[R-SIG-Finance] retrieving option info from IB

[Jeff Ryan]

>
> The only problem with yahoo data is that it only provide options on
> stocks.  Not options on futures.
> By the way, I have seen people sell their matlab program with the same
> function for $19.99. :)
>

What I get out of the R community is way more than that. :)

FWIW, I have seen the matlab API go for $299...

For generic software tools I like the "free as in beer" idea.  We are
all better off, aren't we.

Jeff


>>
>> On Thu, Jun 4, 2009 at 9:10 AM, Wind <windspeedo99 at gmail.com> wrote:
>> > I have successfully retrieved price info from IB via IBrokers for stocks and
>> > simple options.  The package is very efficient.Yet I could not get info on
>> > future option.
>> >
>> >> oc<-reqContractDetails(tws, twsOption(local="", right="",symbol="QQQQ"))
>> >> length(oc)
>> > [1] 1018
>> >> oc<-reqContractDetails(tws, twsOption(local="",right="",symbol="GC"))
>> > Error in reqContractDetails(tws, twsOption(local = "", right = "", symbol =
>> > "GC")) :
>> >  Unable to complete ContractDetails request
>> >> oc<-reqContractDetails(tws,
>> > twsOption(local="",right="",exch="NYMEX",symbol="GC"))
>> > Error in reqContractDetails(tws, twsOption(local = "", right = "", exch =
>> > "NYMEX",  :
>> >  Unable to complete ContractDetails request
>> >
>> > By the way, how could we retrieving the option chain,  just the current bid,
>> > ask, and size.  A snap shot only.
>> >  I have only find functions for data feed and historical data download.
>> >
>> > Any suggestion would be appreciated.
>> >
>> > Wind
>> >
>> >        [[alternative HTML version deleted]]
>> >
>> > _______________________________________________
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>>
>>
>>
>> --
>> Jeffrey Ryan
>> jeffrey.ryan at insightalgo.com
>>
>> ia: insight algorithmics
>> www.insightalgo.com
>



-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com