Excel & Python Integration

From spreadsheet formulas to Python scripts - access live market data your way

⚡ Easy setup process
📊 Works with existing models
🔍 Full calculation transparency

Simple Excel Integration

Type simple formulas and watch prices update automatically. Works with your existing spreadsheet models - no programming required.

1-Click Add-in Installation
<100ms Update Latency
Zero IT Support Needed
📊 YourTradingModel.xlsx
A
B
C
D
1
Currency Pair
Bid
Ask
2
EUR/USD
1.0847
1.0849
3
GBP/USD
1.2654
1.2656
4
=OPS("EUR/USD","BID")

Simple Formulas, Powerful Results

Basic Price Lookup

=OPS("USD/TWD", "BID")

Get live bid price for major and TWD currency pairs

Volatility Surface

=OPS("EUR/TWD", "VOL", "1M", "-10")

Get 10-delta put volatility for TWD pairs and major pairs

Forward Rates

=OPS("TWD", "FORWARD", "3M", "6M")

Get forward interest rates for TWD and major currencies

Option Prices

=OPS("USD/TWD", "OPTION", "CALL", 32.0, "1M")

Live option pricing for TWD pairs with your strikes

Everything You Need for Excel Integration

🔄

RTD Server Included

Real-time data functions that update automatically as markets move. No manual refresh needed.

🛡️

Error Handling

Graceful handling of market closures, connection issues, and invalid parameters.

📋

Copy & Paste Ready

Formulas work across cells, sheets, and workbooks. Share models with colleagues easily.

⚙️

Configurable Updates

Set update frequency per formula - from real-time to daily snapshots.

🐍 market_analysis.py
# Connect to OpenPriceStream
import openpricestream as ops
client = ops.connect()
# Get current market prices
price = client.get_price('EUR/USD')
vol_smile = client.get_volatility('EUR/USD', '1M')
# Export for reports
vol_smile.to_csv('daily_report.csv')

Python Access - No PhD Required

Simple commands that any trader can use. Get market data, export to CSV, integrate with your existing analysis - all in just a few lines.

✨ Three lines to any market price
📊 Works with Jupyter, VS Code, and scripts
💾 One-click CSV export for reports

Interactive Python Examples

Copy-paste ready code for traders and analysts

Basic Price Lookup

Get current market prices with just 3 lines of code

🐍 trading_example.py
# Connect to OpenPriceStream
import openpricestream as ops
client = ops.connect()

# Get current market prices - major pairs and TWD pairs
eur_usd = client.get_price('EUR/USD')
usd_twd = client.get_price('USD/TWD')

print(f"EUR/USD: {eur_usd.bid} / {eur_usd.ask}")
print(f"USD/TWD: {usd_twd.bid} / {usd_twd.ask}")

# Calculate spreads
eur_spread = eur_usd.ask - eur_usd.bid
twd_spread = usd_twd.ask - usd_twd.bid
print(f"EUR/USD Spread: {eur_spread:.4f}")
print(f"USD/TWD Spread: {twd_spread:.2f}")
⚡ Works with Python 3.7+
📦 Single pip install
📚 Jupyter notebook ready
🔗 Pandas integration

See Every Calculation Step - No Black Boxes

Watch how volatility smiles are built, see every interpolation step, validate with your own models

Live Volatility Surface Demo - EUR/USD

1W
1M
3M
6M
1Y
80%
90%
95%
100%
105%
110%
120%
Implied Volatility
3% 9% 15%

Current Model Parameters

ATM Vol: 7.2%
Risk Reversal: -0.8%
Butterfly: 0.3%
Model: SVI
Live Updates Active

📊 Live Visualization

Watch volatility smiles update in real-time as market data changes

📋 CSV Export

Export every calculation step for validation in Excel or Python

🔄 Model Comparison

Compare your models side-by-side with bank standard calculations

Setup and Integration

Complete setup guide with validation data and step-by-step documentation

Day 1

Excel Add-in Setup

Download and install the Excel add-in. Connect to live market data feeds in your spreadsheets.

• One-click installer • Works with Excel 2016+ • No admin rights required
Day 2

Python Library Installation

Simple pip install and you're ready to access any market data with just three lines of code.

• pip install openpricestream • Works with Python 3.7+ • Jupyter notebook examples included
Day 3

Model Integration

Upload your custom models and see them run alongside bank standards with full calculation transparency.

• Web interface for model upload • Side-by-side validation • Comprehensive test data provided

Ready to Transform Your Trading Workflow?

Start with Excel formulas today, expand to custom models tomorrow

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