Here's the very simple code, but you need Interactive Brokers' TWS to run it:
opt <- twsOption(local = '', expiry = '20121019',
strike = '146', right = 'C', symbol = 'SPY')
reqMktData(tws, opt, verbose = FALSE)
Running it, you'll get a stream of SPY Oct. '12 C146 datas; my question is: how may I tell IBrokers API to return me just particular fields, like underlying price, implied volatility, Delta Greek etc. instead of that data stream?
I would need to manage those datas in formulas etc.
Thanks,