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

[G See]

That's not really an R question, but you could get historical options
prices with the IBrokers package if you have an Interactive Brokers
account, or with the Rbbg package if you have a Bloomberg.

Garrett

On Sun, Sep 28, 2014 at 9:35 PM, Liu <carloslewlew at gmail.com> wrote:
> That's a pity. Do you know any alternative tools/methods to get the
> historical data?
> Thanks
>
>
> On Sunday, September 28, 2014, G See <gsee000 at gmail.com> wrote:
>>
>> getOptionChain() only provides the most recent quote, not historical
>> time series data.  That's why I didn't answer your question on SO. ;-)
>>
>> Sorry,
>> Garrett
>>
>> On Sun, Sep 28, 2014 at 9:27 PM, Liu <carloslewlew at gmail.com> wrote:
>> > Hello G See,
>> > May I ask about the usage of getOptionChain? If I want to download a
>> > whole
>> > month options EOD data, what do I do? I tried:
>> > AA<-getOptionChain(tick[1],from="2014-09-01",to="2014-09-28")
>> > but it only returns 1 day option chain data, which is same as:
>> > AA<-getOptionChain(tick[1])
>> >
>> > Thank you
>> > Carlos
>> >
>> > 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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>> >> > questions
>> >> > should go.
>> >
>> >