Class: SchwabRb::DataObjects::Option

Inherits:
Object
  • Object
show all
Defined in:
lib/schwab_rb/data_objects/option.rb

Instance Attribute Summary collapse

Class Method Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(symbol:, underlying_symbol:, description:, strike:, put_call:, exchange_name:, bid:, ask:, last:, mark:, bid_size:, ask_size:, bid_ask_size:, last_size:, high_price:, low_price:, open_price:, close_price:, total_volume:, trade_time_in_long:, quote_time_in_long:, net_change:, volatility:, delta:, gamma:, theta:, vega:, rho:, open_interest:, time_value:, theoretical_option_value:, theoretical_volatility:, option_deliverables_list:, strike_price:, expiration_date:, days_to_expiration:, expiration_type:, last_trading_day:, multiplier:, settlement_type:, deliverable_note:, percent_change:, mark_change:, mark_percent_change:, intrinsic_value:, extrinsic_value:, option_root:, exercise_type:, high_52_week:, low_52_week:, non_standard:, in_the_money:) ⇒ Option 



68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
 
# File 'lib/schwab_rb/data_objects/option.rb', line 68

def initialize(
  symbol:, underlying_symbol:, description:, strike:, put_call:,
  exchange_name:, bid:, ask:, last:, mark:, bid_size:, ask_size:,
  bid_ask_size:, last_size:, high_price:, low_price:, open_price:,
  close_price:, total_volume:, trade_time_in_long:,
  quote_time_in_long:, net_change:, volatility:, delta:,
  gamma:, theta:, vega:, rho:, open_interest:, time_value:,
  theoretical_option_value:, theoretical_volatility:, option_deliverables_list:, strike_price:,
  expiration_date:, days_to_expiration:, expiration_type:, last_trading_day:, multiplier:,
  settlement_type:, deliverable_note:, percent_change:, mark_change:, mark_percent_change:, intrinsic_value:, extrinsic_value:, option_root:, exercise_type:, high_52_week:, low_52_week:, non_standard:, in_the_money:
)
  @symbol = symbol
  @underlying_symbol = underlying_symbol
  @description = description
  @strike = strike
  @put_call = put_call
  @exchange_name = exchange_name
  @bid = bid
  @ask = ask
  @last = last
  @mark = mark
  @bid_size = bid_size
  @ask_size = ask_size
  @bid_ask_size = bid_ask_size
  @last_size = last_size
  @high_price = high_price
  @low_price = low_price
  @open_price = open_price
  @close_price = close_price
  @total_volume = total_volume
  @trade_time_in_long = trade_time_in_long
  @quote_time_in_long = quote_time_in_long
  @net_change = net_change
  @volatility = volatility
  @delta = delta
  @gamma = gamma
  @theta = theta
  @vega = vega
  @rho = rho
  @open_interest = open_interest
  @time_value = time_value
  @theoretical_option_value = theoretical_option_value
  @theoretical_volatility = theoretical_volatility
  @option_deliverables_list = option_deliverables_list
  @strike_price = strike_price
  @expiration_date = expiration_date
  @days_to_expiration = days_to_expiration
  @expiration_type = expiration_type
  @last_trading_day = last_trading_day
  @multiplier = multiplier
  @settlement_type = settlement_type
  @deliverable_note = deliverable_note
  @percent_change = percent_change
  @mark_change = mark_change
  @mark_percent_change = mark_percent_change
  @intrinsic_value = intrinsic_value
  @extrinsic_value = extrinsic_value
  @option_root = option_root
  @exercise_type = exercise_type
  @high_52_week = high_52_week
  @low_52_week = low_52_week
  @non_standard = non_standard
  @in_the_money = in_the_money
end

Instance Attribute Details

#ask ⇒ Object (readonly)

Returns the value of attribute ask.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def ask
  @ask
end

#ask_size ⇒ Object (readonly)

Returns the value of attribute ask_size.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def ask_size
  @ask_size
end

#bid ⇒ Object (readonly)

Returns the value of attribute bid.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def bid
  @bid
end

#bid_ask_size ⇒ Object (readonly)

Returns the value of attribute bid_ask_size.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def bid_ask_size
  @bid_ask_size
end

#bid_size ⇒ Object (readonly)

Returns the value of attribute bid_size.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def bid_size
  @bid_size
end

#close_price ⇒ Object (readonly)

Returns the value of attribute close_price.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def close_price
  @close_price
end

#days_to_expiration ⇒ Object (readonly)

Returns the value of attribute days_to_expiration.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def days_to_expiration
  @days_to_expiration
end

#deliverable_note ⇒ Object (readonly)

Returns the value of attribute deliverable_note.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def deliverable_note
  @deliverable_note
end

#delta ⇒ Object (readonly)

Returns the value of attribute delta.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def delta
  @delta
end

#description ⇒ Object (readonly)

Returns the value of attribute description.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def description
  @description
end

#exchange_name ⇒ Object (readonly)

Returns the value of attribute exchange_name.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def exchange_name
  @exchange_name
end

#exercise_type ⇒ Object (readonly)

Returns the value of attribute exercise_type.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def exercise_type
  @exercise_type
end

#expiration_date ⇒ Object (readonly)

Returns the value of attribute expiration_date.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def expiration_date
  @expiration_date
end

#expiration_type ⇒ Object (readonly)

Returns the value of attribute expiration_type.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def expiration_type
  @expiration_type
end

#extrinsic_value ⇒ Object (readonly)

Returns the value of attribute extrinsic_value.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def extrinsic_value
  @extrinsic_value
end

#gamma ⇒ Object (readonly)

Returns the value of attribute gamma.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def gamma
  @gamma
end

#high_52_week ⇒ Object (readonly)

Returns the value of attribute high_52_week.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def high_52_week
  @high_52_week
end

#high_price ⇒ Object (readonly)

Returns the value of attribute high_price.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def high_price
  @high_price
end

#in_the_money ⇒ Object (readonly)

Returns the value of attribute in_the_money.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def in_the_money
  @in_the_money
end

#intrinsic_value ⇒ Object (readonly)

Returns the value of attribute intrinsic_value.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def intrinsic_value
  @intrinsic_value
end

#last ⇒ Object (readonly)

Returns the value of attribute last.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def last
  @last
end

#last_size ⇒ Object (readonly)

Returns the value of attribute last_size.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def last_size
  @last_size
end

#last_trading_day ⇒ Object (readonly)

Returns the value of attribute last_trading_day.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def last_trading_day
  @last_trading_day
end

#low_52_week ⇒ Object (readonly)

Returns the value of attribute low_52_week.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def low_52_week
  @low_52_week
end

#low_price ⇒ Object (readonly)

Returns the value of attribute low_price.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def low_price
  @low_price
end

#mark ⇒ Object (readonly)

Returns the value of attribute mark.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def mark
  @mark
end

#mark_change ⇒ Object (readonly)

Returns the value of attribute mark_change.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def mark_change
  @mark_change
end

#mark_percent_change ⇒ Object (readonly)

Returns the value of attribute mark_percent_change.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def mark_percent_change
  @mark_percent_change
end

#multiplier ⇒ Object (readonly)

Returns the value of attribute multiplier.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def multiplier
  @multiplier
end

#net_change ⇒ Object (readonly)

Returns the value of attribute net_change.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def net_change
  @net_change
end

#non_standard ⇒ Object (readonly)

Returns the value of attribute non_standard.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def non_standard
  @non_standard
end

#open_interest ⇒ Object (readonly)

Returns the value of attribute open_interest.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def open_interest
  @open_interest
end

#open_price ⇒ Object (readonly)

Returns the value of attribute open_price.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def open_price
  @open_price
end

#option_deliverables_list ⇒ Object (readonly)

Returns the value of attribute option_deliverables_list.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def option_deliverables_list
  @option_deliverables_list
end

#option_root ⇒ Object (readonly)

Returns the value of attribute option_root.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def option_root
  @option_root
end

#percent_change ⇒ Object (readonly)

Returns the value of attribute percent_change.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def percent_change
  @percent_change
end

#put_call ⇒ Object (readonly)

Returns the value of attribute put_call.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def put_call
  @put_call
end

#quote_time_in_long ⇒ Object (readonly)

Returns the value of attribute quote_time_in_long.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def quote_time_in_long
  @quote_time_in_long
end

#rho ⇒ Object (readonly)

Returns the value of attribute rho.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def rho
  @rho
end

#settlement_type ⇒ Object (readonly)

Returns the value of attribute settlement_type.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def settlement_type
  @settlement_type
end

#strike ⇒ Object (readonly)

Returns the value of attribute strike.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def strike
  @strike
end

#strike_price ⇒ Object (readonly)

Returns the value of attribute strike_price.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def strike_price
  @strike_price
end

#symbol ⇒ Object (readonly)

Returns the value of attribute symbol.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def symbol
  @symbol
end

#theoretical_option_value ⇒ Object (readonly)

Returns the value of attribute theoretical_option_value.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def theoretical_option_value
  @theoretical_option_value
end

#theoretical_volatility ⇒ Object (readonly)

Returns the value of attribute theoretical_volatility.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def theoretical_volatility
  @theoretical_volatility
end

#theta ⇒ Object (readonly)

Returns the value of attribute theta.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def theta
  @theta
end

#time_value ⇒ Object (readonly)

Returns the value of attribute time_value.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def time_value
  @time_value
end

#total_volume ⇒ Object (readonly)

Returns the value of attribute total_volume.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def total_volume
  @total_volume
end

#trade_time_in_long ⇒ Object (readonly)

Returns the value of attribute trade_time_in_long.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def trade_time_in_long
  @trade_time_in_long
end

#underlying_symbol ⇒ Object (readonly)

Returns the value of attribute underlying_symbol.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def underlying_symbol
  @underlying_symbol
end

#vega ⇒ Object (readonly)

Returns the value of attribute vega.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def vega
  @vega
end

#volatility ⇒ Object (readonly)

Returns the value of attribute volatility.



133
134
135
 
# File 'lib/schwab_rb/data_objects/option.rb', line 133

def volatility
  @volatility
end

Class Method Details

.build(underyling_symbol, data) ⇒ Object 



10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
 
# File 'lib/schwab_rb/data_objects/option.rb', line 10

def build(underyling_symbol, data)
  Option.new(
    symbol: data.fetch(:symbol),
    underlying_symbol: underyling_symbol,
    description: data.fetch(:description),
    strike: data.fetch(:strikePrice),
    put_call: data.fetch(:putCall),
    exchange_name: data.fetch(:exchangeName, nil),
    bid: data.fetch(:bid),
    ask: data.fetch(:ask),
    last: data.fetch(:last),
    mark: data.fetch(:mark),
    bid_size: data.fetch(:bidSize, nil),
    ask_size: data.fetch(:askSize, nil),
    bid_ask_size: data.fetch(:bidAskSize, nil),
    last_size: data.fetch(:lastSize, nil),
    high_price: data.fetch(:highPrice, nil),
    low_price: data.fetch(:lowPrice, nil),
    open_price: data.fetch(:openPrice, nil),
    close_price: data.fetch(:closePrice, nil),
    total_volume: data.fetch(:totalVolume, nil),
    trade_time_in_long: data.fetch(:tradeTimeInLong, nil),
    quote_time_in_long: data.fetch(:quoteTimeInLong, nil),
    net_change: data.fetch(:netChange, nil),
    volatility: data.fetch(:volatility, nil),
    delta: data.fetch(:delta, nil),
    gamma: data.fetch(:gamma, nil),
    theta: data.fetch(:theta, nil),
    vega: data.fetch(:vega, nil),
    rho: data.fetch(:rho, nil),
    open_interest: data.fetch(:openInterest, nil),
    time_value: data.fetch(:timeValue, nil),
    theoretical_option_value: data.fetch(:theoreticalOptionValue, nil),
    theoretical_volatility: data.fetch(:theoreticalVolatility, nil),
    option_deliverables_list: data.fetch(:optionDeliverablesList, nil),
    strike_price: data.fetch(:strikePrice, nil),
    expiration_date: Date.parse(data.fetch(:expirationDate)),
    days_to_expiration: data.fetch(:daysToExpiration, nil),
    expiration_type: data.fetch(:expirationType, nil),
    last_trading_day: data.fetch(:lastTradingDay, nil),
    multiplier: data.fetch(:multiplier, nil),
    settlement_type: data.fetch(:settlementType, nil),
    deliverable_note: data.fetch(:deliverableNote, nil),
    percent_change: data.fetch(:percentChange, nil),
    mark_change: data.fetch(:markChange, nil),
    mark_percent_change: data.fetch(:markPercentChange, nil),
    intrinsic_value: data.fetch(:intrinsicValue, nil),
    extrinsic_value: data.fetch(:extrinsicValue, nil),
    option_root: data.fetch(:optionRoot, nil),
    exercise_type: data.fetch(:exerciseType, nil),
    high_52_week: data.fetch(:high52Week, nil),
    low_52_week: data.fetch(:low52Week, nil),
    non_standard: data.fetch(:nonStandard, nil),
    in_the_money: data.fetch(:inTheMoney, nil)
  )
end