Course Name: Systematic Options Trading, Section No: 4, Unit No: 7, Unit type: Notebook
How can I optain data for SPY with the same fiels you use for 'nifty_options_data_2019_2022_raw.bz2' in this lesson?
Thank you
Hi,
You can check the document in section 3 unit 18 which talks about how to source US Options data. There is an associated notebook in section 3 unit 19, which will help you understand how to store data. Coming to your question of creating the dataframe in the same way as shown in section 4, unit 7, you can go through the columns of the data and drop the column which are not needed and rename the ones with the same format as the one shown in section 4 and unit 7.
Hope this helps.
I think, I do not explain:
the field(columns of your data are:
0
0 Date
1 Symbol
2 Expiry
3 Option Type
4 Strike Price
5 Close
6 Last
7 Open Interest
When I download from DX , it comes with:
[QUOTE_UNIXTIME], [QUOTE_READTIME], [QUOTE_DATE], [QUOTE_TIME_HOURS], [UNDERLYING_LAST], [EXPIRE_DATE], [EXPIRE_UNIX], [DTE], [C_DELTA], [C_GAMMA], [C_VEGA], [C_THETA], [C_RHO], [C_IV], [C_VOLUME], [C_LAST], [C_SIZE], [C_BID], [C_ASK], [STRIKE], [P_BID], [P_ASK], [P_SIZE], [P_LAST], [P_DELTA], [P_GAMMA], [P_VEGA], [P_THETA], [P_RHO], [P_IV], [P_VOLUME], [STRIKE_DISTANCE], [STRIKE_DISTANCE_PCT]
How can I solve it.?
Which ones do you choose?
Thank you
Hi Rafael,
I understand your concern. We have updated the notebook in section 3 unit 18 of the course which applies renaming of the columns and updating the rows according to the dataset for NIFTY.
Hope this helps.