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
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.To get AAPL data: