Hi everyone,

Just a thought:

Often these issues in quantmod arise when there is a change in the url at
the yahoo site (or other data-provider) and quantmod is not updated yet,
right?

Would it be possible to expose the url quantmod is using for the scraping,
so when someone discovers an url change it can be altered
without modifications to the quantmod code.

Regards,

-Mark-

2010/11/16 Joshua Ulrich <josh.m.ulrich@gmail.com>

> Marc,
>
> On Mon, Nov 15, 2010 at 9:59 PM, Marc Delvaux <mdelvaux@gmail.com> wrote:
> > Jeffrey Ryan is the main author and maintainer of quantmod (even if I
> think
> > Joshua Ulrich is working on the yahoo scraping code).  Taping
> help(quantmod)
>
> I haven't done anything with the options web-scraping code.
>
> > will give you that information (same as for any package).  Quantmod is
> > hosted on r-forge where you can find more information if needed
> > https://r-forge.r-project.org/projects/quantmod/ And of course Jeffrey
> is
> > active on his mail list.
> >
> Actually, Jeff already patched the issue with symbols that start with
> a carat.  There may be other issues though...
>
> Best,
> --
> Joshua Ulrich  |  FOSS Trading: www.fosstrading.com
>
>
> > Author(s)
> >
> > Jeffrey A. Ryan
> >
> > Maintainer: Jeffrey A. Ryan <jeff.a.ryan@gmail.com>
> >
> >
> > On Mon, Nov 15, 2010 at 7:38 PM, Noah Silverman <noah@smartmediacorp.com
> >wrote:
> >
> >> OK,
> >>
> >> Bad example.  But try it for the ticker "^RUT"  (Russel index)
> >>
> >> There ARE options:  http://finance.yahoo.com/q/op?s=^RUT+Options
> >>
> >> Also options for the S&P mini "^XAP"
> >> http://finance.yahoo.com/q/op?s=^XSP+Options
> >>
> >> getOptionChain("^XSP", NULL)
> >>
> >> Error in from:to : NA/NaN argument
> >>
> >> I'VE FOUND THE BUG.  But don't know how/where to submit it.
> >>
> >> Look carefully at the URLs used by yahoo.
> >>
> >> For a stock
> >>
> >> For an index
> >>
> >> Notice that with an index, the "+options" part is there.  Try calling
> the
> >> page without it and it fails.  The current code in quantmod doesn't add
> >> this.
> >>
> >> I think we just need add one line:      Symbols <- paste(Symbols,
> >> "+options", sep="")
> >>
> >> -N
> >>
> >>
> >>
> >>
> >>
> >>
> >> On 11/15/10 7:03 PM, Cedrick Johnson wrote:
> >>
> >>> There are technically SPX cash optns. I am not in front of my comp to
> look
> >>> them up but they do exist indeed. SPY and DIA options do exist for the
> >>> ETF's....
> >>>
> >>> -c
> >>> Sent from my BlackBerryŽ
> >>>
> >>> -----Original Message-----
> >>> From: Marc Delvaux<mdelvaux@gmail.com>
> >>> Sender: r-sig-finance-bounces@stat.math.ethz.ch
> >>> Date: Mon, 15 Nov 2010 18:49:35
> >>> To: Noah Silverman<noah@smartmediacorp.com>
> >>> Reply-To: mdelvaux@gmail.com
> >>> Cc:<r-sig-finance@stat.math.ethz.ch>
> >>> Subject: Re: [R-SIG-Finance] But in quantmod function
> >>>
> >>> That is because there are no options on these specific tickers, as you
> can
> >>> see by the grayed out "options" link on the corresponding yahoo page.
> >>>
> >>> For options on the S&P, you need to use "SPY", and "^DJX" for the DJIA.
> >>>
> >>> On Mon, Nov 15, 2010 at 5:06 PM, Noah Silverman<
> noah@smartmediacorp.com
> >>> >wrote:
> >>>
> >>>  Hi,
> >>>>
> >>>> I think I've found a bug in the quantmod library.
> >>>>
> >>>> The function "getOptionChain" fails when fetching the chain of an
> index
> >>>> (S&P, DJIA, etc.)
> >>>> (Note:  It works beautifully for options on stocks.)
> >>>>
> >>>> chain<- getOptionChain("^GSPC", Exp=NULL)
> >>>> Error in strsplit(opt, "<tr.*?>")[[1]] : subscript out of bounds
> >>>>
> >>>> chain<- getOptionChain("^RUT", Exp=NULL)
> >>>> Error in from:to : NA/NaN argument
> >>>>
> >>>>
> >>>> Any ideas?
> >>>>
> >>>> -N
> >>>>
> >>>> _______________________________________________
> >>>> R-SIG-Finance@stat.math.ethz.ch mailing list
> >>>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> >>>> -- Subscriber-posting only. If you want to post, subscribe first.
> >>>> -- Also note that this is not the r-help list where general R
> questions
> >>>> should go.
> >>>>
> >>>>         [[alternative HTML version deleted]]
> >>>
> >>> _______________________________________________
> >>> R-SIG-Finance@stat.math.ethz.ch mailing list
> >>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> >>> -- Subscriber-posting only. If you want to post, subscribe first.
> >>> -- Also note that this is not the r-help list where general R questions
> >>> should go.
> >>>
> >>
> >>
> >
> >        [[alternative HTML version deleted]]
> >
> >
> > _______________________________________________
> > R-SIG-Finance@stat.math.ethz.ch mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > -- Subscriber-posting only. If you want to post, subscribe first.
> > -- 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
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
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>

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