Trying to Extract Option Quotes with R
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:
"
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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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