getOptions: load option tick data from string-format txt file
In yuanwei/my: R tools for quant research

Description Usage Arguments Details Value

load, parse and reshape string option data according to default pattern.

1
2

getOptions(underlying = "*", date = "20131030", dtaDir = "D:/data/",
  pattern = "R|||time|exchange|ticker|price|cumVolume|BP1|BV1|SP1|SV1|OI|lastSettlePrice|Volume|BP2|BP3|BP4|BP5|BV2|BV3|BV4|BV5|SP2|SP3|SP4|SP5|SV2|SV3|SV4|SV5|limitUpPrice|limitDnPrice|Open|High|Low|lastClose|lastOI|cum_WAP|")

`underlying`	string. regular expression of underlying asset/futures of target options. e.g. 'm1312' for series of options with 'm1312' as underlying or '*' for all available option tickers
`date`	string. specify the target date of data to load
`dtaDir`	string. specify where the string data are saved
`pattern`	string. see my::loadStr

price info of underlying asset/futures would be saved also. NA's shows at timeStimps when corresponding options are not updated(last value should be used then).

matrix

yuanwei/my documentation built on May 4, 2019, 6:35 p.m.