Description Usage Arguments Details Value Note Author(s) See Also Examples
View source: R/define_options.R
make primary_ids for options
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underlying_id |
chr vector of names of underlyings. |
strike |
vector of strike prices |
month |
numeric vector of months (partial matches to |
year |
numeric vector of years (can be 1 digit, 2 digit, or 4 digit years) |
right |
‘C’ or ‘P’ (‘call’ and ‘put’ will also work) |
create a primary_id for options. The only difference between the ids this generates, and those of the Option Symbology Initiative (OSI) is that these have an underscore separating the primary_id from the suffix_id. The format for a 125 strike call on SPY expiring in December of 2011 would be ‘SPY_111217C120’. The first 6 digits of the suffix correspond to the expiration YYMMDD where DD is calculated as the Saturday following the 3rd Friday of the month.
chr vector of primary_ids (or suffix_ids if underlying_id is missing, NULL, or “”) for option_series
does not support weekly or EOM options
Garrett See
future_id, build_series_symbols, build_spread_symbols
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