[R] Interpret List Label as Date from Quantmod getOptionChain

Bert Gunter
Mon, 05 Mar 2018 02:38:44 -0000

Package?

The **names** of the top levels of your lists, "Mar.09.2018",
"Mar.23.2018"
certainly look like dates and if they are -- I have no idea what
package/context is -- they certainly could be formatted as such. See e.g.
"date-time" . There are also several package that provide date tools.

Cheers,
Bert


Bert Gunter

"The trouble with having an open mind is that people keep coming along and
sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )

On Sun, Mar 4, 2018 at 6:28 PM, Sparks, John <jspark4 at uic.edu> wrote:

> 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]]
>
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