[R-SIG-Finance] Fetching options chain using ibrokers

[amol gupta]

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

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