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

[Amit Mittal]

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 using gmail.com> wrote:

> 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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>
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-- 

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Amit Mittal
Pursuing Ph.D. in Finance and Accounting
Indian Institute of Management, Lucknow
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