Message-ID: <CAMLM=SDqC7s9MFB0JUAh--5i1RadHh=M+EmBRJjhZJGbU5mwGw@mail.gmail.com>
Date: 2014-09-29T02:35:27Z
From: Liu
Subject: How to download options data in R from a csv list of underlying stock symbols?
In-Reply-To: <CA+xi=qaj-3tYQeN83aVUpWnuKzovuMZReZUAkunRYK2yd6qZKw@mail.gmail.com>
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
> <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]]
> >> >
> >> > _______________________________________________
> >> > R-SIG-Finance at r-project.org <javascript:;> 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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