library(DBI)
library(plutoDbR)
library(plutoR)
library(tidyverse)
options("scipen"=999)
source("../R/config.R")
eqFo <- EquitiesFuturesAndOptionsIndiaNse()
# get all NIFTY futures contract traded right now
print("NIFTY futures contract traded right now")
endDt <- (eqFo$FuturesEodTimeSeries() %>%
summarize(MAX_TS = max(TIME_STAMP)) %>%
collect())$MAX_TS[1]
eqFo$FuturesEodTimeSeries() %>%
filter(SYMBOL == "NIFTY" & TIME_STAMP == endDt) %>%
print()
# get all NIFTY option contracts at the nearest expiry traded right now
print("NIFTY option contracts at the nearest expiry traded right now")
endDt <- (eqFo$OptionsEodTimeSeries() %>%
summarize(MAX_TS = max(TIME_STAMP)) %>%
collect())$MAX_TS[1]
expiry <- (eqFo$OptionsEodTimeSeries() %>%
filter(SYMBOL == "NIFTY" & TIME_STAMP == endDt) %>%
summarize(MIN_TS = min(EXPIRY)) %>%
collect())$MIN_TS[1]
eqFo$OptionsEodTimeSeries() %>%
filter(SYMBOL == "NIFTY" & TIME_STAMP == endDt
& EXPIRY == expiry & as.integer(STRIKE) %% 100 == 0) %>%
arrange(STRIKE, OTYPE) %>%
print()
# get all greeks for the NIFTY option contracts at the nearest expiry traded right now
print("greeks for the NIFTY option contracts at the nearest expiry traded right now")
endDt <- (eqFo$OptionGreeks() %>%
summarize(MAX_TS = max(TIME_STAMP)) %>%
collect())$MAX_TS[1]
expiry <- (eqFo$OptionGreeks() %>%
filter(SYMBOL == "NIFTY" & TIME_STAMP == endDt) %>%
summarize(MIN_TS = min(EXPIRY)) %>%
collect())$MIN_TS[1]
eqFo$OptionGreeks() %>%
filter(SYMBOL == "NIFTY" & TIME_STAMP == endDt
& EXPIRY == expiry & as.integer(STRIKE) %% 100 == 0) %>%
arrange(STRIKE, OTYPE) %>%
print()
# get NIFTY's lot-sizes at different expiries
print("NIFTY's lot-sizes at different expiries")
futureDate <- as.Date(Sys.Date() + 30*3)
eqFo$LotSize() %>%
filter(SYMBOL == "NIFTY" & CONTRACT <= futureDate) %>%
arrange(desc(CONTRACT)) %>%
head(15) %>%
print()
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