Message-ID: <CAMLM=SAR_=aOczLD9L0DH=QLCTVX3C4AxrR1noh-mz=yntpWHA@mail.gmail.com>
Date: 2014-09-29T02:09:58Z
From: Liu
Subject: How to download options data in R from a csv list of underlying stock symbols?
In-Reply-To: <CA+xi=qaZra7q3cN3ptWnitCfPcsbOvaCL59x+74=chmtd54a+A@mail.gmail.com>
Great! Thanks Mark and Gsee. getOptionChain worked out. I'll close the
question on SO. :-)
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
> >
> > [[alternative HTML version deleted]]
> >
> > _______________________________________________
> > R-SIG-Finance at r-project.org 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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