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 <gsee...@gmail.com> 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 <carloslew...@gmail.com> 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@r-project.org 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. > [[alternative HTML version deleted]] _______________________________________________ R-SIG-Finance@r-project.org 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.
