option contract specification

[tbrown122387]

Description

Specifying vanilla option contracts seems a bit touchy.

Minimal, reproducible example

For some reason these don't work

library(IBrokers)
tws <- twsConnect()
IBrokers::reqMktData(tws, IBrokers::twsOption(local = "SPY 230727C00460000"))
IBrokers::reqMktData(tws, IBrokers::twsOption(local = "SPY 20230727C00460000"))

but this works

library(IBrokers)
tws <- twsConnect()
IBrokers::reqMktData(tws, IBrokers::twsOption(symbol = "SPY", exch = "SMART", 
                                              local = "", right = "C", 
                                              strike = 460, expiry = "20230727"))

Session Info

R version 4.2.1 (2022-06-23) Platform: x86_64-pc-linux-gnu (64-bit) Running under: Ubuntu 20.04.4 LTS  Matrix products: default BLAS:   /usr/lib/x86_64-linux-gnu/blas/libblas.so.3.9.0 LAPACK: /usr/lib/x86_64-linux-gnu/lapack/liblapack.so.3.9.0  locale:  [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C               LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8      [5] LC_MONETARY=en_US.UTF-8    LC_MESSAGES=en_US.UTF-8    LC_PAPER=en_US.UTF-8       LC_NAME=C                   [9] LC_ADDRESS=C               LC_TELEPHONE=C             LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C         attached base packages: [1] stats     graphics  grDevices utils     datasets  methods   base       other attached packages: [1] IBrokers_0.10-2 xts_0.13.1      zoo_1.8-12       loaded via a namespace (and not attached): [1] compiler_4.2.1  tools_4.2.1     grid_4.2.1      lattice_0.20-45
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