I've uploaded the new version to CRAN - should be available within the next
few days.

Best,
Jeff

On Tue, Nov 9, 2010 at 10:41 PM, Noah Silverman <noah@smartmediacorp.com>wrote:

> Josh,
>
> Thanks for the quick answer.  Cedrick also e-mailed me directly.  (The R
> community rocks!)
>
> Installing from the source on r-forge worked!!!
>
> Thanks,
>
> -N
>
>
> On 11/9/10 6:53 PM, Joshua Ulrich wrote:
>
>> Noah,
>>
>> On Tue, Nov 9, 2010 at 8:43 PM, Noah Silverman<noah@smartmediacorp.com>
>>  wrote:
>>
>>> Hi,
>>>
>>> Just starting to play around with some derivative pricing models and I
>>> need
>>> an easy way to download option chain data.  The quantmod package has a
>>> function for this, but it appears to be broken.
>>>
>>>  *Please* elaborate.  What about it appears broken?  What error do you
>> receive?  What version of R and quantmod are you using?
>>
>>  I just calling it as:   x<- getOptionChain("AAPL", Exp = NULL,
>>> src="yahoo")
>>>
>>>  This works with the most recent r-forge revision.  It returns
>> list(calls=NULL, puts=NULL, symbol="AAPL") with the most recent CRAN
>> version.  It appears there were some changes to the Yahoo site and/or
>> the web-scraping code.
>>
>>  Alternately, can anyone suggest an easy way to get option chain data
>>> directly into R?
>>>
>>>  Yes, use a patched version of quantmod from r-forge.
>>
>> Best,
>> --
>> Joshua Ulrich  |  FOSS Trading: www.fosstrading.com
>>
>>
>>  Thanks!
>>>
>>> -N
>>>
>>> _______________________________________________
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>>> -- Also note that this is not the r-help list where general R questions
>>> should go.
>>>
>>>
> _______________________________________________
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> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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> should go.
>



-- 
Jeffrey Ryan
jeff.a.ryan@gmail.com

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