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

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
<javascript:;>> 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

<javascript:;>> 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

<javascript:;>> 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]]

questions

should go.