Option T-quotes

Financial T-quotes

Current Financial Option T-type Quotation

For the convenience of future research, raw data is parsed and re-formulated as T-type quotation.

The format of T-type quotation data:

date, strike, the latest price of call option, latest price of put option, underlying code, the latest price of underlying, expiry date

get_financial_option_quotes(exchange_name, calendar=<optshare.dateutils.calendar_def.Calendar object>, display=True)

Financial option quotes

Parameters:

exchange_name (str) – exchange name
calendar (optshare.Calendar object) – define transaction calendar, default value is optshare.Calendar()
display – Determine whether to display the variety of option quotes when fetching data

Returns:

Supported financial option t-quotes in given exchange name

Return type:

pandas.DataFrame

Current Commodity Option T-type Quotation

For the convenience of future research, raw data is parsed and re-formulated as T-type quotation.

The format of T-type quotation data:

date, strike, the latest price of call option, the latest price of put option, underlying code, expiry date

get_commodity_option_quotes(exchange_name, calendar=<optshare.dateutils.calendar_def.Calendar object>, display=True)

Commodity option quotes

Parameters:

exchange_name (str) – exchange name
calendar (optshare.Calendar object) – define transaction calendar, default value is optshare.Calendar()
display – Determine whether to display the variety of option quotes when fetching data

Returns:

Supported commodity option t-quotes in given exchange name

Return type:

pandas.DataFrame