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

[Mark Knecht]

Start looking at getOptionChain

On 9/28/14, Liu <carloslewlew at gmail.com> wrote:
> 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
>
> 	[[alternative HTML version deleted]]
>
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