Access Thinkorswim Option Data with TOS.RTD
Overview
The RTD database includes predefined tables for retrieving real-time data from thinkorswim desktop.
Use option tables to access data for options. For stocks, futures, and currency pairs, utilize the quote tables.
RTD formulas are preferred over DDE formulas. However, be aware that thinkorswim desktop may crash when requesting more than 200,000 topics.
RTD formulas can be converted to DDE using the patches from the database template folders.
Disable unnecessary columns to minimize server overhead.
The RTD server does not provide an actual data timestamp.
The datetime, date, and time fields are updated using local system time adjusted to the table's configured time zone (Eastern Standard Time).
Real-Time Data Tables
Table Configurations
| table_schema | table_name | load_code | is_history |
|---|---|---|---|
| rtd | tos_option_list | ||
| rtd | tos_last_option_data | SELECT code FROM rtd.tos_option_list | |
| rtd | tos_historical_option_data | SELECT code FROM rtd.tos_option_list | |
| rtd | tos_option_data_ticks | SELECT code FROM rtd.tos_option_list | 1 |
Task Table Examples
tos_option_list:
| code |
|---|
| .AAPL260116C200 |
| .AAPL260116C300 |
| .AAPL260116P200 |
| .AAPL260116P300 |
Primary Key Columns
| table_schema | table_name | column_name | rtd_formula | comment |
|---|---|---|---|---|
| rtd | tos_last_option_data | code | PK | |
| rtd | tos_historical_option_data | code | PK | |
| rtd | tos_historical_option_data | date | =Date() | PK |
| rtd | tos_option_data_ticks | id | PK, IDENTITY |
Real-Time Data Formulas
tos_last_option_data
This table contains the most recent values of option data from thinkorswim desktop.
| 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 |
tos_historical_option_data
This table stores daily historical records of option data from thinkorswim desktop.
| 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 |
tos_option_data_ticks
This table stores tick-level historical data of option data from thinkorswim desktop.
| 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]) |