Fetching options chain using ibrokers
Available on r-bloggers.org using jsonlite and quant.stackexchange Nse/Nifty does not share the data freely unless you want to crawl every few months to collate the data. Available data is anyway able in CSV and should not be a problem for R
On Wed 26 Sep, 2018, 11:52 amol gupta, <amolgupta87 at gmail.com> wrote:
Someone, please help. On Wed, Sep 19, 2018 at 6:45 PM amol gupta <amolgupta87 at gmail.com> wrote:
Hi I need help to fetch option chain and pricing for active(+-1/2/3 sigma) for an index. It would be nice if you could show this with an example. Here <
https://pennies.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Advanced%20Search&entityId=a31749936&lang=en&wlId=IB&showEntities=Y> is
the link for looking up the contract at interactive brokers Here is what I have tried
________________________________________________ c<-twsOPT(local="",symbol = "NIFTY50", exch = "NSE", currency = "INR") d<-reqContractDetails(conn = tws, Contract = c, verbose = TRUE ) Warning messages: 1: In errorHandler(con, verbose, OK = c(165, 300, 366, 2104, 2106, : Connectivity between IB and Trader Workstation has been lost. 2: In errorHandler(con, verbose, OK = c(165, 300, 366, 2104, 2106, : No security definition has been found for the request 3: In reqContractDetails(conn = tws, Contract = c, verbose = TRUE) : error in contract details ____________________________________________________ Since I want to fetch a chain there is no local name. -- Regards Amol +91-9897860992
--
Regards
Amol
+91-9897860992
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