[Marco Hoog]

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 1 month ago by Marco Hoog.
• This reply was modified 1 month ago by Marco Hoog.

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