option_series.yahoo: Constructor for series of options using yahoo data

Description

Defines a chain or several chains of options by looking up necessary info from yahoo.

Usage

option_series.yahoo(
  symbol,
  Exp,
  currency = "USD",
  multiplier = 100,
  first_traded = NULL,
  tick_size = NULL,
  overwrite = TRUE
)

Value

Called for side-effect. The instrument that is created and stored will inherit option_series, option, and instrument classes.

Arguments

symbol: character vector of ticker symbols of the underlying instruments (Currently, should only be stock tickers)
Exp: Expiration date or dates to be passed to getOptionChain
currency: currency of underlying and options
multiplier: contract multiplier. Usually 100 for stock options
first_traded: first date that contracts are tradeable. Probably not applicable if defining several chains.
tick_size: minimum price change of options.
overwrite: if an instrument already exists, should it be overwritten?

Author

Garrett See

Details

If Exp is missing it will define only the nearby options. If Exp is NULL it will define all options

If first_traded and/or tick_size should not be the same for all options being defined, they should be left NULL and defined outside of this function.

References

Yahoo Finance at "finance.yahoo.com"

Examples

Run this code

# \donttest{
option_series.yahoo('SPY') #only nearby calls and puts
option_series.yahoo('DIA', Exp=NULL) #all chains
ls_instruments()
# }

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