The PEP Excel Add-In allows you to automate quoting, receive market data, and get instant notifications of fills using a spreadsheet. To get set up with the PEP Excel Add-In, please contact the system integration team at +1-646-867-1944 or email at apisupport@parityenergy.com.
Documentation
Installation Files
Example Spreadsheets
These pre-made spreadsheets are intended only as samples, which can be used as a starting point or example for creating your own spreadsheet. The pricing formulas and market making functions are not intended to be sufficient for a commercial quoting system.
You need the PEP Excel Add-In installed to run these spreadsheets.
- WTI_SDO.xlsm
Demonstrates quoting on WTI Same Day Options. Includes a macro that handles executions, fading the market upon trades. - WTI_APO.xlsx
Demonstrates quoting strips and hedged options. - LN_STRADDLE.xlsx
Demonstrates quoting at-the-money (ATM) straddles, with the ATM strike price changing as the underlying futures moves - SDO_MARKET_DATA.xlsx
Demonstrates showing Same Day market data in a format similar to the PEP quotes page. - RFQ_MARKET_DATA.xlsm
This sheet has a macros that adds rows when there is an RFQ on PEP, and shows market data for that instrument. - WTI_STO.xlsm
Demonstrates quoting on WTI Short Term Options. Includes a macro that handles executions, fading the market upon trades.