twsOption {IBrokers} | R Documentation |
Create a twsContract for use in API calls.
twsOption(local, expiry, strike, right="C", exch="SMART", primary="", currency='USD', symbol='', include_expired='0')
local |
the IB symbol requested |
expiry |
option expiration CCYYMM - default to front month |
strike |
the strike price |
right |
the requested right - ‘C’,‘CALL’, ‘P’, or ‘PUT’ |
exch |
the requested exchange |
primary |
the primary exchange of the security |
currency |
the requested currency |
symbol |
the security name |
include_expired |
should expired contracts be included |
A wrapper to twsContract
to make ‘option’
contracts easier to specify.
A twsContract
object.
Jeffrey A. Ryan
Interactive Brokers: www.interactivebrokers.com
opt <- twsOption("AEOQW",strike="17.5", right="PUT")