iqfeed (version 0.2)

osi: Convert from IQFeed to OSI standard option symbol

Description

Convert an older-style symbol to the standard OSI format.

Usage

osi(symbol, compressed = FALSE)

Arguments

symbol

An older-style option symbol.

compressed

Set to TRUE to condense retun value by omitting interior spaces.

Value

A character representing the OSI symbol.

Details

As of April 2010, IQFeed still uses older-syle option symbols for some instruments. The OSI symbols may be used by all brokers to place orders.

References

http://www.optionsclearing.com/initiatives/symbology/

See Also

osi2iq

Examples

require(iqfeed)
iqConf()
# Options chain lookup example
symbols <- CEO("MSFT")
symbols

# Convert to standard OSI format (e.g., for use by a broker), and back:
osi(symbols[1])
osi2iq(.Last.value)