osi: Convert from IQFeed to OSI standard option symbol

In bwlewis/iqfeed: IQFeed client for R

Description

Convert an older-style symbol to the standard OSI format.

Usage

osi(symbol, compressed = FALSE)

Arguments

symbol	An older-style option symbol.
compressed	Set to TRUE to condense retun value by omitting interior spaces.

Details

As of April 2010, IQFeed still uses older-syle option symbols for some instruments. The OSI symbols may be used by all brokers to place orders.

Value

A character representing the OSI symbol.

Note

IQFeed will abondon older-style symbols at some point in 2010, making this function obsolete.

Author(s)

B. W. Lewis

References

http://www.optionsclearing.com/initiatives/symbology/

See Also

osi2iq

Examples

require(iqfeed)
iqConf()
# Options chain lookup example
symbols <- CEO("MSFT")
symbols

# Convert to standard OSI format (e.g., for use by a broker), and back:
osi(symbols[1])
osi2iq(.Last.value)

bwlewis/iqfeed documentation built on May 13, 2019, 9:06 a.m.