[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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