[R-SIG-Finance] But in quantmod function

[Noah Silverman]

OK,

Bad example.  But try it for the ticker "^RUT"  (Russel index)

There ARE options:  http://finance.yahoo.com/q/op?s=^RUT+Options

Also options for the S&P mini "^XAP"
http://finance.yahoo.com/q/op?s=^XSP+Options

getOptionChain("^XSP", NULL)
Error in from:to : NA/NaN argument

I'VE FOUND THE BUG.  But don't know how/where to submit it.

Look carefully at the URLs used by yahoo.

For a stock

For an index

Notice that with an index, the "+options" part is there.  Try calling 
the page without it and it fails.  The current code in quantmod doesn't 
add this.

I think we just need add one line:      Symbols <- paste(Symbols, 
"+options", sep="")

-N





On 11/15/10 7:03 PM, Cedrick Johnson wrote:
> There are technically SPX cash optns. I am not in front of my comp to look them up but they do exist indeed. SPY and DIA options do exist for the ETF's....
>
> -c
> Sent from my BlackBerry®
>
> -----Original Message-----
> From: Marc Delvaux<mdelvaux at gmail.com>
> Sender: r-sig-finance-bounces at stat.math.ethz.ch
> Date: Mon, 15 Nov 2010 18:49:35
> To: Noah Silverman<noah at smartmediacorp.com>
> Reply-To: mdelvaux at gmail.com
> Cc:<r-sig-finance at stat.math.ethz.ch>
> Subject: Re: [R-SIG-Finance] But in quantmod function
>
> That is because there are no options on these specific tickers, as you can
> see by the grayed out "options" link on the corresponding yahoo page.
>
> For options on the S&P, you need to use "SPY", and "^DJX" for the DJIA.
>
> On Mon, Nov 15, 2010 at 5:06 PM, Noah Silverman<noah at smartmediacorp.com>wrote:
>
>> 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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