Fteching options data using package IBrokers and interactivebrokers

On Sun, 25 Jun 2017, amol gupta writes:

Hello,

I have been trying to fetch contract details and finally fetch contract
historical data. I have been able to do it with stock futures but I have
been failing with options. Here is a very small snippet.


c<-twsOPT(local = 'HDFC17JUN1780CE',strike = 1780, right = 'C',
          currency = 'INR',primary = 'NSE',multiplier = 1,
          conId = 271618757)
d<-reqContractDetails(tws,c)

Warning message:
In reqContractDetails(tws, c) : error in contract details


here
<https://misc.interactivebrokers.com/cstools/contract_info/v3.9/index.php?action=Conid%20Info&wlId=IB&conid=271618719&lang=en>
are the contract details. Please help me figure out what am I doing wrong.

Use 'twsContract' and specify only the local symbol, the
exchange, the currency and the security type:

   require("IBrokers")
   c <- twsContract(local = 'HDFC17JUN1780CE', sectype = "OPT",
                    currency = 'INR', exch = 'NSE',
                    include_expired = 1,
                    conId = "", symbol = "", primary = "", expiry = "", 
                    strike = "", right = "", multiplier = "",
                    combo_legs_desc = "", comboleg = "", secIdType = "",
                    secId = "")
   
   tws <- twsConnect()
   reqContractDetails(tws, c)

   ## List of 18
   ##  $ version       : chr "8"
   ##  $ contract      :List of 16
   ##   ..$ conId          : chr "271618757"
   ##   ..$ symbol         : chr "HDFC"
   ##   ..$ sectype        : chr "OPT"
   ##   ..$ exch           : chr "NSE"
   ## [....]

See also
https://github.com/enricoschumann/IButils#finding-the-contract-specification

Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net