getOptionChain() not returning any data in R

2019-09-10 12:02发布

for the past day I have not been able to get any option chains via quantmod::getOptionChain() and wanted to know if anyone else is experiencing the same or how I can fix the issue...

library("quatmod")
getOptionChain("AAPL")

returns: named list() with no data

sessionInfo()

R version 3.3.0 (2016-05-03)
Platform: x86_64-apple-darwin13.4.0 (64-bit)
Running under: OS X 10.11.5 (El Capitan)

locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8

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

other attached packages:
 [1] rvest_0.3.2                   xml2_0.1.2                    RCurl_1.95-4.8                bitops_1.0-6                 
 [5] jsonlite_0.9.21               quantstrat_0.9.1739           blotter_0.9.1741              RQuantLib_0.4.2              
 [9] XML_3.98-1.4                  Quandl_2.8.0                  data.table_1.9.6              PortfolioAnalytics_1.0.3636  
[13] pbapply_1.2-1                 FinancialInstrument_1.2.0     highfrequency_0.4             doParallel_1.0.10            
[17] iterators_1.0.8               foreach_1.4.3                 stringr_1.0.0                 forecast_7.1                 
[21] timeDate_3012.100             DEoptim_2.2-3                 lubridate_1.5.6               plyr_1.8.4                   
[25] tseries_0.10-35               PerformanceAnalytics_1.4.3541 quantmod_0.4-5                TTR_0.23-1                   
[29] xts_0.9-7                     zoo_1.7-13                   

loaded via a namespace (and not attached):
 [1] Rcpp_0.12.5      tools_3.3.0      gtable_0.2.0     lattice_0.20-33  httr_1.1.0       grid_3.3.0       nnet_7.3-12      R6_2.1.2        
 [9] ggplot2_2.1.0    magrittr_1.5     scales_0.4.0     codetools_0.2-14 colorspace_1.2-6 fracdiff_1.4-2   quadprog_1.5-5   stringi_1.0-1   
[17] munsell_0.4.3    chron_2.3-47 

标签: r quantmod
1条回答
Juvenile、少年°
2楼-- · 2019-09-10 12:18

As an alternative you can download option chains from Google using the package flipsideR. The data is returned in one big table of puts and calls.

install_github("DataWookie/flipsideR")

To get AAPL data:

library(flipsideR)
AAPL = getOptionChain("AAPL")
both(AAPL)
  symbol type     expiry strike premium  bid   ask volume open.interest
1   AAPL Call 2016-08-12     75      NA 33.6 34.05     NA             0
2   AAPL Call 2016-08-12     80   25.66 28.6 29.05     NA             0
3   AAPL Call 2016-08-12     85      NA 23.6 24.05     NA             0
            retrieved
1 2016-08-10 13:41:48
2 2016-08-10 13:41:48
3 2016-08-10 13:41:48
    symbol type     expiry strike premium   bid   ask volume open.interest
890   AAPL  Put 2018-01-19    170    63.5 62.00 62.65     NA          4304
891   AAPL  Put 2018-01-19    175    78.0 66.45 67.50     NA          2133
892   AAPL  Put 2018-01-19    180    75.6 71.25 72.35     NA          2898
              retrieved
890 2016-08-10 13:41:50
891 2016-08-10 13:41:50
892 2016-08-10 13:41:50
> dim(AAPL)
[1] 892  10
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