[R-SIG-Finance] Trying to Extract Option Quotes with R

[Robert Sherry]

Joshua and Frank,

Thanks for your responses. I am using version 3.2.2 of R. I 
installed/reinstalled jsonlite and curl. I still get the same problem. I 
then updated my version of quantmod. After doing this, I ran the command:

	getOptionChain( "XOM", Exp=NULL )

and  I got the message:
Error in data.frame(Strike = strike, Last = lastprice, Chg = change, Bid 
= bid,  :
   object 'contractsymbol' not found
Since, it is not working for you either, I guess that quantmod has a 
significant bug.

Is there a better way to get free option quotes in R?

Thank you,

Bob
On 5/12/2017 2:09 PM, Joshua Ulrich wrote:
> On Fri, May 12, 2017 at 1:02 PM, Frank<frankm60606 at gmail.com>  wrote:
>> It looks like some of the dependencies don't load automatically. I was using
>> R x64 3.2.2:
>>
> They load automatically.  They are not *installed* automatically.
>
>> 1) Updated my R to the later version
>> 2) I installed package jsonlite  ("package:"jsonlite"cannot be loaded.")
>> 3) I installed package curl ("Error: Required package curl not found. Please
>> run: install.packages('curl')"
>> 4) I updated to R x64 3.2.5 then R x64 3.3.3 re-installed the above.
>>
>> I now get
>>
>> " Error in data.frame(Strike = strike, Last = lastprice, Chg = change, Bid =
>> bid,  :
>>    object 'contractsymbol' not found"
>>
>> The complete output is now:
>>
>> "
>> version 3.3.3 (2017-03-06) -- "Another Canoe"
>> Copyright (C) 2017 The R Foundation for Statistical Computing
>> Platform: x86_64-w64-mingw32/x64 (64-bit)
>>
>> R is free software and comes with ABSOLUTELY NO WARRANTY.
>> You are welcome to redistribute it under certain conditions.
>> Type 'license()' or 'licence()' for distribution details.
>>
>>    Natural language support but running in an English locale
>>
>> R is a collaborative project with many contributors.
>> Type 'contributors()' for more information and
>> 'citation()' on how to cite R or R packages in publications.
>>
>> Type 'demo()' for some demos, 'help()' for on-line help, or
>> 'help.start()' for an HTML browser interface to help.
>> Type 'q()' to quit R.
>>
>>>       library(quantmod)
>> Loading required package: xts
>> Loading required package: zoo
>>
>> Attaching package: 'zoo'
>>
>> The following objects are masked from 'package:base':
>>
>>      as.Date, as.Date.numeric
>>
>> Loading required package: TTR
>> Version 0.4-0 included new data defaults. See ?getSymbols.
>>>       optData = getOptionChain( "XOM", Exp=NULL )
>> Error in data.frame(Strike = strike, Last = lastprice, Chg = change, Bid =
>> bid,  :
>>    object 'contractsymbol' not found
>> Calls: getOptionChain ... <Anonymous> -> with -> with.default -> eval ->
>> eval -> data.frame
>> Execution halted
>>
> I get the same error.  It looks like Yahoo changed something so that
> now fromJSON returns an empty list for the put/call tables instead of
> NULL.
>
>> -----Original Message-----
>> From: R-SIG-Finance [mailto:r-sig-finance-bounces at r-project.org] On Behalf
>> Of Robert Sherry
>> Sent: Friday, May 12, 2017 11:35 AM
>> To:r-sig-finance at r-project.org
>> Subject: [R-SIG-Finance] Trying to Extract Option Quotes with R
>>
>> I executed the following commands in R:
>>
>>       library(quantmod)
>>       optData = getOptionChain( "XOM", Exp=NULL )
>>       nrow(optData)
>>
>> The last command returned NULL. What am I doing wrong?
>>
>> Bob
>>
>> _______________________________________________
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>> _______________________________________________
>> R-SIG-Finance at r-project.org  mailing list
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>


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