[R-SIG-Finance] Quantmod, qmao & option chains

rex rex at nosyntax.net
Sat Jul 18 07:19:08 CEST 2015


Today both packages are throwing errors:

> library(qmao)
> library(quantmod)

> intc.opt <- getOptionChain('INTC')
Error in data.frame(Strike, Last, Chg = Change, Bid, Ask, Vol = Volume,  : 
  object 'Strike' not found
> option_series.yahoo('SPY')
Error in data.frame(Strike, Last, Chg = Change, Bid, Ask, Vol = Volume,  : 
  object 'Strike' not found

> sessionInfo()
R version 3.1.1 (2014-07-10)
Platform: x86_64-pc-linux-gnu (64-bit)

locale:
 [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C              
 [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8    
 [5] LC_MONETARY=en_US.UTF-8    LC_MESSAGES=en_US.UTF-8   
 [7] LC_PAPER=en_US.UTF-8       LC_NAME=C                 
 [9] LC_ADDRESS=C               LC_TELEPHONE=C            
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C       

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] qmao_1.6.10               XML_3.98-1.1             
[3] gdata_2.17.0              FinancialInstrument_1.2.0
[5] quantmod_0.4-4            TTR_0.22-0               
[7] xts_0.9-7                 zoo_1.7-12               

loaded via a namespace (and not attached):
 [1] digest_0.6.4    grid_3.1.1      gtools_3.5.0    htmltools_0.2.6
 [5] httpuv_1.3.2    lattice_0.20-29 mime_0.3        pander_0.5.2   
 [9] R6_2.1.0        Rcpp_0.11.6     RCurl_1.95-4.3  RJSONIO_1.3-0  
[13] shiny_0.12.1    tcltk_3.1.1     tools_3.1.1     xtable_1.7-4   


Option data is available in the browser.

http://finance.yahoo.com/q/op?s=INTC+Options

Any help much appreciated, thanks.

-rex
--
The government [is] extremely fond of amassing great quantities of
statistics. These are raised to the nth degree, the cube roots are
extracted, and the results are arranged into elaborate and impressive
displays. What must be kept ever in mind, however, is that in every case,
the figures are first put down by a village watchman, and he puts down
anything he damn well pleases. --Sir Josiah Stamp



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