Data

Viewing 0 reply threads
  • Author
    Posts
    • February 25, 2025 at 4:25 pm #12265
      Marco Hoog
      Participant

      Where in the data is it indicated if a line is about a monthly, weekly or perhaps even daily option?

      BTW, the data is quite fast to read when you use the “pyarrow” engine in python …
      colnames=[‘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’]
      jan = pd.read_csv(f’D:/trading/download/spx_eod_202301.txt’, engine=”pyarrow”, names=colnames, header=None)
      jan=jan[1:]

      • This reply was modified 3 months ago by Marco Hoog.
      • This reply was modified 3 months ago by Marco Hoog.
  • Author
    Posts
Viewing 0 reply threads
  • You must be logged in to reply to this topic.