[R-SIG-Finance] getOptionChain returns NULL data

rex rex at nosyntax.net
Sun Mar 7 04:24:33 CET 2010


After Yahoo changed to the new option symbols this code returns:

> library(quantmod)
> amznOpts <- getOptionChain('AMZN', Exp = "2010-05")
> amznOpts
$calls
NULL

$puts
NULL

$symbol
[1] "AMZN"

It used to return:

$calls                                   
     Strike  Last   Chg   Bid   Ask   Vol    OI
[...]

$puts
     Strike  Last    Chg   Bid   Ask  Vol    OI
[...]

Is there a fix for this? 

If not, is there another convenient method to get option chain data using R?

I've searched w/o finding an answer.

Thanks,

-rex
-- 
While Linux is larger than Emacs, at least Linux has the excuse that it
needs to be. -- Linus Torvalds



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