GLOBALS.md

Classes

LibraryError

OptionsChain

Quote

LibraryError

Kind: global class
Author: Torrey Leonard https://github.com/Ladinn

• LibraryError
  • new LibraryError(message)
  • .toString() ⇒ string

new LibraryError(message)

Param
message

libraryError.toString() ⇒ string

Kind: instance method of LibraryError
Author: Torrey Leonard https://github.com/Ladinn

OptionsChain

Kind: global class
Author: Torrey Leonard https://github.com/Ladinn

• OptionsChain
  • new OptionsChain(array)
  • .getExpirationDates() ⇒ Array.<Date>
  • .getStrikePrices(date, side) ⇒ Array.<Number> | Error
  • .getByExpirationDate(date) ⇒ Object
  • .getNearestStrikePrice(date, side, priceTarget) ⇒ Number | Error
  • .getNearestExpirationDate(targetDate) ⇒ Date
  • .getVolume(date, strike, side) ⇒ Number
  • .getOpenInterest(date, strike, side) ⇒ Number
  • .getLastPrice(date, strike, side) ⇒ Number
  • .getBid(date, strike, side) ⇒ Number
  • .getAsk(date, strike, side) ⇒ Number
  • .getChange(date, strike, side) ⇒ Number
  • .getLastTradeDate(date, strike, side) ⇒ Date
  • .getImpliedVolatility(date, strike, side) ⇒ Number
  • .isInTheMoney(date, strike, side) ⇒ Boolean

new OptionsChain(array)

Creates a new OptionsChain object.

Param	Type
array	Array

optionsChain.getExpirationDates() ⇒ Array.<Date>

Returns an array of all expiration dates for the OptionsChain object.

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

optionsChain.getStrikePrices(date, side) ⇒ Array.<Number> | Error

Returns an array of all strike prices for the OptionsChain object.

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type	Description
date	Date
side	String	put, call

optionsChain.getByExpirationDate(date) ⇒ Object

Returns an options chain for the given date.

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type
date	Date

optionsChain.getNearestStrikePrice(date, side, priceTarget) ⇒ Number | Error

Returns the nearest strike price to the given price target.

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type	Description
date	Date	Expiration date to query.
side	String	Strike price to query.
priceTarget	Number

optionsChain.getNearestExpirationDate(targetDate) ⇒ Date

Returns the nearest expiration date to the given date.

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type
targetDate	Date

optionsChain.getVolume(date, strike, side) ⇒ Number

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type	Description
date	Date	Expiration date to query.
strike	Number	Strike price to query.
side	String	put, call

optionsChain.getOpenInterest(date, strike, side) ⇒ Number

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type	Description
date	Date	Expiration date to query.
strike	Number	Strike price to query
side	String	put, call

optionsChain.getLastPrice(date, strike, side) ⇒ Number

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type	Description
date	Date	Expiration date to query.
strike	Number	Strike price to query
side	String	put, call

optionsChain.getBid(date, strike, side) ⇒ Number

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type	Description
date	Date	Expiration date to query.
strike	Number	Strike price to query
side	String	put, call

optionsChain.getAsk(date, strike, side) ⇒ Number

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type	Description
date	Date	Expiration date to query.
strike	Number	Strike price to query
side	String	put, call

optionsChain.getChange(date, strike, side) ⇒ Number

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type	Description
date	Date	Expiration date to query.
strike	Number	Strike price to query
side	String	put, call

optionsChain.getLastTradeDate(date, strike, side) ⇒ Date

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type	Description
date	Date	Expiration date to query.
strike	Number	Strike price to query
side	String	put, call

optionsChain.getImpliedVolatility(date, strike, side) ⇒ Number

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type	Description
date	Date	Expiration date to query.
strike	Number	Strike price to query
side	String	put, call

optionsChain.isInTheMoney(date, strike, side) ⇒ Boolean

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type	Description
date	Date	Expiration date to query.
strike	Number	Strike price to query
side	String	put, call

Quote

Kind: global class
Author: Torrey Leonard https://github.com/Ladinn
Properties

Name	Type	Description
symbol	String
date	Date
source	String
price	Object
price.last	Number
price.open	Number
price.high	Number
price.low	Number
price.close	Number
price.volume	Number
price.adjustedClose	Number
dom	Object
dom.bid.price	Number
dom.bid.size	Number
dom.ask.price	Number
dom.ask.size	Number
meta	Object	Price changes, dividends, splits, market cap, etc.
original	String	Original JSON string

• Quote
  • new Quote(object)
  • instance
    • .getSymbol() ⇒ String
    • .getDate() ⇒ Date
    • .getSource() ⇒ String
    • .getLast() ⇒ Number | Null
    • .getOpen() ⇒ Number | Null
    • .getHigh() ⇒ Number | Null
    • .getLow() ⇒ Number | Null
    • .getClose() ⇒ Number | Null
    • .getOHLC4() ⇒ number
    • .getVolume() ⇒ Number | Null
    • .getAdjustedClose() ⇒ Number | Null
    • .getBidPrice() ⇒ Number | Null
    • .getBidSize() ⇒ Number | Null
    • .getAskPrice() ⇒ Number | Null
    • .getAskSize() ⇒ Number | Null
    • .getMeta() ⇒ Object | Null
    • .getOriginal() ⇒ String
  • static
    • .getVWAP(quoteArray) ⇒ Number
    • .priceChannel(quoteArray, period) ⇒ Object

new Quote(object)

Creates a new Quote instance.

Param	Type
object	Object

quote.getSymbol() ⇒ String

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getDate() ⇒ Date

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getSource() ⇒ String

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getLast() ⇒ Number | Null

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getOpen() ⇒ Number | Null

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getHigh() ⇒ Number | Null

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getLow() ⇒ Number | Null

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getClose() ⇒ Number | Null

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getOHLC4() ⇒ number

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getVolume() ⇒ Number | Null

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getAdjustedClose() ⇒ Number | Null

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getBidPrice() ⇒ Number | Null

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getBidSize() ⇒ Number | Null

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getAskPrice() ⇒ Number | Null

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getAskSize() ⇒ Number | Null

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getMeta() ⇒ Object | Null

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getOriginal() ⇒ String

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

Quote.getVWAP(quoteArray) ⇒ Number

Returns the volume weighted average price (VWAP) for the given quote array. https://www.investopedia.com/terms/v/vwap.asp

Kind: static method of Quote
Author: Torrey Leonard https://github.com/Ladinn

Param	Type
quoteArray	Array

Quote.priceChannel(quoteArray, period) ⇒ Object

Calculates the highest high and lowest low for the provided period of time.

Kind: static method of Quote
Author: Torrey Leonard https://github.com/Ladinn

Param	Type
quoteArray	Array
period	int