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?


closed as too localized by Ryogi, lehalle, Max Vernon, user508, chrisaycock Sep 24 '12 at 20:56

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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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