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

[Joshua Ulrich]

Noah,

On Tue, Nov 9, 2010 at 8:43 PM, Noah Silverman <noah at smartmediacorp.com> wrote:
> 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.
>
*Please* elaborate.  What about it appears broken?  What error do you
receive?  What version of R and quantmod are you using?

> I just calling it as:   x <- getOptionChain("AAPL", Exp = NULL, src="yahoo")
>
This works with the most recent r-forge revision.  It returns
list(calls=NULL, puts=NULL, symbol="AAPL") with the most recent CRAN
version.  It appears there were some changes to the Yahoo site and/or
the web-scraping code.

> Alternately, can anyone suggest an easy way to get option chain data
> directly into R?
>
Yes, use a patched version of quantmod from r-forge.

Best,
--
Joshua Ulrich  |  FOSS Trading: www.fosstrading.com


>
> Thanks!
>
> -N
>
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