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Aspen Graphics allows you to create synthetic symbols in Excel and export them to the Aspen Graphics Server. Synthetic Symbol creation establishes an instrument record in the Aspen databases. Separate operations are required to export historical and real-time data from Excel. Prior to exporting data, the synthetic symbol must first be created in the Aspen Graphics Server.
To do this, load Excel. Then click the lightning bolt icon in the Aspen button bar.
This displays the Create Symbol DDE Helper dialog:
The Create Symbol DDE Helper (see figure 4) appears which allows you to enter the information Aspen needs to define a symbol.
Before naming your symbol, check to make sure there is not an existing symbol trading with that name. In Aspen, open the Superquote page. Then, enter the symbol you want to use. If the message "<name_of_symbol> undefined" appears, it is okay to use this symbol. If it is quoted, try another symbol.
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Field |
Entry |
Example |
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Symbol |
Name of Symbol. |
Corn_Spread |
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Description |
Description of Symbol (appears on charts and some quote windows).
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Custom July/Sept. Spread |
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Scale |
Units in which a symbol trades.
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1/8 |
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Exchange |
Exchange on which the instrument will trade. (for synthetic symbols based on real symbols, use the exchange for the real symbol.)
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CBOT |
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Type |
Type of Instrument (stock, future, option, etc.).
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Future |
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Base 100 |
Only for interest rate futures subtracted from 100.
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<blank> |
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Currency |
Currency in which the instrument trades. US Dollars Amount/Pt Dollar value of a one-point move (same as "Dollars" on Superquote)
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50 |
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Volatility |
Optional. Base volatility at-the-money.
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<blank> |
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Minimum |
Tick Minimum number of ticks per trade (If the smallest amount a symbol can uptick or downtick is 1/8, the minimum tick should be 1.)
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1 |
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Expiration |
Date of Expiration of your symbol.
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12/31/97 |
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Trading Hours |
Session start and ending times, and time zone of exchange (left blank, these will default to the exchange entered above).
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<blank> |
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Strike Price |
Strike price of the option.
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Underlying Symbol |
Symbol for the underlying instrument of the option.
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Strike Scale |
Minimum strike units.
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Put/Call |
What kind of option is being created?
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Option Type |
Option Type American (exercise before or at expiration) or European (exercise at expiration only).
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Once the fields from Table 1 have entries and OK is selected, your new symbol is automatically entered in your Aspen Symbol Info List. It will now be defined on your Aspen system but there won't be any price data for it yet. To learn how to insert historical data, click here. To learn how to insert real-time data, click here.