Hi Mark/everyone, On Tue, Nov 16, 2010 at 1:01 AM, Mark Breman <[email protected]> wrote: > Hi everyone, > > Just a thought: > > Often these issues in quantmod arise when there is a change in the url at > the yahoo site (or other data-provider) and quantmod is not updated yet, > right?
Not all that often is the URL the only issue. It usually is far more complicated in terms of markup changes/and parsing logic than that. That said, > > Would it be possible to expose the url quantmod is using for the scraping, > so when someone discovers an url change it can be altered > without modifications to the quantmod code. > Duncan Murdoch ironically also emailed me over the weekend to ask for the same thing. I am not entirely sure that it is going to help much, but I am working on a more robust version of getSymbols that will involve something like 'known hosts' and a caching mechanism that would get updated/check on a regular basis. Like I said, the URL changes that *fix* things are rare, but Yahoo does seem to run a variety of servers that would make this approach viable enough to bother coding. Best, Jeff P.S. Another great place to have OSS R discussions aside from the list is at R/Finance here in Chicago. In case the CFP missed anyone, we've got a pretty amazing line-up of keynotes scheduled! Conversations over drinks (coffee or beer) are always quite powerful... http://www.rinfinance.com/ Hoping to see you all in Chicago in April! > Regards, > > -Mark- > > 2010/11/16 Joshua Ulrich <[email protected]> > >> Marc, >> >> On Mon, Nov 15, 2010 at 9:59 PM, Marc Delvaux <[email protected]> wrote: >> > Jeffrey Ryan is the main author and maintainer of quantmod (even if I >> think >> > Joshua Ulrich is working on the yahoo scraping code). Taping >> help(quantmod) >> >> I haven't done anything with the options web-scraping code. >> >> > will give you that information (same as for any package). Quantmod is >> > hosted on r-forge where you can find more information if needed >> > https://r-forge.r-project.org/projects/quantmod/ And of course Jeffrey >> is >> > active on his mail list. >> > >> Actually, Jeff already patched the issue with symbols that start with >> a carat. There may be other issues though... >> >> Best, >> -- >> Joshua Ulrich | FOSS Trading: www.fosstrading.com >> >> >> > Author(s) >> > >> > Jeffrey A. Ryan >> > >> > Maintainer: Jeffrey A. Ryan <[email protected]> >> > >> > >> > On Mon, Nov 15, 2010 at 7:38 PM, Noah Silverman <[email protected] >> >wrote: >> > >> >> OK, >> >> >> >> Bad example. But try it for the ticker "^RUT" (Russel index) >> >> >> >> There ARE options: http://finance.yahoo.com/q/op?s=^RUT+Options >> >> >> >> Also options for the S&P mini "^XAP" >> >> http://finance.yahoo.com/q/op?s=^XSP+Options >> >> >> >> getOptionChain("^XSP", NULL) >> >> >> >> Error in from:to : NA/NaN argument >> >> >> >> I'VE FOUND THE BUG. But don't know how/where to submit it. >> >> >> >> Look carefully at the URLs used by yahoo. >> >> >> >> For a stock >> >> >> >> For an index >> >> >> >> Notice that with an index, the "+options" part is there. Try calling >> the >> >> page without it and it fails. The current code in quantmod doesn't add >> >> this. >> >> >> >> I think we just need add one line: Symbols <- paste(Symbols, >> >> "+options", sep="") >> >> >> >> -N >> >> >> >> >> >> >> >> >> >> >> >> >> >> On 11/15/10 7:03 PM, Cedrick Johnson wrote: >> >> >> >>> There are technically SPX cash optns. I am not in front of my comp to >> look >> >>> them up but they do exist indeed. SPY and DIA options do exist for the >> >>> ETF's.... >> >>> >> >>> -c >> >>> Sent from my BlackBerryŽ >> >>> >> >>> -----Original Message----- >> >>> From: Marc Delvaux<[email protected]> >> >>> Sender: [email protected] >> >>> Date: Mon, 15 Nov 2010 18:49:35 >> >>> To: Noah Silverman<[email protected]> >> >>> Reply-To: [email protected] >> >>> Cc:<[email protected]> >> >>> Subject: Re: [R-SIG-Finance] But in quantmod function >> >>> >> >>> That is because there are no options on these specific tickers, as you >> can >> >>> see by the grayed out "options" link on the corresponding yahoo page. >> >>> >> >>> For options on the S&P, you need to use "SPY", and "^DJX" for the DJIA. >> >>> >> >>> On Mon, Nov 15, 2010 at 5:06 PM, Noah Silverman< >> [email protected] >> >>> >wrote: >> >>> >> >>> Hi, >> >>>> >> >>>> I think I've found a bug in the quantmod library. >> >>>> >> >>>> The function "getOptionChain" fails when fetching the chain of an >> index >> >>>> (S&P, DJIA, etc.) >> >>>> (Note: It works beautifully for options on stocks.) >> >>>> >> >>>> chain<- getOptionChain("^GSPC", Exp=NULL) >> >>>> Error in strsplit(opt, "<tr.*?>")[[1]] : subscript out of bounds >> >>>> >> >>>> chain<- getOptionChain("^RUT", Exp=NULL) >> >>>> Error in from:to : NA/NaN argument >> >>>> >> >>>> >> >>>> Any ideas? >> >>>> >> >>>> -N >> >>>> >> >>>> _______________________________________________ >> >>>> [email protected] 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]] >> >>> >> >>> _______________________________________________ >> >>> [email protected] 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]] >> > >> > >> > _______________________________________________ >> > [email protected] 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. >> > >> >> _______________________________________________ >> [email protected] 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]] > > > _______________________________________________ > [email protected] 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. > -- Jeffrey Ryan | Founder | [email protected] www.lemnica.com _______________________________________________ [email protected] 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.
