[R-SIG-Finance] Another new bug with quantmod

[Jeff Ryan]

Hi Noah,

The formatting for the source from Yahoo has changed - so the quantmod
code needed to remove the workaround introduced back in late August
that handled the lack of front month being explicitly available to
parse;  i.e. the yahoo has added the front month link back in.

More disconcerting is the fact that this worked for Mark.

I fear yahoo does some pretty serious load balancing that may or may
not be 100% consistent across servers.  So some get the benefit of
breaking and some do not.  I think this eventually settles down - but
for now I have patched the sources to work with the 'new' html.

rev 556 on R-forge.

Best,
Jeff

Happy Thanksgiving to those celebrating today!


On Thu, Nov 25, 2010 at 3:23 AM, Mark Breman <breman.mark at gmail.com> wrote:
> Hi Noah,
>
> With these settings both will work:
>
> ##################################################################################
>> sessionInfo()
> R version 2.12.0 (2010-10-15)
> Platform: i486-pc-linux-gnu (32-bit)
>
> locale:
>  [1] LC_CTYPE=en_US.utf8       LC_NUMERIC=C              LC_TIME=en_US.utf8
>       LC_COLLATE=en_US.utf8     LC_MONETARY=C
>  [6] LC_MESSAGES=en_US.utf8    LC_PAPER=en_US.utf8       LC_NAME=C
>      LC_ADDRESS=C              LC_TELEPHONE=C
> [11] LC_MEASUREMENT=en_US.utf8 LC_IDENTIFICATION=C
>
> attached base packages:
> [1] stats     graphics  grDevices utils     datasets  methods   base
>
> other attached packages:
> [1] quantmod_0.3-14 TTR_0.20-2      xts_0.7-6.2     zoo_1.7-0
> Defaults_1.1-1  pomp_0.35-1
>
> loaded via a namespace (and not attached):
> [1] deSolve_1.8.1   grid_2.12.0     lattice_0.19-13 mvtnorm_0.9-95
>  subplex_1.1-3   tools_2.12.0
> ##########################################################################
>
> Try the latest xts and quantmod from R-Forge.
>
> Regards,
>
> -Mark-
>
>
> 2010/11/25 Noah Silverman <noah at smartmediacorp.com>
>
>> The error appears when you call the function with the "Exp = NULL" flag
>>
>> getOptionChain("APPL")  WORKS
>> getOptionChain("AAPL", Exp = NULL)  FAILS.
>>
>>
>>
>>
>> On 11/24/10 9:46 PM, Johnson, Cedrick W. wrote:
>>
>>> Seems to be working here
>>>
>>> $`Nov 2010`
>>> $`Nov 2010`$calls
>>>                    Strike  Last   Chg   Bid   Ask   Vol    OI
>>> AAPL101126C00230000    230 79.40  0.00 83.95 85.85    32    95
>>> AAPL101126C00240000    240 68.60  0.00 73.50 75.40    17    15
>>> AAPL101126C00250000    250 58.30  0.00 63.95 65.35    25    25
>>> AAPL101126C00260000    260 47.75  0.00 54.00 55.80    47   120
>>> <snip>
>>>
>>>
>>> .. using xts 0.7.5 as well.. Perhaps was an intermittent Y! outage?
>>>
>>> -c
>>>
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-- 
Jeffrey Ryan    |    Founder    |    jeffrey.ryan at lemnica.com

www.lemnica.com