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

[Ganesh Sonawane]

Hi,

Have you tried scraping the page ? Because as said by Amit, NSE is not
sharing free data in .csv or xlsx format.

I am not sure by scraping the page you will get the data but you may try.

Regards
Ganesh S.


On Wed, Sep 26, 2018, 4:10 PM Amit Mittal <prof.amit.mittal using gmail.com>
wrote:

> 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
> >
> >         [[alternative HTML version deleted]]
> >
> > _______________________________________________
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> --
>
> ______________________________
>
> Amit Mittal
> Pursuing Ph.D. in Finance and Accounting
> Indian Institute of Management, Lucknow
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