define_options.IB: define option_series with IB...
In twsInstrument: Improves ease of use of IBrokers and FinancialInstrument

Description Usage Arguments Details Value Note Author(s) See Also Examples

define option_series with IB

1 2	define_options.IB(underlying_id, strike, expires, right = c("C", "P"), currency = "USD", multiplier = 100, include_expired = "1", ...)

`underlying_id`	vector of underlying_ids
`strike`	vector of strike prices
`expires`	vector of expiration dates of format YYYYMM
`right`	`"C"`, `"P"`, or `c("C","P")`
`currency`	name of currency
`multiplier`	contract multiplier (usually 100 for equity options)
`include_expired`	“0” if you do not want to define expired contracts
`...`	other arguments to pass through to `twsInstrument`

define option_series instruments using IBrokers

a wrapper for twsInstrument to define multiple options contracts.

called for side-effect

the date in the primary_id will correspond to Expiration Saturday, however, the Date in the $expires slot (and in $IB$expiry) will correspond to the Friday prior, which is the last day trading occurs.

Garrett See

define_options, option_series.yahoo

## Not run: 
define_options.IB('SPY',stike=125)
define_options.IB(c("SPY","DIA"),strike=seq(120,130,5))
define_options('GOOG',600,c('201109','201112'),'C',src='IB')

## End(Not run)