Est. Budget: $35.00
an r script that does the following:
1. download a xls form a web link that holds list of equities symbols
2. get daily close price data from yahoo finance for that list of equities starting 2010.
3. create all possible option chains for the equity list in the file downloaded
using this guidelines A.http://www.iqfeed.net/symbolguide/index.cfm?symbolguide=guide&displayaction=support§ion=guide&web=iqfeed&guide=options&web=IQFeed&type=indices
B. Strike Interval. The interval between strike prices on Short Term Option Series may be: (i) $0.50 or greater where the strike price is less than $100, and $1 or greater where the strike price is between $100 and $150 for all classes that participate in the Short Term Option Series Program; (ii) $0.50 for classes that trade in one dollar increments in non-Short Term Options and ...