Available on r-bloggers.org using jsonlite and quant.stackexchange Nse/Nifty does not share the data freely unless you want to crawl every few months to collate the data. Available data is anyway able in CSV and should not be a problem for R
On Wed 26 Sep, 2018, 11:52 amol gupta, <[email protected]> wrote: > Someone, please help. > > On Wed, Sep 19, 2018 at 6:45 PM amol gupta <[email protected]> wrote: > > > Hi > > > > I need help to fetch option chain and pricing for active(+-1/2/3 sigma) > > for an index. It would be nice if you could show this with an example. > > Here > > < > https://pennies.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Advanced%20Search&entityId=a31749936&lang=en&wlId=IB&showEntities=Y> > is > > the link for looking up the contract at interactive brokers > > > > Here is what I have tried > > ________________________________________________ > > > c<-twsOPT(local="",symbol = "NIFTY50", exch = "NSE", currency = "INR") > > > d<-reqContractDetails(conn = tws, Contract = c, verbose = TRUE ) > > Warning messages: > > 1: In errorHandler(con, verbose, OK = c(165, 300, 366, 2104, 2106, : > > Connectivity between IB and Trader Workstation has been lost. > > 2: In errorHandler(con, verbose, OK = c(165, 300, 366, 2104, 2106, : > > No security definition has been found for the request > > 3: In reqContractDetails(conn = tws, Contract = c, verbose = TRUE) : > > error in contract details > > ____________________________________________________ > > > > Since I want to fetch a chain there is no local name. > > > > -- > > Regards > > Amol > > +91-9897860992 > > > > > > -- > Regards > Amol > +91-9897860992 > > [[alternative HTML version deleted]] > > _______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. > -- ______________________________ Amit Mittal Pursuing Ph.D. in Finance and Accounting Indian Institute of Management, Lucknow Visit my SSRN author page: http://ssrn.com/author=2665511 * Top 10% Downloaded Author on SSRN Mob: +91 7525023664 This message has been sent from a mobile device. I may contact you again. _________________ [[alternative HTML version deleted]] _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
