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Data Feeds

Michael Chu edited this page Oct 4, 2020 · 6 revisions

CSV Data

Optopsy currently supports importing data directly from CSV files.

csv_data(file_path, underlying_symbol=0, underlying_price=1, option_type=2, expiration=3, quote_date=4, strike=5 bid=6, ask=7

This is a convenience function to map your CSV file to the expected internal columns for Optopsy. All integer parameters are 0-indexed, meaning '0' maps to the first column of your CSV file.

Parameters

  • file_path (str, required): A string representing the relative filepath to search for the data file
  • underlying_symbol (_int, optional): An integer to map the column number of the CSV file to use for the option's symbol.
  • underlying_price (int, optional): Same as above, for underlying stock price.
  • option_type (int, optional): Same as above, for underlying option type.
  • expiration (int, optional): Same as above, for option's expiration date.
  • quote_date (int, optional): Same as above, for option's quote date.
  • strike (int, optional): Same as above, for option's strike price.
  • bid (int, optional): Same as above, for option's bid price.
  • ask (int, optional): Same as above, for options' ask price.

Under the hood it uses pandas read_csv function to perform the import. If you encounter any issues using this function, it is advised to just use pandas import functions to manually create the formatted DataFrames.

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