Trying to Extract Option Quotes with R

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Trying to Extract Option Quotes with R

rsherry8
I executed the following commands in R:

     library(quantmod)
     optData = getOptionChain( "XOM", Exp=NULL )
     nrow(optData)

The last command returned NULL. What am I doing wrong?

Bob

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Re: Trying to Extract Option Quotes with R

Frank-2
It looks like some of the dependencies don't load automatically. I was using
R x64 3.2.2:

1) Updated my R to the later version
2) I installed package jsonlite  ("package:"jsonlite"cannot be loaded.")
3) I installed package curl ("Error: Required package curl not found. Please
run: install.packages('curl')"
4) I updated to R x64 3.2.5 then R x64 3.3.3 re-installed the above.

I now get

" Error in data.frame(Strike = strike, Last = lastprice, Chg = change, Bid =
bid,  :
  object 'contractsymbol' not found"

The complete output is now:

"
version 3.3.3 (2017-03-06) -- "Another Canoe"
Copyright (C) 2017 The R Foundation for Statistical Computing
Platform: x86_64-w64-mingw32/x64 (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

  Natural language support but running in an English locale

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

>      library(quantmod)
Loading required package: xts
Loading required package: zoo

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Loading required package: TTR
Version 0.4-0 included new data defaults. See ?getSymbols.
>      optData = getOptionChain( "XOM", Exp=NULL )
Error in data.frame(Strike = strike, Last = lastprice, Chg = change, Bid =
bid,  :
  object 'contractsymbol' not found
Calls: getOptionChain ... <Anonymous> -> with -> with.default -> eval ->
eval -> data.frame
Execution halted


-----Original Message-----
From: R-SIG-Finance [mailto:[hidden email]] On Behalf
Of Robert Sherry
Sent: Friday, May 12, 2017 11:35 AM
To: [hidden email]
Subject: [R-SIG-Finance] Trying to Extract Option Quotes with R

I executed the following commands in R:

     library(quantmod)
     optData = getOptionChain( "XOM", Exp=NULL )
     nrow(optData)

The last command returned NULL. What am I doing wrong?

Bob

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should go.

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Re: Trying to Extract Option Quotes with R

Joshua Ulrich
On Fri, May 12, 2017 at 1:02 PM, Frank <[hidden email]> wrote:
> It looks like some of the dependencies don't load automatically. I was using
> R x64 3.2.2:
>
They load automatically.  They are not *installed* automatically.

> 1) Updated my R to the later version
> 2) I installed package jsonlite  ("package:"jsonlite"cannot be loaded.")
> 3) I installed package curl ("Error: Required package curl not found. Please
> run: install.packages('curl')"
> 4) I updated to R x64 3.2.5 then R x64 3.3.3 re-installed the above.
>
> I now get
>
> " Error in data.frame(Strike = strike, Last = lastprice, Chg = change, Bid =
> bid,  :
>   object 'contractsymbol' not found"
>
> The complete output is now:
>
> "
> version 3.3.3 (2017-03-06) -- "Another Canoe"
> Copyright (C) 2017 The R Foundation for Statistical Computing
> Platform: x86_64-w64-mingw32/x64 (64-bit)
>
> R is free software and comes with ABSOLUTELY NO WARRANTY.
> You are welcome to redistribute it under certain conditions.
> Type 'license()' or 'licence()' for distribution details.
>
>   Natural language support but running in an English locale
>
> R is a collaborative project with many contributors.
> Type 'contributors()' for more information and
> 'citation()' on how to cite R or R packages in publications.
>
> Type 'demo()' for some demos, 'help()' for on-line help, or
> 'help.start()' for an HTML browser interface to help.
> Type 'q()' to quit R.
>
>>      library(quantmod)
> Loading required package: xts
> Loading required package: zoo
>
> Attaching package: 'zoo'
>
> The following objects are masked from 'package:base':
>
>     as.Date, as.Date.numeric
>
> Loading required package: TTR
> Version 0.4-0 included new data defaults. See ?getSymbols.
>>      optData = getOptionChain( "XOM", Exp=NULL )
> Error in data.frame(Strike = strike, Last = lastprice, Chg = change, Bid =
> bid,  :
>   object 'contractsymbol' not found
> Calls: getOptionChain ... <Anonymous> -> with -> with.default -> eval ->
> eval -> data.frame
> Execution halted
>
I get the same error.  It looks like Yahoo changed something so that
now fromJSON returns an empty list for the put/call tables instead of
NULL.

>
> -----Original Message-----
> From: R-SIG-Finance [mailto:[hidden email]] On Behalf
> Of Robert Sherry
> Sent: Friday, May 12, 2017 11:35 AM
> To: [hidden email]
> Subject: [R-SIG-Finance] Trying to Extract Option Quotes with R
>
> I executed the following commands in R:
>
>      library(quantmod)
>      optData = getOptionChain( "XOM", Exp=NULL )
>      nrow(optData)
>
> The last command returned NULL. What am I doing wrong?
>
> Bob
>
> _______________________________________________
> [hidden email] 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.
>
> _______________________________________________
> [hidden email] 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.



--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com
R/Finance 2017 | www.rinfinance.com

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Re: Trying to Extract Option Quotes with R

rsherry8
Joshua and Frank,

Thanks for your responses. I am using version 3.2.2 of R. I
installed/reinstalled jsonlite and curl. I still get the same problem. I
then updated my version of quantmod. After doing this, I ran the command:

        getOptionChain( "XOM", Exp=NULL )

and  I got the message:
Error in data.frame(Strike = strike, Last = lastprice, Chg = change, Bid
= bid,  :
   object 'contractsymbol' not found
Since, it is not working for you either, I guess that quantmod has a
significant bug.

Is there a better way to get free option quotes in R?

Thank you,

Bob
On 5/12/2017 2:09 PM, Joshua Ulrich wrote:

> On Fri, May 12, 2017 at 1:02 PM, Frank<[hidden email]>  wrote:
>> It looks like some of the dependencies don't load automatically. I was using
>> R x64 3.2.2:
>>
> They load automatically.  They are not *installed* automatically.
>
>> 1) Updated my R to the later version
>> 2) I installed package jsonlite  ("package:"jsonlite"cannot be loaded.")
>> 3) I installed package curl ("Error: Required package curl not found. Please
>> run: install.packages('curl')"
>> 4) I updated to R x64 3.2.5 then R x64 3.3.3 re-installed the above.
>>
>> I now get
>>
>> " Error in data.frame(Strike = strike, Last = lastprice, Chg = change, Bid =
>> bid,  :
>>    object 'contractsymbol' not found"
>>
>> The complete output is now:
>>
>> "
>> version 3.3.3 (2017-03-06) -- "Another Canoe"
>> Copyright (C) 2017 The R Foundation for Statistical Computing
>> Platform: x86_64-w64-mingw32/x64 (64-bit)
>>
>> R is free software and comes with ABSOLUTELY NO WARRANTY.
>> You are welcome to redistribute it under certain conditions.
>> Type 'license()' or 'licence()' for distribution details.
>>
>>    Natural language support but running in an English locale
>>
>> R is a collaborative project with many contributors.
>> Type 'contributors()' for more information and
>> 'citation()' on how to cite R or R packages in publications.
>>
>> Type 'demo()' for some demos, 'help()' for on-line help, or
>> 'help.start()' for an HTML browser interface to help.
>> Type 'q()' to quit R.
>>
>>>       library(quantmod)
>> Loading required package: xts
>> Loading required package: zoo
>>
>> Attaching package: 'zoo'
>>
>> The following objects are masked from 'package:base':
>>
>>      as.Date, as.Date.numeric
>>
>> Loading required package: TTR
>> Version 0.4-0 included new data defaults. See ?getSymbols.
>>>       optData = getOptionChain( "XOM", Exp=NULL )
>> Error in data.frame(Strike = strike, Last = lastprice, Chg = change, Bid =
>> bid,  :
>>    object 'contractsymbol' not found
>> Calls: getOptionChain ... <Anonymous> -> with -> with.default -> eval ->
>> eval -> data.frame
>> Execution halted
>>
> I get the same error.  It looks like Yahoo changed something so that
> now fromJSON returns an empty list for the put/call tables instead of
> NULL.
>
>> -----Original Message-----
>> From: R-SIG-Finance [mailto:[hidden email]] On Behalf
>> Of Robert Sherry
>> Sent: Friday, May 12, 2017 11:35 AM
>> To:[hidden email]
>> Subject: [R-SIG-Finance] Trying to Extract Option Quotes with R
>>
>> I executed the following commands in R:
>>
>>       library(quantmod)
>>       optData = getOptionChain( "XOM", Exp=NULL )
>>       nrow(optData)
>>
>> The last command returned NULL. What am I doing wrong?
>>
>> Bob
>>
>> _______________________________________________
>> [hidden email]  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.
>>
>> _______________________________________________
>> [hidden email]  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]]

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Re: Trying to Extract Option Quotes with R

Joshua Ulrich
On Fri, May 12, 2017 at 3:39 PM, Robert Sherry <[hidden email]> wrote:

> Joshua and Frank,
>
> Thanks for your responses. I am using version 3.2.2 of R. I
> installed/reinstalled jsonlite and curl. I still get the same problem. I
> then updated my version of quantmod. After doing this, I ran the command:
>
> getOptionChain( "XOM", Exp=NULL )
>
> and  I got the message:
> Error in data.frame(Strike = strike, Last = lastprice, Chg = change, Bid =
> bid,  :
>   object 'contractsymbol' not found
> Since, it is not working for you either, I guess that quantmod has a
> significant bug.
>
This is now fixed on GitHub:
https://github.com/joshuaulrich/quantmod/issues/155

You can install with:
remotes::install_github("joshuaulrich/quantmod")

> Is there a better way to get free option quotes in R?
>
> Thank you,
>
> Bob
>
> On 5/12/2017 2:09 PM, Joshua Ulrich wrote:
>
> On Fri, May 12, 2017 at 1:02 PM, Frank <[hidden email]> wrote:
>
> It looks like some of the dependencies don't load automatically. I was using
> R x64 3.2.2:
>
> They load automatically.  They are not *installed* automatically.
>
> 1) Updated my R to the later version
> 2) I installed package jsonlite  ("package:"jsonlite"cannot be loaded.")
> 3) I installed package curl ("Error: Required package curl not found. Please
> run: install.packages('curl')"
> 4) I updated to R x64 3.2.5 then R x64 3.3.3 re-installed the above.
>
> I now get
>
> " Error in data.frame(Strike = strike, Last = lastprice, Chg = change, Bid =
> bid,  :
>   object 'contractsymbol' not found"
>
> The complete output is now:
>
> "
> version 3.3.3 (2017-03-06) -- "Another Canoe"
> Copyright (C) 2017 The R Foundation for Statistical Computing
> Platform: x86_64-w64-mingw32/x64 (64-bit)
>
> R is free software and comes with ABSOLUTELY NO WARRANTY.
> You are welcome to redistribute it under certain conditions.
> Type 'license()' or 'licence()' for distribution details.
>
>   Natural language support but running in an English locale
>
> R is a collaborative project with many contributors.
> Type 'contributors()' for more information and
> 'citation()' on how to cite R or R packages in publications.
>
> Type 'demo()' for some demos, 'help()' for on-line help, or
> 'help.start()' for an HTML browser interface to help.
> Type 'q()' to quit R.
>
>      library(quantmod)
>
> Loading required package: xts
> Loading required package: zoo
>
> Attaching package: 'zoo'
>
> The following objects are masked from 'package:base':
>
>     as.Date, as.Date.numeric
>
> Loading required package: TTR
> Version 0.4-0 included new data defaults. See ?getSymbols.
>
>      optData = getOptionChain( "XOM", Exp=NULL )
>
> Error in data.frame(Strike = strike, Last = lastprice, Chg = change, Bid =
> bid,  :
>   object 'contractsymbol' not found
> Calls: getOptionChain ... <Anonymous> -> with -> with.default -> eval ->
> eval -> data.frame
> Execution halted
>
> I get the same error.  It looks like Yahoo changed something so that
> now fromJSON returns an empty list for the put/call tables instead of
> NULL.
>
> -----Original Message-----
> From: R-SIG-Finance [mailto:[hidden email]] On Behalf
> Of Robert Sherry
> Sent: Friday, May 12, 2017 11:35 AM
> To: [hidden email]
> Subject: [R-SIG-Finance] Trying to Extract Option Quotes with R
>
> I executed the following commands in R:
>
>      library(quantmod)
>      optData = getOptionChain( "XOM", Exp=NULL )
>      nrow(optData)
>
> The last command returned NULL. What am I doing wrong?
>
> Bob
>
> _______________________________________________
> [hidden email] 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.
>
> _______________________________________________
> [hidden email] 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.
>
>



--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com
R/Finance 2017 | www.rinfinance.com

_______________________________________________
[hidden email] 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.