[R] Problem getting Option Quotes

Joshua Ulrich josh.m.ulrich at gmail.com
Sat Oct 25 19:03:12 CEST 2014


On Thu, Oct 23, 2014 at 9:42 AM, Robert Sherry <rsherry8 at comcast.net> wrote:
>
> I am using R and quantmod to get stock and option quotes. However, it has
> stopped working. I expect the following
> function call to produce a list of options:
>         getOptionChain( "XOM", Exp = "2015-01-20" )
> However, I get the following error messages:
>     Error in lapply(strsplit(opt, "<tr>"), function(.) gsub(",", "",
> gsub("N/A",  :
>       subscript out of bounds
>     In addition: Warning message:
>     In readLines(paste(paste("http://finance.yahoo.com/q/op?s=", Symbols,  :
>       incomplete final line found on
> 'http://finance.yahoo.com/q/op?s=XOM&m=2015-01-20+Options'
>
> Has something changed? Am I doing something wrong?
>
Yahoo changed the webpage the data are scraped from.  The function
will have to be re-written to scrape from the new page.

> Thanks
> Bob
>
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> and provide commented, minimal, self-contained, reproducible code.

--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com



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