quantmod getOptionChain error on yahoo
On Thu, May 2, 2019 at 6:58 PM Rock Pereira <pereira_rock at hotmail.com> wrote:
I have downloaded option chains daily, for over a year, using a cronjob with Rscript. But a few days ago, I got this error: " Error in data.frame(Strike = strike, Last = lastprice, Chg = change, Bid = bid, : object 'volume' not found "
This had been reported: https://github.com/joshuaulrich/quantmod/issues/266 I could replicate the issue yesterday, but did not had time to investigate. I tried to run the example again today, and it worked. R> aapl <- quantmod::getOptionChain("AAPL", Exp = NULL) R> str(aapl) List of 16 $ May.03.2019:List of 2 ..$ calls:'data.frame': 36 obs. of 7 variables: .. ..$ Strike: num [1:36] 150 155 160 165 168 ... .. ..$ Last : num [1:36] 61.2 56.1 49 44.2 43.8 ... .. ..$ Chg : int [1:36] 0 0 0 0 0 0 0 0 0 0 ... .. ..$ Bid : num [1:36] 0 0 0 0 0 0 0 0 0 0 ... .. ..$ Ask : int [1:36] 0 0 0 0 0 0 0 0 0 0 ... .. ..$ Vol : int [1:36] 2 1 1 139 1 37 6 37 1 93 ... .. ..$ OI : int [1:36] 183 8 155 157 12 129 60 183 35 476 ... ..$ puts :'data.frame': 27 obs. of 7 variables: .. ..$ Strike: num [1:27] 150 155 160 162 165 ... .. ..$ Last : num [1:27] 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 ... .. ..$ Chg : int [1:27] 0 0 0 0 0 0 0 0 0 0 ... .. ..$ Bid : num [1:27] 0 0 0 0 0 0 0 0 0 0 ... .. ..$ Ask : int [1:27] 0 0 0 0 0 0 0 0 0 0 ... .. ..$ Vol : int [1:27] 71 1 4 6 1 9 14 30 69 85 ... .. ..$ OI : int [1:27] 0 0 0 0 0 0 0 0 0 0 ...
I'd like some help with this error. My code is below
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library(quantmod)
symbols <- as.character( read.csv("list_OPTIONS.txt", header=FALSE, sep=",", stringsAsFactors = FALSE)[,1] )
options <- sapply(symbols, function(s) getOptionChain(s, Exp=NULL, src='yahoo'))
rdsFilename <- paste0("opt_", format(Sys.Date(),"%Y%m%d"), ".rds")
saveRDS(options, rdsFilename)
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Thanks for the example. Next time, please provide a reproducible example that others can run. We don't have your file (list_OPTIONS.txt).
Thanks,
Rock Pereira
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