etrd_option_chain {etrader}

Option Chains

Description

Returns a list of option chains for a specific underlying instrument. The request must specify an instrument, and can include the month the option expires and to show calls, puts, or both. Values returned include the option pair count and information about each option pair, including the type, call count, symbol, product, date, and strike price.

Usage

etrd_option_chain(
  symbol = "SPY",
  expiryYear = NULL,
  expiryMonth = NULL,
  expiryDay = NULL,
  strikePriceNear = NULL,
  noOfStrikes = NULL,
  includeWeekly = "false",
  skipAdjusted = "true",
  optionCategory = NULL,
  chainType = NULL,
  priceType = NULL,
  output = c("df", "list"),
  access_tokens = NULL,
  etrade_cred = NULL,
  sandbox = FALSE
)

Arguments

symbol

The market symbol for the instrument

expiryYear

Indicates the expiry year corresponding to which the optionchain needs to be fetched

expiryMonth

Indicates the expiry month corresponding to which the optionchain needs to be fetched

expiryDay

Indicates the expiry day corresponding to which the optionchain needs to be fetched

strikePriceNear

The optionchians fetched will have strike price nearer to this value

noOfStrikes

Indicates number of strikes for which the optionchain needs to be fetched

includeWeekly

The include weekly options request. Default: false. Can also be true

skipAdjusted

The skip adjusted request. Default: true. Can also be false

optionCategory

The option category. Default: STANDARD. options include: STANDARD, ALL, MINI

chainType

The type of option chain. Default: CALLPUT. Options include: CALL, PUT, CALLPUT

priceType

The price type. Default: ATNM. Options include ATNM, ALL

output

Indicate whether the output should be in the form of a data frame ('df') or list ('list'). Data frame is returned by default.

access_tokens

Access tokens are created using etrd_auth_access_token. This entry is not required because the output is saved and retrieved from R options automatically.

etrade_cred

The output created from etrd_auth_credentials when a valid ETRADE key and secret have been passed. This entry is not required because the output is saved and retrieved from R options automatically.

sandbox

ETRADE offers a sandbox environment for validating API calls and responses. If using the sandbox environment, this must be set to TRUE in each function called throughout etrader. ETRADE states "Sandbox responses use stored data that's intended to provide typical responses for basic use cases. So the responses you receive will not contain current data, and may not exactly match your requests in other ways." Essentially, the responses will not match the requests entered but successful pull will indicate whether the entry was valid or not.

Value

a list or data frame of options chains

Examples

## Not run: 

# Get SPY Expirations
etrd_option_chain('SPY')


## End(Not run)