[R-SIG-Finance] Fteching options data using package IBrokers and interactivebrokers
amol gupta
amolgupta87 at gmail.com
Mon Jun 26 07:53:39 CEST 2017
Thanks .That worked. :-)
On Mon, Jun 26, 2017 at 1:16 AM, Enrico Schumann <es at enricoschumann.net>
wrote:
> 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
>
--
Regards
Amol
+91-9897860992
+91-8889676918
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