But in quantmod function
Hi Noah, You'll either need to have the build tools installed on your mac (including OSX dev tools and some TeX suite), or wait for the binaries to be built (once a day for R-forge I think...) I'll try and send you a Mac binary later today as well. Best, Jeff On Tue, Nov 16, 2010 at 12:16 PM, Noah Silverman
<noah at smartmediacorp.com> wrote:
Thanks Jeff for the quick patch. That's awesome!!! How do I now update my R with the patch? ?I've looked through r-forge and CRAN. ?They still seem to have the old version. I downloaded the latest snapshot from SVM, but my R installation doesn't recognize it as an installable package. (On a Mac) Suggestions? -N On 11/16/10 12:08 AM, Jeff Ryan wrote:
Hi Mark/everyone, On Tue, Nov 16, 2010 at 1:01 AM, Mark Breman <breman.mark at gmail.com> wrote:
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?
Not all that often is the URL the only issue. ?It usually is far more complicated in terms of markup changes/and parsing logic than that. That said,
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.
Duncan Murdoch ironically also emailed me over the weekend to ask for the same thing. ?I am not entirely sure that it is going to help much, but I am working on a more robust version of getSymbols that will involve something like 'known hosts' and a caching mechanism that would get updated/check on a regular basis. Like I said, the URL changes that *fix* things are rare, but Yahoo does seem to run a variety of servers that would make this approach viable enough to bother coding. Best, Jeff P.S. Another great place to have OSS R discussions aside from the list is at R/Finance here in Chicago. In case the CFP missed anyone, we've got a pretty amazing line-up of keynotes scheduled! ?Conversations over drinks (coffee or beer) are always quite powerful... http://www.rinfinance.com/ Hoping to see you all in Chicago in April!
Regards, -Mark- 2010/11/16 Joshua Ulrich <josh.m.ulrich at gmail.com>
Marc, On Mon, Nov 15, 2010 at 9:59 PM, Marc Delvaux <mdelvaux at 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 at gmail.com> On Mon, Nov 15, 2010 at 7:38 PM, Noah Silverman <noah at 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 BlackBerry? -----Original Message----- From: Marc Delvaux<mdelvaux at gmail.com> Sender: r-sig-finance-bounces at stat.math.ethz.ch Date: Mon, 15 Nov 2010 18:49:35 To: Noah Silverman<noah at smartmediacorp.com> Reply-To: mdelvaux at gmail.com Cc:<r-sig-finance at 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 at 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
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