John Sparks
2018-Mar-05 02:14 UTC
[R] quantmod getOptionChain Interpret List Label As Date
Hi R Helpers, Is it possible to interpret the top level of the list as a date after downloading all the option chain data for a ticker? For example, after I run aapl_total<-getOptionChain("AAPL", NULL) the top descriptor of the lists is a date (Mar.09.2018, Mar.23.2018, etc.). So if want to subset down to those parts of the list that correspond to say, (expiration) year=2019; or say, Mar or Apr or May of 2019, is this possible? Guidance would be appreciated. Thanks. --John J. Sparks, Ph.D. str(aapl_total) List of 16 $ Mar.09.2018:List of 2 ..$ calls:'data.frame': 31 obs. of 7 variables: .. ..$ Strike: num [1:31] 135 143 146 147 148 ... .. ..$ Last : num [1:31] 42.4 36.2 32 28.4 31 ... .. ..$ Chg : num [1:31] 0 0 12.6 -4.71 0 ... .. ..$ Bid : num [1:31] 41 35.8 32.8 29.1 28.1 ... .. ..$ Ask : num [1:31] 41.5 36.4 33.4 29.5 28.6 ... .. ..$ Vol : int [1:31] 5 2 1 45 2 2 90 3 11 129 ... .. ..$ OI : int [1:31] 17 0 117 58 3 22 171 84 707 238 ... ..$ puts :'data.frame': 37 obs. of 7 variables: .. ..$ Strike: num [1:37] 130 135 138 139 140 141 142 143 144 145 ... .. ..$ Last : num [1:37] 0.01 0.07 0.27 0.04 0.03 0.98 0.05 0.03 0.03 0.01 ... .. ..$ Chg : num [1:37] 0 -0.12 0 0 0 0 -0.05 0 0 -0.01 ... .. ..$ Bid : num [1:37] 0 0.01 0 0 0 0.05 0.06 0 0 0 ... .. ..$ Ask : num [1:37] 0.04 0.07 0.02 0.03 0.02 0.13 0.13 0.03 0.03 0.02 ... .. ..$ Vol : int [1:37] 2 11 1 10 5 0 1 150 1 127 ... .. ..$ OI : int [1:37] 8 12 1 0 723 192 37 275 125 297 ... $ Mar.23.2018:List of 2 ..$ calls:'data.frame': 35 obs. of 7 variables: [[alternative HTML version deleted]]
Possibly Parallel Threads
- Interpret List Label as Date from Quantmod getOptionChain
- Interpret List Label as Date from Quantmod getOptionChain
- Interpret List Label as Date from Quantmod getOptionChain
- Interpret List Label as Date from Quantmod getOptionChain
- Interpret List Label as Date from Quantmod getOptionChain