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?
