Download Option Chains
Function to download option chain data from data providers.
getOptionChain(Symbols, Exp = NULL, src="yahoo", ...)
Symbols |
The name of the underlying symbol. |
Exp |
One or more expiration dates, NULL, or an ISO-8601 style string.
If |
src |
Source of data. Currently only ‘yahoo’ is provided. |
... |
Additional parameters. |
This function is a wrapper to data-provider specific APIs. By default the data is sourced from yahoo.
A named list containing two data.frames, one
for calls and one for puts. If more than one
expiration was requested, this two-element list
will be contained within list of length length(Exp).
Each element of this list will be named with the expiration
month, day, and year (for Yahoo sourced data).
If Exp is set to NULL, all expirations
will be returned. Not explicitly setting will only
return the front month.
Jeffrey A. Ryan, Joshua M. Ulrich
## Not run:
# Only the front-month expiry
AAPL.OPT <- getOptionChain("AAPL")
# All expiries
AAPL.OPTS <- getOptionChain("AAPL", NULL)
# All 2015 and 2016 expiries
AAPL.2015 <- getOptionChain("AAPL", "2015/2016")
## End(Not run)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.