Data: All option prices for ETFs

Category : Uncategorized

All option prices for ETFs

List manually prepared from Yahoo! Finance
Option prices from Yahoo! FInance

*
clear all
cd "/users/mfd/desktop/"
use "http://researchforprofit.com/data_private/140206_worthy_intraday_etf_list_profiles.dta", clear
sort symbol
 foreach aa in "^" "&" "-" "_" "." "," "#" {
	drop if strpos(symbol,"`aa'") > 0
}
levelsof symbol, local(tickers) clean
 
foreach ticker in `tickers' {
	clear
	capture: fetchyahoooptions `ticker', m(2016-12-16)
	di "`ticker' => " _N
	if (_N >= 2) {
		qui: {
			capture: append using _20161111_options_ETF.dta
			save _20161111_options_ETF.dta, replace
		}
	}
}
*