[R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols?

[Liu]

Hello everyone,


I've recently joined this mailing list for quantstrat. I hope not to ask
repetitive question but I haven't googled any effective solutions yet.


I have a csv file containing 100 stock symbols. I want to download the
option chains of each underlying including price, volume, IV, HV etc.
Hopefully with greeks too. EOD data from yahoo finance would be adequate
for now. I’m using R 3.1.1 on Windows 8, 64 bit.



At first, I tried “quantmod” using “getSymbols”, as a result I have got a
vector of stock symbols.



    ticker<-read.csv("C:/User/User/Documents/equity ticker.csv")

    getSymbols(ticker, from=”2014-09-01”, to=Sys.date())



But it is not numerical options data, but just character symbols. (I might
understand it wrongly, please correct if I misuse "getSymbols" or other
functions)



Then I tried “yahoo_opt” <
http://page.math.tu-berlin.de/~mkeller/index.php?target=rcode>, but this
script requires “fCalander” which is no longer available in CRAN. I
downloaded the achive from here <
http://cran.r-project.org/src/contrib/Archive/fCalendar/ > But I couldn’t
install it. The last version of “fCalander” seemed to be compatible with R
2.2, therefore I was unable to run the R file.



Please help with using quantmod/quantstrat more effectively, or other
available methods to download those options data. By the way how can I
search the old posts in this mailing list? Thank you.


Carlos

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