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

[amol gupta]

I am inclined to use ibrokers. Is that possible?

On Wed, Sep 26, 2018, 5:07 PM Ganesh Sonawane <ganesh.s.1807 using gmail.com>
wrote:

> 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
> > Visit my SSRN author page:
> > http://ssrn.com/author=2665511
> > * Top 10% Downloaded Author on SSRN
> > Mob: +91 7525023664
> >
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> >
> > _________________
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