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

[Liu]

Great! Thanks Mark and Gsee. getOptionChain worked out. I'll close the
question on SO. :-)

On Sun, Sep 28, 2014 at 10:05 PM, G See <gsee000 at gmail.com> wrote:

> Please don't cross post:
>
> http://stackoverflow.com/questions/26091219/how-to-download-options-data-in-r-from-a-csv-list-of-underlying-stock-symbols
>
> On Sun, Sep 28, 2014 at 8:11 PM, 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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>

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