[R-SIG-Finance] Bug in quantmod library?

Noah Silverman noah at smartmediacorp.com
Wed Nov 10 03:43:00 CET 2010


Hi,

Just starting to play around with some derivative pricing models and I 
need an easy way to download option chain data.  The quantmod package 
has a function for this, but it appears to be broken.

I just calling it as:   x <- getOptionChain("AAPL", Exp = NULL, src="yahoo")

Alternately, can anyone suggest an easy way to get option chain data 
directly into R?


Thanks!

-N



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