Include all fields returned by Yahoo in getOptionChain

joshuaulrich / quantmod

Quantitative Financial Modelling Framework

http://www.quantmod.com/

GNU General Public License v3.0

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Closed joshuaulrich closed 3 years ago

joshuaulrich commented 3 years ago

Only some of the fields that Yahoo Finance returns for options are returned by getOptionChain(). We could return all of the fields.

semiographics commented 3 years ago

I updated getOptionChain() to include the five Yahoo fields that were not already in the process.

Some notes:

"contractSymbol" is useful as a primary key. I converted "expiration" to POSIXtc in order to facilitate analyzing theta decay.

Yeah?

joshuaulrich commented 3 years ago

Thanks for taking the initiative to make a PR for this!