getOptionChain returns NULL data

The quantmod on R-forge solves this issue (the OCC's new OSI key
initiative + yahoo = havoc).

Your other issue is that there is no 2010-05 exp...  There is 04 and
07 though...

You're sessionInfo or packageDescription output would typically be
useful in future emails.

HTH,
Jeff

getOptionChain("AMZN",Exp="2010-04")

$calls
                   Strike  Last   Chg   Bid   Ask  Vol   OI
ZQN100417C00050000     50 68.20  0.00 78.65 79.10    3  178
ZQN100417C00055000     55 72.70  0.00 73.65 74.15    0  104
ZQN100417C00060000     60 68.15 -0.55 68.65 68.90    1   90
ZQN100417C00065000     65 51.50  0.00 63.65 64.15    0   89
ZQN100417C00070000     70 58.85  3.26 58.70 58.95   10  235
ZQN100417C00075000     75 53.85 11.52 53.70 53.95    5  414
QZN100417C00080000     80 48.85  3.35 48.75 48.95   10  607
QZN100417C00085000     85 43.40  9.75 43.80 44.00    1  553
QZN100417C00090000     90 37.90  0.10 38.85 39.05    8 1307
QZN100417C00095000     95 31.83  0.00 33.95 34.15    5  940
QZN100417C00100000    100 29.20  0.10 29.10 29.20   20 1841
QZN100417C00105000    105 24.40  0.20 24.25 24.40   32  641
QZN100417C00110000    110 19.60  0.20 19.65 19.75   93 1249
QZN100417C00115000    115 15.35  0.20 15.15 15.25  132 2383
QZN100417C00120000    120 11.11  0.01 11.10 11.15  455 7083
QZN100417C00125000    125  7.55 -0.15  7.55  7.60 1957 6470
QZN100417C00130000    130  4.71 -0.14  4.70  4.75 3479 6522
QZN100417C00135000    135  2.71 -0.16  2.70  2.73 1754 5704
QZN100417C00140000    140  1.50 -0.05  1.44  1.48 1799 7647
QZN100417C00145000    145  0.74 -0.09  0.73  0.77  348 4537
QZN100417C00150000    150  0.38 -0.02  0.38  0.40  100 4177
QZN100417C00155000    155  0.21  0.03  0.19  0.21   23 2161
QZN100417C00160000    160  0.11  0.00  0.10  0.13   85 2773
QZN100417C00165000    165  0.04  0.00  0.06  0.08    0 1600
QZN100417C00170000    170  0.01  0.00  0.04  0.07   10  829
QZN100417C00175000    175  0.05  0.00  0.01  0.07    0  988
QZN100417C00180000    180  0.03  0.00    NA  0.06   20 1135
QZN100417C00185000    185  0.03  0.00    NA  0.03    0  651
QZN100417C00190000    190  0.03  0.00    NA  0.05    0 1212
QZN100417C00195000    195  0.04  0.00    NA  0.04    0 2115
QZN100417C00200000    200  0.09  0.00    NA  0.04    0  262
QZN100417C00210000    210  0.03  0.00    NA  0.03    0 3415

$puts
                   Strike  Last   Chg   Bid   Ask  Vol    OI
ZQN100417P00050000     50  0.03  0.00    NA  0.04  190   953
ZQN100417P00055000     55  0.03  0.00    NA  0.04   81   524
ZQN100417P00060000     60  0.04  0.00    NA  0.05   35   244
ZQN100417P00065000     65  0.05  0.00  0.01  0.06    4  1079
ZQN100417P00070000     70  0.05  0.00  0.03  0.06    8   758
ZQN100417P00075000     75  0.05 -0.05  0.05  0.08   15   979
QZN100417P00080000     80  0.08 -0.03  0.07  0.10   32  2059
QZN100417P00085000     85  0.13  0.00  0.11  0.13   38  3703
QZN100417P00090000     90  0.18  0.00  0.17  0.18   17  2487
QZN100417P00095000     95  0.25 -0.01  0.23  0.25   32  6528
QZN100417P00100000    100  0.37 -0.02  0.35  0.36   75  8171
QZN100417P00105000    105  0.55 -0.04  0.53  0.56  161  4555
QZN100417P00110000    110  0.86 -0.11  0.85  0.88  644  5384
QZN100417P00115000    115  1.40 -0.13  1.39  1.43  569 12351
QZN100417P00120000    120  2.33 -0.17  2.29  2.32 1601  7001
QZN100417P00125000    125  3.75 -0.30  3.70  3.80 3144  4510
QZN100417P00130000    130  5.95 -0.30  5.90  6.00 1155  4691
QZN100417P00135000    135  8.90 -0.20  8.90  8.95  329  1415
QZN100417P00140000    140 12.65 -0.45 12.60 12.70   70  1675
QZN100417P00145000    145 16.99 -1.06 16.90 17.00   36  1208
QZN100417P00150000    150 22.05  0.14 21.50 21.65   52   535
QZN100417P00155000    155 26.85 -1.45 26.35 26.50    5   584
QZN100417P00160000    160 31.50 -3.18 31.25 31.40   12   298
QZN100417P00165000    165 36.45 -2.00 36.20 36.30   41   160
QZN100417P00170000    170 41.60  0.00 41.10 41.40   25   144
QZN100417P00175000    175 55.75  0.00 45.90 46.40    0    54
QZN100417P00180000    180 61.45  0.00 50.90 51.40    0    16
QZN100417P00185000    185 54.55  0.00 55.85 56.60    0    16
QZN100417P00195000    195 73.15  0.00 65.85 66.60    0    10
QZN100417P00200000    200 84.00  0.00 70.85 71.60    0    14

$symbol
[1] "AMZN"

After Yahoo changed to the new option symbols this code returns:

library(quantmod)
amznOpts <- getOptionChain('AMZN', Exp = "2010-05")
amznOpts

$calls
NULL

$puts
NULL

$symbol
[1] "AMZN"

It used to return:

$calls ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? Strike ?Last ? Chg ? Bid ? Ask
? Vol ? ?OI
[...]

$puts
? ?Strike ?Last ? ?Chg ? Bid ? Ask ?Vol ? ?OI
[...]

Is there a fix for this?
If not, is there another convenient method to get option chain data using R?

I've searched w/o finding an answer.

Thanks,

-rex
--
While Linux is larger than Emacs, at least Linux has the excuse that it
needs to be. -- Linus Torvalds

_______________________________________________
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should go.

Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com

Jeff Ryan <jeff.a.ryan at gmail.com> [2010-03-06 20:19]:

The quantmod on R-forge solves this issue (the OCC's new OSI key
initiative + yahoo = havoc).

Hello Jeff,

First, thanks very much for providing a very useful library.

You're sessionInfo or packageDescription output would typically be
useful in future emails.

Wasn't aware of them, thanks.

When getOptionChain() quit working (no thanks to OCC+Yahoo), the first
thing I did was go to:

http://www.quantmod.com/download/

and use the command:

install.packages(c('xts','Defaults','quantmod'))

That didn't help, and the suggestion on the above page:

========================================================================
For the latest version of quantmod (and TTR) - download the source here:

    xts package source:     xts_0.0-15.tar.gz
    quantmod package source:     quantmod_0.3-6.tar.gz
    TTR package source:     TTR_0.14-0.tar.gz 
========================================================================

didn't seem likely to improve the situation, since
quantmod_0.3-6.tar.gz is quite old.

Thanks to your mention of R-forge, I used:

install.packages("quantmod", repos="http://R-Forge.R-project.org")

and that upgraded from the 0.3-13 I was using to 0.3-14, which
fixed the problem.

Thank you very much for the help. 

For reference:

sessionInfo()

R version 2.10.0 (2009-10-26)
i486-pc-linux-gnu

locale:
 [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C
 [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8
 [5] LC_MONETARY=C              LC_MESSAGES=en_US.UTF-8
 [7] LC_PAPER=en_US.UTF-8       LC_NAME=C
 [9] LC_ADDRESS=C               LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
[1] quantmod_0.3-14 TTR_0.20-1      Defaults_1.1-1  xts_0.7-0
[5] zoo_1.6-2

loaded via a namespace (and not attached):
[1] grid_2.10.0     lattice_0.17-26

-rex

"If a man is talking in the forest and no woman is there to hear him,
is he still wrong?"