"BA_SIZE",[CODE])`
BID_X	`=RTD("tos.rtd",,"BX",[CODE])`
ASK_X	`=RTD("tos.rtd",,"AX",[CODE])`
OPEN	`=RTD("tos.rtd",,"OPEN",[CODE])`
HIGH	`=RTD("tos.rtd",,"HIGH",[CODE])`
LOW	`=RTD("tos.rtd",,"LOW",[CODE])`
CLOSE	`=RTD("tos.rtd",,"CLOSE",[CODE])`
VOLUME	`=RTD("tos.rtd",,"VOLUME",[CODE])`
OPEN_INT	`=RTD("tos.rtd",,"OPEN_INT",[CODE])`
IMPLIED_VOL	`=RTD("tos.rtd",,"IMPL_VOL",[CODE])`
DELTA	`=RTD("tos.rtd",,"DELTA",[CODE])`
GAMMA	`=RTD("tos.rtd",,"GAMMA",[CODE])`
THETA	`=RTD("tos.rtd",,"THETA",[CODE])`
VEGA	`=RTD("tos.rtd",,"VEGA",[CODE])`
RHO	`=RTD("tos.rtd",,"RHO",[CODE])`
EXTRINSIC	`=RTD("tos.rtd",,"EXTRINSIC",[CODE])`
INTRINSIC	`=RTD("tos.rtd",,"INTRINSIC",[CODE])`
PROBABILITY_ITM	`=RTD("tos.rtd",,"PROB_OF_EXPIRING",[CODE])`
PROBABILITY_OTM	`=RTD("tos.rtd",,"PROB_OTM",[CODE])`
PROBABILITY_TOUCH	`=RTD("tos.rtd",,"PROB_OF_TOUCHING",[CODE])`
COVERED_RETURN	`=RTD("tos.rtd",,"COVERED_RETURN",[CODE])`
MAX_COVERED_RETURN	`=RTD("tos.rtd",,"MAX_COVERED_RETURN",[CODE])`
LAST_UPDATE_TIMESTAMP

rtd.option_tick_history_tos

The table contains tick history of option data from Thinkorswim thinkDesktop.

COLUMN_NAME	RTD_FORMULA	COMMENT
ID		`PK, IDENTITY`
CODE
DATETIME	`=DateTime()`
DATE	`=Date()`
TIME	`=Time()`
DESCRIPTION	`=RTD("tos.rtd",,"DESCRIPTION",[CODE])`
LAST	`=RTD("tos.rtd",,"LAST",[CODE])`
CHANGE	`=RTD("tos.rtd",,"NET_CHANGE",[CODE])`
PERCENT_CHANGE	`=RTD("tos.rtd",,"PERCENT_CHANGE",[CODE])`
LAST_SIZE	`=RTD("tos.rtd",,"LAST_SIZE",[CODE])`
LAST_X	`=RTD("tos.rtd",,"LX",[CODE])`
MARK	`=RTD("tos.rtd",,"MARK",[CODE])`
MARK_CHANGE	`=RTD("tos.rtd",,"MARK_CHANGE",[CODE])`
MARK_PERCENT_CHANGE	`=RTD("tos.rtd",,"MARK_PERCENT_CHANGE",[CODE])`
BID	`=RTD("tos.rtd",,"BID",[CODE])`
ASK	`=RTD("tos.rtd",,"ASK",[CODE])`
BID_SIZE	`=RTD("tos.rtd",,"BID_SIZE",[CODE])`
ASK_SIZE	`=RTD("tos.rtd",,"ASK_SIZE",[CODE])`
BID_ASK_SIZE	`=RTD("tos.rtd",,"BA_SIZE",[CODE])`
BID_X	`=RTD("tos.rtd",,"BX",[CODE])`
ASK_X	`=RTD("tos.rtd",,"AX",[CODE])`
OPEN	`=RTD("tos.rtd",,"OPEN",[CODE])`
HIGH	`=RTD("tos.rtd",,"HIGH",[CODE])`
LOW	`=RTD("tos.rtd",,"LOW",[CODE])`
CLOSE	`=RTD("tos.rtd",,"CLOSE",[CODE])`
VOLUME	`=RTD("tos.rtd",,"VOLUME",[CODE])`
OPEN_INT	`=RTD("tos.rtd",,"OPEN_INT",[CODE])`
IMPLIED_VOL	`=RTD("tos.rtd",,"IMPL_VOL",[CODE])`
DELTA	`=RTD("tos.rtd",,"DELTA",[CODE])`
GAMMA	`=RTD("tos.rtd",,"GAMMA",[CODE])`
THETA	`=RTD("tos.rtd",,"THETA",[CODE])`
VEGA	`=RTD("tos.rtd",,"VEGA",[CODE])`
RHO	`=RTD("tos.rtd",,"RHO",[CODE])`
EXTRINSIC	`=RTD("tos.rtd",,"EXTRINSIC",[CODE])`
INTRINSIC	`=RTD("tos.rtd",,"INTRINSIC",[CODE])`
PROBABILITY_ITM	`=RTD("tos.rtd",,"PROB_OF_EXPIRING",[CODE])`
PROBABILITY_OTM	`=RTD("tos.rtd",,"PROB_OTM",[CODE])`
PROBABILITY_TOUCH	`=RTD("tos.rtd",,"PROB_OF_TOUCHING",[CODE])`
COVERED_RETURN	`=RTD("tos.rtd",,"COVERED_RETURN",[CODE])`
MAX_COVERED_RETURN	`=RTD("tos.rtd",,"MAX_COVERED_RETURN",[CODE])`