ecop.read_csv_by_symbol: Read option data csv

Description Usage Arguments Value Author(s) Examples

Description

Read option data csv into dataframe. The dataframe is enriched with Date, expiration_date, days.

Usage

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Arguments

symbol

character, option data symbol

extdata_dir

optionally specify user's own extdata folder

df

dataframe, it is assumed to be in CBOE heading format

Value

dataframe

Author(s)

Stephen H-T. Lihn

Examples

1
df <- ecop.read_csv_by_symbol("spxoption2")

ecd documentation built on Oct. 4, 2017, 1:04 a.m.