{"repo":"evdubs/oic-options-chains","free":true,"listed":false,"github":"https://github.com/evdubs/oic-options-chains","clone":"git clone https://github.com/evdubs/oic-options-chains.git","description":"ETL for OIC Options Chains","language":"Racket","stars":33,"topics":["oic","options-chains","etl","racket"],"license":"MPL-2.0","category":"data-pipelines","readme_excerpt":"oic-options-chains These Racket programs will download the OIC Options Chains HTML files and insert the data into a PostgreSQL database. The intended usage is: You will need to provide a database password for both programs. The available parameters are: The provided schema.sql file shows the expected schema within the target PostgreSQL instance. This process assumes you can write to a /var/local/oic/options-chains folder. This process also assumes you have loaded your database with the NASDAQ symbol file information, SPDR ETF holding information, and Invesco ADR ETF holding information. This data is provided by the nasdaq-symbols project, spdr-etf-holdings project, and invesco-etf-holdings project. These programs currently (2019-11-11) will just extract option chains for S&P 500/400/600 component companies, Invesco ADR component companies, and some SPDR ETFs. The transform/load script will just insert options expiring 2 weeks, 4 weeks, and 8 weeks from the current date and they will also just grab the +/- 0%, 2%, 4%, 6%, 8%, 10%, 12.5%, 15%, 17.5%, 20%, 22.5%, 25%, 27.5%, and 30% strikes. This suits my purposes, but this filter can be removed if you want to insert everything. Dependencies It is recommended that you start with the standard Racket distribution. With that, you will need to install the following packages:","default_branch":null,"files":null,"tree":[],"storefront":"/r/evdubs","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/evdubs/oic-options-chains/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}