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

amol gupta @molgupt@87 @ending from gm@il@com
Wed Sep 26 08:22:05 CEST 2018


Someone, please help.

On Wed, Sep 19, 2018 at 6:45 PM amol gupta <amolgupta87 using 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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