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

[Noah Silverman]

Josh,

Thanks for the quick answer.  Cedrick also e-mailed me directly.  (The R 
community rocks!)

Installing from the source on r-forge worked!!!

Thanks,

-N

On 11/9/10 6:53 PM, Joshua Ulrich wrote:
> 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
>>
>> _______________________________________________
>> R-SIG-Finance at stat.math.ethz.ch mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> -- Subscriber-posting only. If you want to post, subscribe first.
>> -- Also note that this is not the r-help list where general R questions
>> should go.
>>