How to download options data in R from a csv list of underlying stock symbols?

That's a pity. Do you know any alternative tools/methods to get the
historical data?
Thanks


On Sunday, September 28, 2014, G See <gsee000 at gmail.com> wrote:

getOptionChain() only provides the most recent quote, not historical
time series data.  That's why I didn't answer your question on SO. ;-)

Sorry,
Garrett

On Sun, Sep 28, 2014 at 9:27 PM, Liu <carloslewlew at gmail.com> wrote:

Hello G See,
May I ask about the usage of getOptionChain? If I want to download a
whole
month options EOD data, what do I do? I tried:
AA<-getOptionChain(tick[1],from="2014-09-01",to="2014-09-28")
but it only returns 1 day option chain data, which is same as:
AA<-getOptionChain(tick[1])

Thank you
Carlos

On Sun, Sep 28, 2014 at 10:05 PM, G See <gsee000 at gmail.com> wrote:

Please don't cross post:


http://stackoverflow.com/questions/26091219/how-to-download-options-data-in-r-from-a-csv-list-of-underlying-stock-symbols

On Sun, Sep 28, 2014 at 8:11 PM, Liu <carloslewlew at gmail.com> wrote:

Hello everyone,


I've recently joined this mailing list for quantstrat. I hope not to
ask
repetitive question but I haven't googled any effective solutions
yet.


I have a csv file containing 100 stock symbols. I want to download
the
option chains of each underlying including price, volume, IV, HV etc.
Hopefully with greeks too. EOD data from yahoo finance would be
adequate
for now. I?m using R 3.1.1 on Windows 8, 64 bit.



At first, I tried ?quantmod? using ?getSymbols?, as a result I have
got
a
vector of stock symbols.



    ticker<-read.csv("C:/User/User/Documents/equity ticker.csv")

    getSymbols(ticker, from=?2014-09-01?, to=Sys.date())



But it is not numerical options data, but just character symbols. (I
might
understand it wrongly, please correct if I misuse "getSymbols" or
other
functions)



Then I tried ?yahoo_opt? <
http://page.math.tu-berlin.de/~mkeller/index.php?target=rcode>, but
this
script requires ?fCalander? which is no longer available in CRAN. I
downloaded the achive from here <
http://cran.r-project.org/src/contrib/Archive/fCalendar/ > But I
couldn?t
install it. The last version of ?fCalander? seemed to be compatible
with
R
2.2, therefore I was unable to run the R file.



Please help with using quantmod/quantstrat more effectively, or other
available methods to download those options data. By the way how can
I
search the old posts in this mailing list? Thank you.


Carlos

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