Hi,
the getOptionChain function has been working perfectly, up until
tonight. Now the exact same code fails.
AAPL.OPTS <- getOptionChain("AAPL", NULL)
Error in calls[, 2] : incorrect number of dimensions
Any ideas?
Here is my current session info
R version 2.12.0 (2010-10-15)
Platform: i386-apple-darwin9.8.0/i386 (32-bit)
locale:
[1] en_US.UTF-8/en_US.UTF-8/C/C/en_US.UTF-8/en_US.UTF-8
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] fOptions_2110.78 fBasics_2110.79 timeSeries_2130.90
timeDate_2130.91 mda_0.4-1
[6] class_7.3-2 MASS_7.3-8 nnet_7.3-1
quantmod_0.3-14.1 TTR_0.20-2
[11] xts_0.7-5 zoo_1.6-4 Defaults_1.1-1
loaded via a namespace (and not attached):
[1] grid_2.12.0 lattice_0.19-13 tools_2.12.0
Another new bug with quantmod
5 messages · Cedrick Johnson, Noah Silverman, Mark Breman +1 more
Seems to be working here
$`Nov 2010`
$`Nov 2010`$calls
Strike Last Chg Bid Ask Vol OI
AAPL101126C00230000 230 79.40 0.00 83.95 85.85 32 95
AAPL101126C00240000 240 68.60 0.00 73.50 75.40 17 15
AAPL101126C00250000 250 58.30 0.00 63.95 65.35 25 25
AAPL101126C00260000 260 47.75 0.00 54.00 55.80 47 120
<snip>
.. using xts 0.7.5 as well.. Perhaps was an intermittent Y! outage?
-c
The error appears when you call the function with the "Exp = NULL" flag
getOptionChain("APPL") WORKS
getOptionChain("AAPL", Exp = NULL) FAILS.
On 11/24/10 9:46 PM, Johnson, Cedrick W. wrote:
Seems to be working here
$`Nov 2010`
$`Nov 2010`$calls
Strike Last Chg Bid Ask Vol OI
AAPL101126C00230000 230 79.40 0.00 83.95 85.85 32 95
AAPL101126C00240000 240 68.60 0.00 73.50 75.40 17 15
AAPL101126C00250000 250 58.30 0.00 63.95 65.35 25 25
AAPL101126C00260000 260 47.75 0.00 54.00 55.80 47 120
<snip>
.. using xts 0.7.5 as well.. Perhaps was an intermittent Y! outage?
-c
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Hi Noah, The formatting for the source from Yahoo has changed - so the quantmod code needed to remove the workaround introduced back in late August that handled the lack of front month being explicitly available to parse; i.e. the yahoo has added the front month link back in. More disconcerting is the fact that this worked for Mark. I fear yahoo does some pretty serious load balancing that may or may not be 100% consistent across servers. So some get the benefit of breaking and some do not. I think this eventually settles down - but for now I have patched the sources to work with the 'new' html. rev 556 on R-forge. Best, Jeff Happy Thanksgiving to those celebrating today!
On Thu, Nov 25, 2010 at 3:23 AM, Mark Breman <breman.mark at gmail.com> wrote:
Hi Noah, With these settings both will work: ##################################################################################
sessionInfo()
R version 2.12.0 (2010-10-15) Platform: i486-pc-linux-gnu (32-bit) locale: ?[1] LC_CTYPE=en_US.utf8 ? ? ? LC_NUMERIC=C ? ? ? ? ? ? ?LC_TIME=en_US.utf8 ? ? ? LC_COLLATE=en_US.utf8 ? ? LC_MONETARY=C ?[6] LC_MESSAGES=en_US.utf8 ? ?LC_PAPER=en_US.utf8 ? ? ? LC_NAME=C ? ? ?LC_ADDRESS=C ? ? ? ? ? ? ?LC_TELEPHONE=C [11] LC_MEASUREMENT=en_US.utf8 LC_IDENTIFICATION=C attached base packages: [1] stats ? ? graphics ?grDevices utils ? ? datasets ?methods ? base other attached packages: [1] quantmod_0.3-14 TTR_0.20-2 ? ? ?xts_0.7-6.2 ? ? zoo_1.7-0 Defaults_1.1-1 ?pomp_0.35-1 loaded via a namespace (and not attached): [1] deSolve_1.8.1 ? grid_2.12.0 ? ? lattice_0.19-13 mvtnorm_0.9-95 ?subplex_1.1-3 ? tools_2.12.0 ########################################################################## Try the latest xts and quantmod from R-Forge. Regards, -Mark- 2010/11/25 Noah Silverman <noah at smartmediacorp.com>
The error appears when you call the function with the "Exp = NULL" flag
getOptionChain("APPL") ?WORKS
getOptionChain("AAPL", Exp = NULL) ?FAILS.
On 11/24/10 9:46 PM, Johnson, Cedrick W. wrote:
Seems to be working here $`Nov 2010` $`Nov 2010`$calls ? ? ? ? ? ? ? ? ? ?Strike ?Last ? Chg ? Bid ? Ask ? Vol ? ?OI AAPL101126C00230000 ? ?230 79.40 ?0.00 83.95 85.85 ? ?32 ? ?95 AAPL101126C00240000 ? ?240 68.60 ?0.00 73.50 75.40 ? ?17 ? ?15 AAPL101126C00250000 ? ?250 58.30 ?0.00 63.95 65.35 ? ?25 ? ?25 AAPL101126C00260000 ? ?260 47.75 ?0.00 54.00 55.80 ? ?47 ? 120 <snip> .. using xts 0.7.5 as well.. Perhaps was an intermittent Y! outage? -c
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Jeffrey Ryan ? ?| ? ?Founder ? ?| ? ?jeffrey.ryan at lemnica.com www.lemnica.com