{"id":2208,"date":"2018-07-10T15:16:56","date_gmt":"2018-07-10T13:16:56","guid":{"rendered":"http:\/\/dobretrejdy.com\/?p=2208"},"modified":"2025-11-05T14:22:36","modified_gmt":"2025-11-05T12:22:36","slug":"historicka-data-z-ib-do-excelu","status":"publish","type":"post","link":"https:\/\/dobretrejdy.com\/?p=2208","title":{"rendered":"Historick\u00e1 data z IB do Excelu"},"content":{"rendered":"

\u00a0\u00a0 Ve sv\u00fdch p\u0159\u00edsp\u011bvc\u00edch odkazuji na mo\u017en\u00e9 datov\u00e9 zdroje pro r\u016fzn\u00e9 anal\u00fdzy a vypad\u00e1 to, \u017ee m\u00fdm favoritem v\u00a0poskytov\u00e1n\u00ed historick\u00fdch dat je server Quandl.com<\/a><\/span><\/strong>, kde mohu z\u00edskat zdarma nap\u0159\u00edklad denn\u00ed Close data nejzn\u00e1m\u011bj\u0161\u00edch akciov\u00fdch titul\u016f. Bohu\u017eel mus\u00edm konstatovat, \u017ee po ukon\u010den\u00ed aktualizace datab\u00e1ze WIKI, kter\u00e1 obsahovala velk\u00e9 mno\u017estv\u00ed akciov\u00fdch titul\u016f, u\u017e na serverech Quandl.com nezb\u00fdv\u00e1 mnoho datab\u00e1z\u00ed, kter\u00e9 by zadarmo poskytovaly nejz\u00e1kladn\u011bj\u0161\u00ed data alespo\u0148 pro akciov\u00e9 tituly, z\u00a0datab\u00e1ze EOD mohu nap\u0159\u00edklad stahovat zdarma data pouze pro nejb\u011b\u017en\u011bj\u0161\u00ed a nejv\u011bt\u0161\u00ed akciov\u00e9 tituly, v\u00edce ji\u017e mi nen\u00ed zdarma nab\u00edzeno. Pr\u00e1ci s\u00a0Quandl.com jsem ukazoval tak\u00e9 proto, \u017ee z\u00a0n\u00ed lze pohodln\u011b stahovat data do Excelu, co\u017e je skv\u011bl\u00e9 pro dal\u0161\u00ed pr\u00e1ci v\u00a0tomto pravd\u011bpodobn\u011b nejb\u011b\u017en\u011bj\u0161\u00edm analytick\u00e9m n\u00e1stroji. Proto\u017ee jsem klientem brokera Interactive Brokers<\/strong> a vych\u00e1z\u00edm z\u00a0p\u0159edpokladu, \u017ee valn\u00e1 v\u011bt\u0161ina \u010dten\u00e1\u0159\u016f pou\u017e\u00edv\u00e1 tohoto brokera, bude p\u0159edm\u011btem tohoto \u010dl\u00e1nku jednoduch\u00e1 uk\u00e1zka, jak po\u0159\u00eddit z\u00e1kladn\u00ed akciov\u00e1 historick\u00e1 data<\/strong> do Excelu pr\u00e1v\u011b od tohoto poskytovatele. Nebudu ji\u017e pot\u0159ebovat nav\u0161t\u011bvovat str\u00e1nky Quandl.com nebo dokonce stahovat jeho dopln\u011bk do Excelu, ale k\u00a0z\u00edsk\u00e1n\u00ed historick\u00fdch dat mi posta\u010d\u00ed pouze spu\u0161t\u011bn\u00e1 platforma TWS a m\u00edrn\u011b upraven\u00fd excelovsk\u00fd se\u0161it.<\/span><\/p>\n

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Omezen\u00ed rozsahu dat<\/span><\/strong><\/h2>\n

\u00a0\u00a0 Proto\u017ee nic nen\u00ed \u00fapln\u011b dokonal\u00e9, je t\u0159eba si dop\u0159edu uk\u00e1zat, jak budou m\u00e1 data limitov\u00e1na<\/strong>, jin\u00fdmi slovy, jak\u00e1 historick\u00e1 data jsem schopen po\u0159\u00eddit a jak\u00e1 historick\u00e1 data ji\u017e po\u0159\u00eddit nelze. Na obr\u00e1zku n\u00ed\u017ee jsou pops\u00e1na omezen\u00ed p\u0159\u00edmo ze str\u00e1nek poskytovatele – Interactive Brokers<\/span><\/p>\n

\"\"<\/span><\/p>\n

\u00a0\u00a0 Z\u00a0textu je patrn\u00e9, \u017ee nebude mo\u017en\u00e9<\/strong> z\u00edskat historick\u00e1 data pro op\u010dn\u00ed kontrakty<\/strong>, kter\u00e9 ji\u017e expirovaly a tak\u00e9 alespo\u0148 EOD (End-Of-Day) ceny op\u010dn\u00edch kontrakt\u016f, kter\u00e9 se obchoduj\u00ed a doposud neexpirovaly. My\u0161lenku, \u017ee budu moci zapomenout na skv\u011bl\u00fd thinkorswim s\u00a0historick\u00fdmi cenami opc\u00ed, mus\u00edm tedy odlo\u017eit. Naopak ale u instrument\u016f, u kter\u00fdch jsou historick\u00e1 data dostupn\u00e1, mohu z\u00edskat data na ni\u017e\u0161\u00edch \u010dasov\u00fdch r\u00e1mc\u00edch, ne\u017e jsou pouze EOD data poskytov\u00e1na nap\u0159\u00edklad z\u00a0Quandl.com. V\u0161e ostatn\u011b vyplyne ze\u00a0samotn\u00e9ho nastaven\u00ed p\u0159ipojen\u00ed a struktury dotazu na po\u017eadovan\u00e1 historick\u00e1 data. K hladk\u00e9mu fungov\u00e1n\u00ed stahov\u00e1n\u00ed historick\u00fdch dat do m\u00e9ho excelovsk\u00e9ho se\u0161itu prost\u0159ednictv\u00edm Interactive Brokers pot\u0159ebuji t\u0159i z\u00e1kladn\u00ed v\u011bci: 1\/<\/strong> Nastavit<\/strong> platformu<\/strong> TWS<\/strong>, 2\/<\/strong> Nastavit excelovsk\u00fd se\u0161it<\/strong> a 3\/<\/strong> Pochopit<\/strong>\u00a0nastaven\u00ed\u00a0po\u017eadavku na data<\/strong><\/span><\/p>\n

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Nastaven\u00ed TWS<\/span><\/strong><\/h1>\n

\u00a0\u00a0 P\u0159\u00edpravu k\u00a0na\u010d\u00edt\u00e1n\u00ed dat mus\u00edm za\u010d\u00edt u nastaven\u00ed platformy TWS. Data do sv\u00e9ho excelovsk\u00e9ho se\u0161itu budu od m\u00e9ho brokera z\u00edsk\u00e1vat prost\u0159ednictv\u00edm API<\/strong> a technologi\u00ed DDE (Dynamic Data Exchange). K\u00a0tomu, abych mohl toto API vyu\u017e\u00edvat, mus\u00edm jej m\u00edt nainstalov\u00e1no na sv\u00e9m po\u010d\u00edta\u010di<\/strong>. Nen\u00ed asi zapot\u0159eb\u00ed dod\u00e1vat, \u017ee v\u0161e je vhodn\u00e9 si vyzkou\u0161et a nastavit na spu\u0161t\u011bn\u00e9m Demo \u00fa\u010dtu, sice nebudu pos\u00edlat prost\u0159ednictv\u00edm m\u00e9ho Excelu \u017e\u00e1dn\u00e9 obchodn\u00ed p\u0159\u00edkazy, ale je jist\u011bj\u0161\u00ed v\u0161e vyzkou\u0161et na tomto simulovan\u00e9m \u00fa\u010dtu. Pokud je\u0161t\u011b takov\u00fd \u201ecvi\u010dn\u00fd\u201c \u00fa\u010det nem\u00e1m z\u0159\u00edzen, lze postupovat podle tohoto n\u00e1vodu<\/a>.<\/span><\/strong> Tak\u00e9 mus\u00edm podotknout, \u017ee \u017e\u00e1dn\u00e9 stahov\u00e1n\u00ed dat nebude fungovat, pokud nem\u00e1m re\u00e1ln\u00fd \u00fa\u010det<\/strong> u Interactive Brokers, kter\u00fd je\u00a0nafundov\u00e1n pen\u011bzi<\/strong> a p\u0159ipraven\u00fd k\u00a0obchodov\u00e1n\u00ed.\u00a0<\/span><\/p>\n

\u00a0\u00a0 API software nainstaluji do sv\u00e9ho po\u010d\u00edta\u010de ze str\u00e1nek Interactive Brokers<\/a><\/span><\/strong>, kliknut\u00edm na tla\u010d\u00edtko GET API SOFTWARE<\/strong>.<\/span><\/p>\n

\"\"<\/p>\n

\u00a0Po \u00fasp\u011b\u0161n\u00e9 instalaci API na m\u00e9m po\u010d\u00edta\u010di mus\u00edm povolit komunikaci m\u00e9ho Excelu s datov\u00fdm rozhran\u00edm m\u00e9ho brokera. V\u00a0hlavn\u00edm okn\u011b platformy TWS postupuji podle n\u00ed\u017ee uveden\u00e9ho obr\u00e1zku<\/span><\/p>\n

\"\"<\/p>\n

\u00a0 \u00a0(1)<\/strong> Na p\u00e1su n\u00e1stroj\u016f kliknu na \u201eConfigure<\/strong>\u201c<\/span><\/p>\n

\u00a0 \u00a0(2)<\/strong> Z \u201eConfiguration<\/strong>\u201c vyberu \u201eAPI<\/strong>\u201c a n\u00e1sledn\u011b potvrd\u00edm \u201eSettings<\/strong>\u201c<\/span><\/p>\n

\u00a0 \u00a0(3)<\/strong> V\u00a0okn\u011b mo\u017en\u00fdch voleb vpravo vyberu a zatrhnu \u201eEnable DDE clients<\/strong>\u201c<\/span><\/p>\n

\u00a0 \u00a0(4)<\/strong> Nastaven\u00ed potvrd\u00edm kliknut\u00edm na \u201eOK<\/strong>\u201c<\/span><\/p>\n

\u00a0 \u00a0Doporu\u010duji nastavit aplikaci TWS jako na obr\u00e1zku, v\u00a0dal\u0161\u00edm \u010dl\u00e1nku se chci zm\u00ednit o streamov\u00e1n\u00ed re\u00e1ln\u00fdch dat z\u00a0IB do Excelu, tak\u017ee se nastaven\u00ed bude hodit i pro tyto mo\u017en\u00e9 pot\u0159eby.<\/span>\u00a0T\u00edmto je m\u00e1 obchodn\u00ed platforma, v\u00a0m\u00e9m p\u0159\u00edpad\u011b demo \u00fa\u010det, p\u0159ipraven k\u00a0pr\u00e1ci z\u00a0p\u0159ipraven\u00fdch excelovsk\u00fdm se\u0161item.<\/span><\/p>\n

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Nastaven\u00ed Excelu<\/span><\/strong><\/h1>\n

\u00a0\u00a0 Z\u00edsk\u00e1n\u00ed historick\u00fdch dat pomoc\u00ed TWS brokera Interactive Brokers prost\u0159ednictv\u00edm Excelu je koncipov\u00e1no na z\u00e1klad\u011b vytvo\u0159en\u00ed spr\u00e1vn\u011b formulovan\u00e9ho po\u017eadavku v\u00a0bu\u0148ce Excelu, kter\u00fd, odesl\u00e1n jako DDE spust\u00ed proceduru sta\u017een\u00ed dat do m\u00e9ho se\u0161itu. Ne\u017e se pod\u00edv\u00e1m na konstrukci takov\u00e9ho po\u017eadavku, tak je jist\u00e9, \u017ee budu cht\u00edt a pot\u0159ebovat sv\u016fj po\u017eadavek m\u011bnit a po\u017eadovat r\u016fzn\u00e9 typy dat, proto mus\u00edm v Excelu vytvo\u0159it a nastavit \u201etla\u010d\u00edtko\u201c, kter\u00e9 bude takov\u00e9 nov\u00e9 po\u017eadavky odes\u00edlat. Proto\u017ee nechci ve sv\u00e9 uk\u00e1zce zab\u00edhat do podrobnost\u00ed s\u00a0prac\u00ed s\u00a0VBA a pokou\u0161et se p\u0159edv\u00e1d\u011bt, jak si toto v\u0161e mohu samostatn\u011b naprogramovat a vylep\u0161it, bude krok k\u00a0vytvo\u0159en\u00ed takov\u00e9ho spou\u0161t\u011bc\u00edho tla\u010d\u00edtka pouh\u00fdm sledem krok\u016f, kter\u00e9 jen jednodu\u0161e napodob\u00edm.<\/span><\/p>\n

\u00a0\u00a0 Na p\u00e1su n\u00e1stroj\u016f p\u0159ipraven\u00e9ho nov\u00e9ho excelovsk\u00e9ho se\u0161itu kliknu na \u201eV\u00fdvoj\u00e1\u0159<\/strong>\u201c (1)<\/strong> a ze zvolen\u00e9 nab\u00eddky vyberu \u201eVisual Basic<\/strong>\u201c (2)<\/strong>.<\/span><\/p>\n

\"\"<\/p>\n

\u00a0\u00a0 T\u00edmto krokem je iniciov\u00e1no okno pro pr\u00e1ci s\u00a0Visual Basic, co\u017e m\u011b nemus\u00ed nijak zneklid\u0148ovat, proto\u017ee m\u011b \u017e\u00e1dn\u00e9 programov\u00e1n\u00ed nebude \u010dekat. V\u00fdchoz\u00ed okno t\u00e9to nab\u00eddky by m\u011blo vypadat jako na n\u00ed\u017ee uveden\u00e9m obr\u00e1zku.<\/span><\/p>\n

\"\"<\/p>\n

\u00a0 Nastaven\u00ed zkontroluji podle jednotliv\u00fdch \u0161ipek. Nyn\u00ed provedu nejt\u011b\u017e\u0161\u00ed program\u00e1torskou pr\u00e1ci<\/strong>, kdy\u017e do takto p\u0159ipraven\u00e9ho okna zkop\u00edruji n\u00ed\u017ee uveden\u00fd script<\/strong>, ve kter\u00e9m provedu pouze jednu jedinou \u00fapravu, a to v\u00a0m\u00edst\u011b, kter\u00e9 jsem \u010derven\u011b ozna\u010dil.<\/strong> Toto m\u00edsto ozna\u010duje n\u00e1zev u\u017eivatelsk\u00e9ho \u00fa\u010dtu<\/strong> u Interactive Brokers, kter\u00e9 po\u017eaduje sta\u017een\u00ed historick\u00fdch dat, je to tedy to p\u0159ihla\u0161ovac\u00ed jm\u00e9no, kter\u00e9 vypl\u0148uji do p\u0159ihla\u0161ovac\u00edho boxu p\u0159i spou\u0161t\u011bn\u00ed aplikace TWS na m\u00e9m po\u010d\u00edta\u010di, pozor \u2013 p\u00edsmeno „S“<\/strong>\u00a0p\u0159ed ozna\u010den\u00edm p\u0159ihla\u0161ovac\u00edho jm\u00e9na mus\u00ed z\u016fstat zachov\u00e1no<\/strong>, pokud se tedy p\u0159ihla\u0161uji jako novak156<\/strong>, potom mus\u00edm n\u00ed\u017ee uvedenou \u010dervenou \u010d\u00e1st scriptu ozna\u010denou jako „mujucet123“ m\u00edt ve tvaru \u201eSnovak156<\/strong>\u201c\u00a0 \u00a0\u00a0<\/span><\/p>\n

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Sub fetchHistoricalData()<\/span><\/p>\n

\u00a0\u00a0\u00a0 Dim TheArray() As Variant<\/span><\/p>\n

\u00a0\u00a0\u00a0 TheArray = getData(„Smujucet123<\/strong><\/span>„, „hist“, „id4?result“)<\/span><\/p>\n

\u00a0\u00a0\u00a0 Call populate(TheArray)<\/span><\/p>\n

End Sub<\/span><\/p>\n

Function getData(serverName, topic, request)<\/span><\/p>\n

\u00a0\u00a0\u00a0 Dim chan As Integer<\/span><\/p>\n

\u00a0\u00a0\u00a0 chan = Application.DDEInitiate(serverName, topic)<\/span><\/p>\n

\u00a0\u00a0\u00a0 getData = Application.DDERequest(chan, request)<\/span><\/p>\n

\u00a0\u00a0\u00a0 Application.DDETerminate chan<\/span><\/p>\n

End Function<\/span><\/p>\n

Sub populate(ByRef TheArray() As Variant)<\/span><\/p>\n

On Error GoTo ErrHandler<\/span><\/p>\n

\u00a0\u00a0\u00a0 For i = 1 To UBound(TheArray)<\/span><\/p>\n

\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Range(„F“ & i + 1).Value = TheArray(i, 1)<\/span><\/p>\n

\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Range(„G“ & i + 1).Value = TheArray(i, 2)<\/span><\/p>\n

\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Range(„H“ & i + 1).Value = TheArray(i, 3)<\/span><\/p>\n

\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Range(„I“ & i + 1).Value = TheArray(i, 4)<\/span><\/p>\n

\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Range(„J“ & i + 1).Value = TheArray(i, 5)<\/span><\/p>\n

\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Range(„K“ & i + 1).Value = TheArray(i, 6)<\/span><\/p>\n

\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Range(„L“ & i + 1).Value = TheArray(i, 7)<\/span><\/p>\n

\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Range(„M“ & i + 1).Value = TheArray(i, 8)<\/span><\/p>\n

\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Range(„N“ & i + 1).Value = TheArray(i, 9)<\/span><\/p>\n

\u00a0\u00a0\u00a0 Next<\/span><\/p>\n

ErrHandler:<\/span><\/p>\n

\u00a0\u00a0\u00a0 Exit Sub<\/span><\/p>\n

End Sub<\/span><\/p>\n

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\u00a0\u00a0 Programovac\u00ed dovednosti tedy potvrd\u00edm vyu\u017eit\u00edm tla\u010d\u00edtek Ctrl+C a Ctrl+V, abych tento script vlo\u017eil do okna pro VBA. Cel\u00fd proces by m\u011bl nakonec kone\u010dnou podobu podle n\u00ed\u017ee uveden\u00e9ho obr\u00e1zku<\/span><\/p>\n

\"\"<\/p>\n

\u00a0\u00a0 Cel\u00fd script vlo\u017e\u00edm do m\u00edsta ozna\u010den\u00e9ho (1)<\/strong>, celou transakci potvrd\u00edm ulo\u017een\u00edm (2)<\/strong> a okno zav\u0159u (3)<\/strong>. Touto operac\u00ed jsem do se\u0161itu vlo\u017eil instrukce \u2013 jednotliv\u00e1 makra a funkce, kter\u00e9 pomohou nastavit DDE po\u017eadavek a kan\u00e1l, kter\u00fdm budou sta\u017eena data do m\u00e9ho se\u0161itu a tam tak\u00e9 rozm\u00edst\u011bna a zobrazena. Abych mohl vlo\u017een\u00e9 po\u017eadovan\u00e9 makro pro opakovan\u00e9 na\u010d\u00edt\u00e1n\u00ed historick\u00fdch dat pohodln\u011b spou\u0161t\u011bt p\u0159\u00edmo s \u201eplochy se\u0161itu\u201c, vyu\u017eiji funkce Excelu a takov\u00e9 \u201espou\u0161t\u011bc\u00ed tla\u010d\u00edtko\u201c si vyrob\u00edm.<\/span><\/p>\n

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\u00a0\u00a0 Z\u00a0nab\u00eddky \u201eV\u00fdvoj\u00e1\u0159<\/strong>\u201c (1)<\/strong> vyberu \u201eVlo\u017eit<\/strong>\u201c (2)<\/strong> a z\u00a0nab\u00eddky prvk\u016f si vyberu prvn\u00ed nab\u00edzenou mo\u017enost z \u201eOvl\u00e1dac\u00edch prvk\u016f formul\u00e1\u0159e<\/strong>\u201c, a to ikonu \u201eTla\u010d\u00edtko<\/strong>\u201c (3)<\/strong>. Pokud budu postupovat t\u00edmto zp\u016fsobem, po volb\u011b \u201eTla\u010d\u00edtko\u201c se mi zm\u011bn\u00ed \u0161ipka m\u00e9ho ukazatele my\u0161i na mal\u00fd k\u0159\u00ed\u017eek a t\u00edmto k\u0159\u00ed\u017ekem si mohu ta\u017een\u00edm my\u0161\u00ed p\u0159i stisknut\u00e9m lev\u00e9m tla\u010d\u00edtku vytvo\u0159it v\u00a0se\u0161itu po\u017eadovan\u00e9 tla\u010d\u00edtko. Cel\u00fd v\u00fd\u0161e uveden\u00fd grafick\u00fd proces s\u00a0vytvo\u0159en\u00edm tla\u010d\u00edtka by m\u011bl skon\u010dit tak, jak je patrn\u00e9 na obr\u00e1zku<\/span><\/p>\n

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\u00a0\u00a0 Takto vytvo\u0159en\u00e9 tla\u010d\u00edtko je mo\u017en\u00e9 upravit a hlavn\u011b p\u0159ipravit ke spou\u0161t\u011bn\u00ed o\u010dek\u00e1van\u00e9 funkce <\/strong>pro na\u010d\u00edt\u00e1n\u00ed historick\u00fdch dat. Toto mohu za\u0159\u00eddit kliknut\u00edm prav\u00fdm tla\u010d\u00edtkem my\u0161i na oblast tla\u010d\u00edtka a mohu z\u00a0nab\u00eddky vybrat dal\u0161\u00ed \u00fakony, v\u0161e jako na n\u00ed\u017ee uveden\u00e9m obr\u00e1zku<\/span><\/p>\n

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\u00a0\u00a0 Mo\u017enost\u00ed \u201eUpravit text<\/strong>\u201c (1)<\/strong> mohu tla\u010d\u00edtko p\u0159ejmenovat nap\u0159\u00edklad popisem, co od n\u011bj budu o\u010dek\u00e1vat po jeho stisknut\u00ed. D\u016fle\u017eit\u011bj\u0161\u00ed ov\u0161em je upravit nab\u00eddku tla\u010d\u00edtka \u201eP\u0159i\u0159adit makro\u2026<\/strong>\u201c (2)<\/strong>. Po potvrzen\u00ed t\u00e9to nab\u00eddky se mi objev\u00ed okno z\u00a0nab\u00eddkami maker k\u00a0p\u0159i\u0159azen\u00ed k\u00a0vytv\u00e1\u0159en\u00e9mu tla\u010d\u00edtku<\/span><\/p>\n

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\u00a0\u00a0 Na obr\u00e1zku je vid\u011bt v\u00fdsledek p\u0159ejmenov\u00e1n\u00ed tla\u010d\u00edtka podle p\u0159edch\u00e1zej\u00edc\u00ed volby \u201eUpravit text<\/strong>\u201c (1)<\/strong>. V\u00a0okn\u011b, kter\u00e9 mi nab\u00edz\u00ed makra vytvo\u0159en\u00e9 v\u00a0se\u0161itu bych m\u011bl m\u00edt pouze jednu mo\u017enou nab\u00eddku (pokud m\u00e1m otev\u0159en v\u00a0po\u010d\u00edta\u010di pouze jeden excelovsk\u00fd se\u0161it), a to \u201efetchHistoricaldata<\/strong>\u201c, co\u017e je makro vytvo\u0159en\u00e9 v\u00a0se\u0161itu pomoc\u00ed vlo\u017een\u00e9ho scriptu ze str\u00e1nky v\u00fd\u0161e, kliknu tedy na toto makro<\/strong> (2)<\/strong> a okno zav\u0159u potvrzen\u00edm \u201eOK<\/strong>\u201c (3)<\/strong>. T\u00edmto \u00fakonem jsem si p\u0159ipravil excelovsk\u00fd se\u0161it na spr\u00e1vn\u00e9 odes\u00edl\u00e1n\u00ed po\u017eadavku\u00a0m\u00e9mu brokerovi na stahov\u00e1n\u00ed historick\u00fdch dat pomoc\u00ed vytvo\u0159en\u00e9ho tla\u010d\u00edtka<\/span><\/p>\n

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Nastaven\u00ed po\u017eadavku na data<\/span><\/strong><\/h1>\n

\u00a0\u00a0 Z\u00e1sadn\u00edm probl\u00e9mem z\u00edsk\u00e1n\u00ed historick\u00fdch dat je spr\u00e1vn\u00e1 konstrukce po\u017eadavku v\u00a0bu\u0148ce m\u00e9ho excelovsk\u00e9ho se\u0161itu, kter\u00e1, pomoc\u00ed ji\u017e nainstalovan\u00e9ho scriptu, z\u00edsk\u00e1 do m\u00e9ho Excelu po\u017eadovan\u00e1 historick\u00e1 data. Budu ji\u017e zcela konkr\u00e9tn\u00ed a budu se sna\u017eit z\u00edskat do m\u00e9ho excelovsk\u00e9ho se\u0161itu hodinov\u00e1 historick\u00e1 data<\/strong> akciov\u00e9ho titulu JPM<\/strong>, a to za posledn\u00ed m\u011bs\u00edc<\/strong> ode dne\u0161n\u00edho dne, kdy p\u00ed\u0161u tento \u010dl\u00e1nek. M\u016fj po\u017eadavek, kter\u00fd nap\u00ed\u0161u do libovoln\u00e9 bu\u0148ky Excelu by m\u011bl m\u00edt tento tvar:<\/span><\/p>\n

=Snovak156<\/span><\/strong>|hist!’id4?req?JPM<\/span><\/strong>_STK<\/span><\/strong>_SMART<\/span><\/strong>_USD<\/span><\/strong>_~\/20180709<\/span><\/strong>singleSpace23singleColon59singleColon59_1singleSpaceM<\/span><\/strong>_10<\/span><\/strong>_MIDPOINT_1_1′<\/span><\/p>\n

\u00a0\u00a0 Tento po\u017eadavek m\u00e1 pevn\u011b danou syntaxi<\/strong>, kterou je zapot\u0159eb\u00ed rozkl\u00ed\u010dovat pro dal\u0161\u00ed pr\u00e1ci s\u00a0jin\u00fdmi druhy z\u00edsk\u00e1van\u00fdch dat. N\u00ed\u017ee proto popis \u010derven\u011b vyzna\u010den\u00fdch \u010d\u00e1st\u00ed excelovsk\u00e9ho po\u017eadavku, kter\u00fd mohu pot\u00e9 libovoln\u011b m\u011bnit v z\u00e1vislosti na m\u00e9 pot\u0159eb\u011b z\u00edsk\u00e1van\u00e9ho druhu historick\u00fdch dat“:<\/span><\/p>\n