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optionchain

Retrieve Money.Net option symbols

Since R2021b

Description

o = optionchain(c,s) returns the option symbols using the Money.Net web socket interface connection c and symbol s.

example

o = optionchain(c,s,ExpiryType=type) returns the option symbols for the specified expiry type.

Examples

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Create Money.Net web socket interface connection c using a user name and password.

username = "user@company.com";
pwd = "999999";

c = moneynetws(username,pwd);

Retrieve option symbols o for the symbol IBM®.

s = "IBM";
o = optionchain(c,s);

o is a table. Each row of the table is an option symbol.

Retrieve current data for the first option symbol o.symbol(1). Specify field f for describing the option symbol.

symbol = o.symbol(1);
f = ["Description"];
d = getdata(c,symbol,f);

d is a table with one row of data. The name of the row is the option symbol name. The variable contains the description for the option symbol.

To retrieve intraday data, use timeseries.

Close the Money.Net web socket interface connection.

close(c)

Input Arguments

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Money.Net web socket interface connection, specified as a moneynetws object created using the moneynetws function.

Money.Net symbol, specified as a character vector, cell array of a character vector, or string scalar to denote one symbol.

Example: "IBM"

Data Types: char | cell | string

Expiry type of options, specified as the values "weekly" for weekly expiry or "monthly" for monthly expiry. You can specify these values as a string scalar or character vector.

Data Types: char | string

Output Arguments

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Option symbols, returned as a table with these variables:

  • symbol — Option symbols

  • exercise — Exercise type (for example, AMERICAN)

  • indicator — Option type (CALL or PUT)

  • strikePrice — Strike price of the option

  • expiry — Option expiration date

The total number of option symbols depends on the symbol s.

Version History

Introduced in R2021b