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Maybe more of a programming question, Is there a Ruby gem to facilitate conversion of an option symbol notation from one form to another?

For example, one source provides TZA1220J18

but an API for a brokerage strictly goes by TZA^^^121020C00018000

whose description is TZA Oct12 18 Call

If I figure out how to do this indirectly, by invoking R from with Ruby for example, which R library would I need that given the first form, can return one of the later two notations as strings?

I understand that exact days-of-month for option expiration may be irregular, so perhaps some website has an API to assist showing option symbols under different conventions?

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  • $\begingroup$ How can I migrate question this to SE? Anyway a useful reference to decode the new option symbol I have found is moneymorning.com/2010/02/01/new-options-trading-symbols. If I always assume 3rd Friday/Saturday of the month I can avoid online lookups. $\endgroup$ – Marcos Jul 23 '12 at 15:56

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