[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
More information about the R-SIG-Finance
mailing list