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

Joshua Ulrich josh.m.ulrich at gmail.com
Sat Jul 18 13:34:33 CEST 2015


On Sat, Jul 18, 2015 at 12:19 AM, rex <rex at nosyntax.net> wrote:
> 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
>
This was reported and fixed ~3 hours before your email.  See:
https://github.com/joshuaulrich/quantmod/issues/62

>> 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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-- 
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com



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