[R-SIG-Finance] Fwd: Re: But in quantmod function

Tue Nov 16 19:16:29 CET 2010

Thanks Jeff for the quick patch. That's awesome!!!

How do I now update my R with the patch?  I've looked through r-forge
and CRAN.  They still seem to have the old version.

I downloaded the latest snapshot from SVM, but my R installation doesn't
recognize it as an installable package. (On a Mac)

Suggestions?

-N

On 11/16/10 12:08 AM, Jeff Ryan wrote:
> Hi Mark/everyone,
>
> On Tue, Nov 16, 2010 at 1:01 AM, Mark Breman <breman.mark at gmail.com> wrote:
>> Hi everyone,
>>
>> Just a thought:
>>
>> Often these issues in quantmod arise when there is a change in the url at
>> the yahoo site (or other data-provider) and quantmod is not updated yet,
>> right?
> Not all that often is the URL the only issue.  It usually is far more
> complicated in terms of markup changes/and parsing logic than that.
> That said,
>
>> Would it be possible to expose the url quantmod is using for the scraping,
>> so when someone discovers an url change it can be altered
>> without modifications to the quantmod code.
>>
> Duncan Murdoch ironically also emailed me over the weekend to ask for
> the same thing.  I am not entirely sure that it is going to help much,
> but I am working on a more robust version of getSymbols that will
> involve something like 'known hosts' and a caching mechanism that
> would get updated/check on a regular basis.
>
> Like I said, the URL changes that *fix* things are rare, but Yahoo
> does seem to run a variety of servers that would make this approach
> viable enough to bother coding.
>
> Best,
> Jeff
>
> P.S. Another great place to have OSS R discussions aside from the list
> is at R/Finance here in Chicago. In case the CFP missed anyone, we've
> got a pretty amazing line-up of keynotes scheduled!  Conversations
> over drinks (coffee or beer) are always quite powerful...
>
> http://www.rinfinance.com/
>
> Hoping to see you all in Chicago in April!
>
>> Regards,
>>
>> -Mark-
>>
>> 2010/11/16 Joshua Ulrich <josh.m.ulrich at gmail.com>
>>
>>> Marc,
>>>
>>> On Mon, Nov 15, 2010 at 9:59 PM, Marc Delvaux <mdelvaux at gmail.com> wrote:
>>>> Jeffrey Ryan is the main author and maintainer of quantmod (even if I
>>> think
>>>> Joshua Ulrich is working on the yahoo scraping code).  Taping
>>> help(quantmod)
>>>
>>> I haven't done anything with the options web-scraping code.
>>>
>>>> will give you that information (same as for any package).  Quantmod is
>>>> hosted on r-forge where you can find more information if needed
>>>> https://r-forge.r-project.org/projects/quantmod/ And of course Jeffrey
>>> is
>>>> active on his mail list.
>>>>
>>> Actually, Jeff already patched the issue with symbols that start with
>>> a carat.  There may be other issues though...
>>>
>>> Best,
>>> --
>>> Joshua Ulrich  |  FOSS Trading: www.fosstrading.com
>>>
>>>
>>>> Author(s)
>>>>
>>>> Jeffrey A. Ryan
>>>>
>>>> Maintainer: Jeffrey A. Ryan <jeff.a.ryan at gmail.com>
>>>>
>>>>
>>>> On Mon, Nov 15, 2010 at 7:38 PM, Noah Silverman <noah at smartmediacorp.com
>>>> wrote:
>>>>
>>>>> 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 BlackBerryŽ
>>>>>>
>>>>>> -----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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