30:T9b1,md`

Stock quote and option quote for ${ StockDay.Symbol } on ${timestampFormat(StockDay.TimeStamped)}


LAST	LX	Net Chng	BID	BX	ASK	AX	Size	Volume	Open	High	Low
${ListingInfo['LAST']}	${ListingInfo['LX']}	${ListingInfo['Net Chng']}	${ListingInfo['BID']}	${ListingInfo['BX']}	${ListingInfo['ASK']}	${ListingInfo['AX']}	${ListingInfo['Size']}	${volumeFormat(ListingInfo['Volume'])}	${ListingInfo['Open']}	${ListingInfo['High']}	${ListingInfo['Low']}


Yield	PE	Div	Div.Freq	Ex Div.Date	52High	52Low	Shares	FastBeta
${ListingInfo["Yield"]}	${ListingInfo["PE"]}	${ListingInfo["Div"]}	${ListingInfo["Div.Freq"]}	${shortDateFormat(ListingInfo["Ex Div.Date"])}	${ListingInfo["52High"]}	${ListingInfo["52Low"]}	${volumeFormat(ListingInfo["Shares"])}	${ListingInfo["FastBeta"]}

`31:[] 2e:{"title":"TradingDay Quote","cells":[{"id":77,"value":"md`# TradingDay Quote\n\n\n\nThe convention was to call this StockDay but that always felt odd since it applies to stocks and ETFs.\n\nAlternatives: \n\n- 'Listing Quote'\n- 'EndOfDay Quote'\n- 'Day Quote'\n- 'Daily Data'\n\n`","pinned":false,"hidden":false,"mode":"ojs"},{"id":109,"value":"// Option Code \tVolume \tOpen.Int \tDelta \tGamma \tTheta \tVega \tRho \tImpl Vol \tTheo Price \tROC \tROR \tProb.ITM \tProb.Touch \tProb.OTM \tCov Return \tMax Cov Return \tMark \tSize \tBS \tAS \t%Change \tLast \tLAST \tLX \tOpen \tHigh \tLow \tBID \tBX \tASK \tAX \tExp \tStrike \t% Change","pinned":true,"hidden":false,"mode":"ojs"},{"id":152,"value":"$30","pinned":false,"hidden":false,"mode":"ojs"},{"id":156,"value":"volumeFormat = d3.format(',.0f')","pinned":true,"hidden":false,"mode":"ojs"},{"id":158,"value":"timestampFormat = d3.timeFormat('%c')","pinned":true,"hidden":false,"mode":"ojs"},{"id":160,"value":"shortDateFormat = d3.timeFormat('%d %b')","pinned":true,"hidden":false,"mode":"ojs"},{"id":154,"value":"(StockDay.info = {\n LAST: 53.84,\n LX: \"N\",\n ['Net Chng']: 0.56,\n BID: 53.61,\n BX: \"Q\",\n ASK: 53.99,\n AX: \"P\",\n Size: \"1 x 4\",\n Volume: 3200768,\n Open: 53.53,\n High: 53.97,\n Low: 53.17\n})","pinned":true,"hidden":false,"mode":"ojs"},{"id":74,"value":"OptionChainLabels =md`\n\n### How many series are there?\n\n\n${ html`${OptionChains.map(series=>html`

${series[0]}

`)}`}`","pinned":false,"hidden":false,"mode":"ojs"},{"id":72,"value":"OptionChainsHtml = md`\n---\n### This is how we display an Option Chain...\n----\n

${\n false ? OptionTables() : null\n}

`","pinned":false,"hidden":false,"mode":"ojs"},{"id":71,"value":"//this is how your display all the option-series in an option-chain\nOptionTables=()=>html` ${OptionChains.map((series,i)=>{\n return ({\n label:series[0],\n options:table(series[1]) \n })\n \n \n }).map(x=>x.options)}\n\n`","pinned":false,"hidden":false,"mode":"ojs"},{"id":70,"value":"SYMBOL='IBM'","pinned":false,"hidden":false,"mode":"ojs"},{"id":69,"value":"alternateDT=({\"2019-07-01\":new Date(\"2019-07-01\"),\n \"2019-06-14\":new Date(\"2019-06-14\")\n })","pinned":false,"hidden":false,"mode":"ojs"},{"id":68,"value":"viewof DT = html``","pinned":false,"hidden":false,"mode":"ojs"},{"id":67,"value":"StockDay = {\n return {\n ...dataCredentials,\n info: ListingInfo,\n options: OptionChains\n };\n}","pinned":true,"hidden":false,"mode":"ojs"},{"id":66,"value":"ListingInfo = {\n \n let obj = {\n ...d3.csvParse(([textRows[3],textRows[4]]).join(`\\n`),d3.autoType)[0],\n ...d3.csvParse(([textRows[7],textRows[8]]).join(`\\n`),d3.autoType)[0]\n }\n \n \n obj.Volume=+parseNumbers(obj.Volume)\n obj['Ex Div.Date']=exDivParser(obj['Ex Div.Date'])\n obj.Shares=+parseNumbers(obj.Shares)\n return obj;\n}","pinned":false,"hidden":false,"mode":"ojs"},{"id":65,"value":"parseNumbers=(str)=>{\n if ( !str)return undefined;\n let num = str.replace(/,/g,'');\n return num;\n}","pinned":false,"hidden":false,"mode":"ojs"},{"id":64,"value":"exDivParser=d3.timeParse('%m/%d/%y')","pinned":false,"hidden":false,"mode":"ojs"},{"id":63,"value":"md`## OPTIONS`","pinned":false,"hidden":false,"mode":"ojs"},{"id":62,"value":"OptionChains = d3.groups(Options,k=>k.Exp)","pinned":false,"hidden":false,"mode":"ojs"},{"id":61,"value":"Options.map(x => Object.keys(x).length)","pinned":false,"hidden":false,"mode":"ojs"},{"id":60,"value":"Options = d3.merge(parseRowArray.map(({call,put})=>{\n delete call[\"\"]\n delete put[\"\"]\n \n return [call,put]\n}))","pinned":false,"hidden":false,"mode":"ojs"},{"id":59,"value":"parseRowArray = option_rows\n.map(x=>{\n let call={},\n put={};\n \n let c=d3.zip( x.slice(0,strikePosition+1),callColumns).forEach(x=> {\n call[x[1]]=x[0]\n }) \n call=parseOption(call);\n \n \n// let call = [x.slice(0,29),callColumns].reduce(function(m,v){m[v.key] = v.value; return m;}, {});\n // .reduce(function(m,v){m[v.key] = v.value; return m;}, {})\n// \n \n let p= d3.zip( x.slice(34),putColumns).forEach(x=> {\n put[x[1]]=x[0]\n }) \n \n put=parseOption(put);\n return {call,put}\n}\n )","pinned":false,"hidden":false,"mode":"ojs"},{"id":58,"value":"parseOption=(option)=>{\n option.Volume=+option.Volume;\n option.BID =+option.BID;\n option.ASK=+option.ASK;\n option.Strike=+option.Strike;\n option['Open.Int']=+option['Open.Int'];\n option['Theo Price']=+option['Theo Price']\n option['Delta']=+option['Delta']\n option['Gamma']=+option['Gamma']\n option['Vega']=+option['Vega']\n option['Theta']=+option['Theta']\n option['Rho']=+option['Rho']\n option['LAST']=+option['LAST']\n option['LX']=+option['LX']\n option['LAST']=+option['LAST']\n option['Mark']=+option['Mark']\n option['Last']=+option['Last']\n option['BS']=+option['BS']\n option['AS']=+option['AS']\n option['% Change']=+option['% Change']\n option['ROC']=+option['ROC']\n option['ROR']=+option['ROR']\n return option;\n}","pinned":false,"hidden":false,"mode":"ojs"},{"id":57,"value":"getCall=rowArray=>rowArray.split(',').slice(0,strikePosition+1)","pinned":false,"hidden":false,"mode":"ojs"},{"id":56,"value":"getPut=rowArray=>rowArray.split(',').slice(strikePosition-1)","pinned":false,"hidden":false,"mode":"ojs"},{"id":55,"value":"option_rows=textRows\n.filter(x=>x.startsWith(`,,${SYMBOL}`))\n.map(d3.csvParse)\n.map(x=>[...x.columns])\n","pinned":false,"hidden":false,"mode":"ojs"},{"id":54,"value":"md`---\n## Utilities`","pinned":false,"hidden":false,"mode":"ojs"},{"id":53,"value":"generate_options_csv = ()=>option_chain_header.concat(`${option_rows.join('\\n')}`)","pinned":false,"hidden":false,"mode":"ojs"},{"id":52,"value":"dataCredentials = {\nlet temp=textRows[0].split(' ') ;\n let symbol=temp[6];\n let date = temp[8];\n let time = temp[9];\n let dt = timeStampParser(date+' '+time);\n \n return {Symbol: temp[6], TimeStamped:dt }\n}","pinned":false,"hidden":false,"mode":"ojs"},{"id":51,"value":"timeStampParser = d3.timeParse(\"%m/%d/%y %H:%M:%S\")","pinned":false,"hidden":false,"mode":"ojs"},{"id":50,"value":"invalidValues = [\"\",\" \",'']","pinned":false,"hidden":false,"mode":"ojs"},{"id":49,"value":"underlying_header=`LAST,LX,Net Chng,BID,BX,ASK,AX,Size,Volume,Open,High,Low`","pinned":false,"hidden":false,"mode":"ojs"},{"id":48,"value":"option_chain_header = textRows\n .filter(x => x.startsWith(',,Option Code'))[0]\n .split(',')","pinned":true,"hidden":false,"mode":"ojs"},{"id":47,"value":"//yayy my first working reduce...it's so unnecessary but a step in right direction. \noption_chain_header.reduce((a,v)=>a+v+',')","pinned":false,"hidden":false,"mode":"ojs"},{"id":46,"value":"strikePosition=option_chain_header.indexOf('Strike')","pinned":false,"hidden":false,"mode":"ojs"},{"id":45,"value":"callColumns=option_chain_header.slice(0,strikePosition+1)","pinned":false,"hidden":false,"mode":"ojs"},{"id":44,"value":"putColumns=option_chain_header.slice(strikePosition-1)","pinned":false,"hidden":false,"mode":"ojs"},{"id":43,"value":"md`---\n## Data`","pinned":false,"hidden":false,"mode":"ojs"},{"id":42,"value":"md`### 1. Using a static mock-file`","pinned":false,"hidden":false,"mode":"ojs"},{"id":41,"value":"text=await (await fetch(fileSelection)).text()","pinned":false,"hidden":false,"mode":"ojs"},{"id":40,"value":"md`1. Split file into lines`","pinned":false,"hidden":false,"mode":"ojs"},{"id":39,"value":"viewof fileSelection = select({\n value:\n 'https://raw.githubusercontent.com/Stroked/ajay-works/master/2019-10-25-StockAndOptionQuoteForIBM.csv',\n options: [\n `https://raw.githubusercontent.com/Stroked/ajay-works/master/${DT}-StockAndOptionQuoteFor${SYMBOL}.csv`,\n 'https://gist.githubusercontent.com/Stroked/49a089ddc690b3bd9ca6d899ce5b7bae/raw/8a32c8cb6743091f82737a40f6c6783ed8437521/2019-09-01-StockAndOptionQuoteForAIG.csv',\n 'https://gist.githubusercontent.com/Stroked/49a089ddc690b3bd9ca6d899ce5b7bae/raw/8a32c8cb6743091f82737a40f6c6783ed8437521/2019-09-01-StockAndOptionQuoteForIBM.csv',\n `https://raw.githubusercontent.com/Stroked/ajay-works/master/${DT}-StockAndOptionQuoteFor${SYMBOL}.csv`,\n 'https://raw.githubusercontent.com/Stroked/ajay-works/master/2019-10-25-StockAndOptionQuoteForIBM.csv'\n ]\n})","pinned":false,"hidden":false,"mode":"ojs"},{"id":38,"value":"textRows=text.split('\\n')","pinned":false,"hidden":false,"mode":"ojs"},{"id":37,"value":"{// parsedCSV.map(option=>{\n// const o={};\n// //\n// Object.entries(option).map( ([key,value])=>{\n// if(key==='' || invalidValues.includes(value) ) {\n// //delete option[key];\n// return ;\n// }\n// o[key]=value\n// })\n// return o\n// })\n}","pinned":false,"hidden":false,"mode":"ojs"},{"id":36,"value":"md`## IMPORTS`","pinned":false,"hidden":false,"mode":"ojs"},{"id":35,"value":"import {select} from '@jashkenas/inputs'","pinned":true,"hidden":false,"mode":"ojs"},{"id":34,"value":"d3 =require('d3','d3-array')","pinned":false,"hidden":false,"mode":"ojs"},{"id":33,"value":"import {table} from '@tmcw/tables'","pinned":false,"hidden":false,"mode":"ojs"},{"id":32,"value":"import {take} from '@stroked/tradingday'","pinned":false,"hidden":false,"mode":"ojs"},{"id":31,"value":"md`\nINSTRUCTIONS: *Extract 3 things from the **text***\n- timestamp (line 1)\n- underlying (line 4&5 + line 7&8)\n- options (line 10+)`","pinned":false,"hidden":false,"mode":"ojs"},{"id":29,"value":"OptionSeries_Header={\n \n \n return {optionColumns:option_chain_header}\n}","pinned":false,"hidden":false,"mode":"ojs"},{"id":78,"value":"import {soFetch} from '@alecglassford/so-fetch'","pinned":true,"hidden":false,"mode":"ojs"},{"id":15,"value":"import {} from '@jashkenas/inputs'","pinned":false,"hidden":false,"mode":"ojs"}],"files":"$W31","stdlib":"1","titling":"auto"}