iqfeed (version 0.2)

CEO: Retrieve an equity options symbol chain.

Description

Retrieve the IQFeed options symbols for the indicated underlying equity.

Usage

CEO(symbol, pc = "pc", monthCodes = "", near = 1)

Arguments

symbol

An underlying equity symbol.

pc

A character: "p" for put options, "c" for call options, "pc" for both kinds.

monthCodes

Ignored if the near options is used. Otherwise, IQfeed month code (A-L for January-December call options, and M-X for Jan-Dec put options). You can also specify a signle numeric month here to retrieve both call and put options for that month.

near

Specify the number of months to cover (1 for options expiration within the next month, 2 within the next two months, etc.).

Value

A character vector containing the available IQFeed options symbols. Note that, as of April 2010, IQFeed is using an old symbol format for many equity options. See the osi function to convert to OSI standard symbology.

See Also

osi

Examples

require('iqfeed')
iqConf()
CEO("MSFT")