[R-SIG-Finance] getOptionChain returns NULL data

rex rex at nosyntax.net
Sun Mar 7 07:39:33 CET 2010


Jeff Ryan <jeff.a.ryan at gmail.com> [2010-03-06 20:19]:
>The quantmod on R-forge solves this issue (the OCC's new OSI key
>initiative + yahoo = havoc).

Hello Jeff,

First, thanks very much for providing a very useful library.

>You're sessionInfo or packageDescription output would typically be
>useful in future emails.

Wasn't aware of them, thanks.

When getOptionChain() quit working (no thanks to OCC+Yahoo), the first
thing I did was go to:

http://www.quantmod.com/download/

and use the command:

> install.packages(c('xts','Defaults','quantmod'))

That didn't help, and the suggestion on the above page:

========================================================================
For the latest version of quantmod (and TTR) - download the source here:

    xts package source:     xts_0.0-15.tar.gz
    quantmod package source:     quantmod_0.3-6.tar.gz
    TTR package source:     TTR_0.14-0.tar.gz 
========================================================================

didn't seem likely to improve the situation, since
quantmod_0.3-6.tar.gz is quite old.

Thanks to your mention of R-forge, I used:

> install.packages("quantmod", repos="http://R-Forge.R-project.org")

and that upgraded from the 0.3-13 I was using to 0.3-14, which
fixed the problem.

Thank you very much for the help. 

For reference:

> sessionInfo()
R version 2.10.0 (2009-10-26)
i486-pc-linux-gnu

locale:
 [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C
 [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8
 [5] LC_MONETARY=C              LC_MESSAGES=en_US.UTF-8
 [7] LC_PAPER=en_US.UTF-8       LC_NAME=C
 [9] LC_ADDRESS=C               LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
[1] quantmod_0.3-14 TTR_0.20-1      Defaults_1.1-1  xts_0.7-0
[5] zoo_1.6-2

loaded via a namespace (and not attached):
[1] grid_2.10.0     lattice_0.17-26

-rex
-- 
"If a man is talking in the forest and no woman is there to hear him,
is he still wrong?"



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