#' Equities Futures and Options traded on the NSE
#'
#' @references
#' \url{https://nseindia.com/}
#'
#' Read the python documentation for information on the data-attributes \url{https://plutopy.readthedocs.io/en/latest/EquitiesFuturesAndOptionsIndiaNse.html}
#'
#' Sample notebook: \url{https://github.com/shyams80/plutons/blob/master/docs-R/EquitiesFuturesAndOptionsIndiaNse.ipynb}
#'
#'
#' @export EquitiesFuturesAndOptionsIndiaNse
#' @exportClass EquitiesFuturesAndOptionsIndiaNse
EquitiesFuturesAndOptionsIndiaNse <- setRefClass('EquitiesFuturesAndOptionsIndiaNse',
fields = c("conn"),
methods = list(
initialize = function(){
.self$conn <- model.common.con.StockViz()
},
FuturesEodTimeSeries = function(){
"Query the end-of-day prices of equity futures contracts traded on the NSE"
return (tbl(.self$conn, 'BHAV_EQ_FUT') %>%
select(TIME_STAMP, SYMBOL, EXPIRY = EXPIRY_DT,
HIGH = PX_HIGH, LOW = PX_LOW, OPEN = PX_OPEN, CLOSE = PX_CLOSE, SETTLE = PX_SETTLE,
CONTRACTS, VALUE = VAL_IN_LAKH, OI = OPEN_INTEREST))
},
OptionsEodTimeSeries = function(){
"Query the end-of-day prices of equity options contracts traded on the NSE"
return (tbl(.self$conn, 'BHAV_EQ_OPT') %>%
select(TIME_STAMP, SYMBOL, EXPIRY = EXPIRY_DT, STRIKE = STRIKE_PR, OTYPE = OPTION_TYP,
HIGH = PX_HIGH, LOW = PX_LOW, OPEN = PX_OPEN, CLOSE = PX_CLOSE, SETTLE = PX_SETTLE,
CONTRACTS, VALUE = VAL_IN_LAKH, OI = OPEN_INTEREST))
},
OptionGreeks = function(){
"Query the end-of-day option greeks of equity options contracts traded on the NSE"
return (tbl(.self$conn, 'EQ_OPTION_GREEKS') %>%
select(TIME_STAMP, SYMBOL, EXPIRY = EXPIRY_DATE, STRIKE, OTYPE = OPTION_TYPE,
MODEL_PRICE = MODEL_PX, DELTA, THETA, VEGA, RHO, LAMBDA, GAMMA, IV, TTM, RATE, SIGMA))
},
LotSize = function(){
"Query the lot-size of equity futures and options contracts traded on the NSE"
return (tbl(.self$conn, 'MKT_LOT') %>%
select(SYMBOL, CONTRACT, LOT_SIZE))
}
))
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