Total open interest and volume aggregated by ticker

Total open interest and volume aggregated by ticker R API Documentation

Returns total open interest and volume by ticker

API Class:
IntrinioSDK::OptionsApi
Instance Method:
get_option_aggregates()

Stock Price Code Example

Use my API Key
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Optional params
opts <- list(
date = IntrinioSDK::TODO_OBJECT_MAPPING$new(),
page_size = 100,
next_page = NULL
)
response <- OptionsApi$get_option_aggregates(opts)
print(response)
print(response$content)
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Parameters

NameTypeDescriptionNotes
dateTODO_OBJECT_MAPPINGReturn aggregated data for this date[optional]  
page_sizeIntegerThe number of results to return[optional] [default to 100]  
next_pageCharacterGets the next page of data from a previous API call[optional]  


Return Type

object
IntrinioSDK::ApiResponseOptionsAggregates

Properties

NameTypeDescription
aggregatesList of OptionsAggregateA list of option expiration dates in descending order  
aggregates_data_frameData FrameData frame representation of aggregates
next_pageCharacterThe token required to request the next page of the data. If null, no further results are available.  
object
IntrinioSDK::OptionsAggregate

Properties

NameTypeDescription
tickerCharacterThe ticker symbol of the Security for the Option.  
dateCharacterThe date of the data.  
total_open_interestIntegerTotal open interest for the ticker  
total_volumeIntegerTotal volume for the ticker  
total_put_volumeIntegerTotal put volume for the ticker  
total_call_volumeIntegerTotal call volume for the ticker  
put_call_volume_ratioNumericTotal put volume to total call volume ratio for the ticker  
contract_countIntegerTotal number of active contracts for the ticker