[R-SIG-Finance] But in quantmod function

Noah Silverman noah at smartmediacorp.com
Tue Nov 16 02:06:22 CET 2010


Hi,

I think I've found a bug in the quantmod library.

The function "getOptionChain" fails when fetching the chain of an index 
(S&P, DJIA, etc.)
(Note:  It works beautifully for options on stocks.)

chain <- getOptionChain("^GSPC", Exp=NULL)
Error in strsplit(opt, "<tr.*?>")[[1]] : subscript out of bounds

chain <- getOptionChain("^RUT", Exp=NULL)
Error in from:to : NA/NaN argument


Any ideas?

-N



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