diff --git a/.gitignore b/.gitignore index 199dffd..c35ce48 100644 --- a/.gitignore +++ b/.gitignore @@ -104,7 +104,7 @@ venv.bak/ .mypy_cache/ # exclude data from source control by default -data/ +./data # Mac OS-specific storage files .DS_Store diff --git a/data_scraper/test/data/cboe/SPX_March_2019.csv b/data_scraper/test/data/cboe/SPX_March_2019.csv new file mode 100644 index 0000000..3663c71 --- /dev/null +++ b/data_scraper/test/data/cboe/SPX_March_2019.csv @@ -0,0 +1,526 @@ +underlying,underlying_last,exchange,optionroot,type,expiration,quotedate,strike,last,net,bid,ask,volume,openinterest,impliedvol,delta,gamma +SPX,2810.92,CBOE,SPXW190313C01700000,call,03/13/2019,03/01/2019,1700.0,0.0,0.0,1099.0,1122.9,0,1,24.6156,0.9898,0.0 +SPX,2810.92,CBOE,SPXW190313C01800000,call,03/13/2019,03/01/2019,1800.0,0.0,0.0,999.0,1022.8,0,0,22.0919,0.9887,0.0001 +SPX,2810.92,CBOE,SPXW190313C01850000,call,03/13/2019,03/01/2019,1850.0,0.0,0.0,949.0,972.8,0,0,20.8793,0.9881,0.0001 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