getOptionChain() 不返回 R 中的任何数据

问题描述

在过去的一天里，我无法通过 quantmod::getOptionChain() 获得任何选项链，想知道是否有其他人遇到同样的问题，或者我如何解决这个问题...

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")

返回:named list() 没有数据

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 

推荐答案

作为替代方案，您可以使用 flipsideR 包从 Google 下载选项链.数据在一个包含看跌期权和看涨期权的大表中返回.

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")

获取 AAPL 数据:

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

这篇关于getOptionChain() 不返回 R 中的任何数据的文章就介绍到这了，希望我们推荐的答案对大家有所帮助，也希望大家多多支持！