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

Jeff Ryan jeff.a.ryan at gmail.com
Tue Nov 16 19:22:35 CET 2010 

Hi Noah,

You'll either need to have the build tools installed on your mac
(including OSX dev tools and some TeX suite), or wait for the binaries
to be built (once a day for R-forge I think...)

I'll try and send you a Mac binary later today as well.

Best,
Jeff

On Tue, Nov 16, 2010 at 12:16 PM, Noah Silverman
<noah at smartmediacorp.com> wrote:
> 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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>>>>>
>>>>>
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>>
>
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-- 
Jeffrey Ryan    |    Founder    |    jeffrey.ryan at lemnica.com

www.lemnica.com

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