ecop.read_csv_by_symbol | R Documentation |
Read option data csv into dataframe. The dataframe is enriched with
Date, expiration_date, days
.
ecop.read_csv_by_symbol(symbol, extdata_dir = NULL) ecop.enrich_option_df(df)
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 |
dataframe
Stephen H-T. Lihn
df <- ecop.read_csv_by_symbol("spxoption2")
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