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Add functionality to pd.io.DataReader that collects options data from yahoo finance for a given stock.
Would rely on BeatifulSoup to parse html data.
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Strongly recommend using [lxml.html](http://codespeak.net/lxml/lxmlhtml.html) over BeautifulSoup. It's written in C, and is a _much_ faster parser.
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Had to install the package "python-beautifulsoup" on Ubuntu 10.04 (py2.6.6) before the script would run.
Edit: I meant Ubuntu 10.10, sorry.