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

[Ganesh Sonawane]

I don't think so.

On Wed, Sep 26, 2018, 11:04 PM amol gupta <amolgupta87 using gmail.com> wrote:

> 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]]
>> > >
>> > > _______________________________________________
>> > > R-SIG-Finance using r-project.org mailing list
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>> questions
>> > > should go.
>> > >
>> > --
>> >
>> > ______________________________
>> >
>> > 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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>> again.
>> >
>> > _________________
>> >
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>> >
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>>
>>         [[alternative HTML version deleted]]
>>
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>

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