Data Feeds

CSV Data

Optopsy currently supports importing data directly from CSV files.

csv_data(file_path, underlying_symbol=0, underlying_price=1, option_type=2, expiration=3, quote_date=4, strike=5 bid=6, ask=7

This is a convenience function to map your CSV file to the expected internal columns for Optopsy. All integer parameters are 0-indexed, meaning '0' maps to the first column of your CSV file.

Parameters

• file_path (str, required): A string representing the relative filepath to search for the data file
• underlying_symbol (_int, optional): An integer to map the column number of the CSV file to use for the option's underlying stock symbol.
• underlying_price (int, optional): Same as above, for underlying stock price. Column should be of type float/int
• option_type (int, optional): Same as above, for underlying option type. The column must be of string type containing at least the characters 'c' or 'p' for calls/puts.
• expiration (int, optional): Same as above, for option's expiration date. Column should be parsable to datetime64[ns]
• quote_date (int, optional): Same as above, for option's quote date. Column should be parsable to datetime64[ns]
• strike (int, optional): Same as above, for option's strike price. Column should be of type float/int
• bid (int, optional): Same as above, for option's bid price. Column should be of type float/int
• ask (int, optional): Same as above, for options' ask price. Column should be of type float/int

Under the hood it uses pandas read_csv function to perform the import. If you encounter any issues using this function, it is advised to just use pandas import functions to manually create the formatted DataFrames.