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Equity Option Time and Sales (BET_TS) Functions

Insert equity option time and sales data into your spreadsheet using =BET_TS function via two methods: all transactions by date or all transactions by date with a time range. When entering in the syntax you will be prompted to enter in the subsequent fields:

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Enter in the strike price, an applicable field (see below for all supported fields) and then the start and end date.

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(Note: equity option time and sales data is available on a per day basis so the start and end date will need to be identical)

For all option data on a given date, the last parameter, ‘Set Date Not As Formula', must be set to TRUE. Once all required entries are set, hit enter and the data will insert into the sheet.

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Below is an example of a query only specifying a date:

=BET_TS("INTC|20231020|44.00C","LastSize","6/28/2023","6/28/2023",TRUE)

To specify a time range in addition to the date, after inserting the syntax, strike, and field, you will need to use the DATE and TIME functions.

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DATE requires the following inputs comma separated:

(year, month, day)

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TIME requires the following inputs comma separated:

(hour, minute, second)

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Once all parameters are set, hit enter and the equity option time and sales data will be inserted into the sheet.

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Below is an example of a query specifying a date and time range:

=BET_TS("CHPT|20230707|9.00P","LastSize",DATE(2023,6,29)+TIME(9,30,0),DATE(2023,6,29)+TIME(9,59,0))

Below are the available equity option time and sales fields: