Open tbrown122387 opened 1 year ago
Specifying vanilla option contracts seems a bit touchy.
For some reason these don't work
library(IBrokers) tws <- twsConnect() IBrokers::reqMktData(tws, IBrokers::twsOption(local = "SPY 230727C00460000")) IBrokers::reqMktData(tws, IBrokers::twsOption(local = "SPY 20230727C00460000"))
but this works
library(IBrokers) tws <- twsConnect() IBrokers::reqMktData(tws, IBrokers::twsOption(symbol = "SPY", exch = "SMART", local = "", right = "C", strike = 460, expiry = "20230727"))
R version 4.2.1 (2022-06-23) Platform: x86_64-pc-linux-gnu (64-bit) Running under: Ubuntu 20.04.4 LTS Matrix products: default BLAS: /usr/lib/x86_64-linux-gnu/blas/libblas.so.3.9.0 LAPACK: /usr/lib/x86_64-linux-gnu/lapack/liblapack.so.3.9.0 locale: [1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C LC_TIME=en_US.UTF-8 LC_COLLATE=en_US.UTF-8 [5] LC_MONETARY=en_US.UTF-8 LC_MESSAGES=en_US.UTF-8 LC_PAPER=en_US.UTF-8 LC_NAME=C [9] LC_ADDRESS=C LC_TELEPHONE=C LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C attached base packages: [1] stats graphics grDevices utils datasets methods base other attached packages: [1] IBrokers_0.10-2 xts_0.13.1 zoo_1.8-12 loaded via a namespace (and not attached): [1] compiler_4.2.1 tools_4.2.1 grid_4.2.1 lattice_0.20-45 --
Description
Specifying vanilla option contracts seems a bit touchy.
Minimal, reproducible example
For some reason these don't work
but this works
Session Info