twsOption: Create a twsContract for Options

In IBrokers: R API to Interactive Brokers Trader Workstation

Create a twsContract for Options

Description

Create a twsContract for use in API calls.

Usage

twsOption(local,
          expiry="",
          strike="",
          right="",
          exch="SMART",
          primary="",
          currency='USD',
          symbol='',
          multiplier="100",
          include_expired='0',
          conId=0)

Arguments

local	the IB symbol requested
expiry	option expiration CCYYMM [optional]
strike	the strike price [optional]
right	the requested right - ‘C’,‘CALL’, ‘P’, or ‘PUT’ [optional]
exch	the requested exchange [optional, defaults to SMART]
primary	the primary exchange of the security [optional]
currency	the requested currency [defaults to USD]
symbol	the security name [optional]
multiplier	the contract multiplier
include_expired	should expired contracts be included [defaults to “0” (false)]
conId	contract ID

Details

A wrapper to twsContract to make ‘option’ contracts easier to specify.

Some of the optionable parameters are contingent on the request being made. Refer to the TWS documentation for details.

twsOPT is an alias.

Value

A twsContract object.

Note

Option contracts on the TWS have certain rules which are different than standard data requests.

The local symbol is required. This can be found on the main TWS screen under contract details, or via the web at https://www.interactivebrokers.com

Since the local symbol is required, all other values are redundant. It is best to simply specify the local name and let the TWS manage the lookup.

The expiry needs to be either of class Date to be coerced to a string of format ‘CCYYMM’, or provided in that format.

Historical requests cannot be for a barSize=‘1 D’ or less frequent.

barSize must be "1 min" per Interactive Brokers API.

Author(s)

Jeffrey A. Ryan

References

Interactive Brokers: https://www.interactivebrokers.com

See Also

reqMktData, twsContract

Examples

opt <- twsOption("QQQAS",expiry="200901", strike="45.0", right="C")

IBrokers documentation built on Nov. 16, 2022, 5:05 p.m.