joshuaulrich / quantmod

Quantitative Financial Modelling Framework
http://www.quantmod.com/
GNU General Public License v3.0
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getOptionChain stopped working #408

Closed mif2000 closed 5 months ago

mif2000 commented 5 months ago

Description

I use vba and Excel as interface to the BERT UI for R-based support of end-user inquiries to Yahoo finance. I've been doing this for 1-2 years, but know very little about the "system" side of BERT. A few days ago getOptionChain stopped working.

Expected behavior

Until recently an R call such as: Expirations <- getOptionChain("AAPL", NULL)

would provide a list of expiries, from which I could choose one and (after manipulating the date a bit) optionChain <- getOptionChain("AAPL", expiry)

to provide an xts chain with calls and puts tables.. Now these getOptionChain calls return: Warning: no data for "AAPL expiry, omitting (server response: HTTP error 401.) and/or Error in Exp/86400: non-numeric argument to binary operator, which seems to indicate a Yahoo authorization error.

Minimal, reproducible example

Expirations <- getOptionChain("AAPL", NULL)

Session Info

R version 3.5.0 (2018-04-23)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows >= 8 x64 (build 9200)

Matrix products: default

locale:
[1] LC_COLLATE=English_United States.1252 
[2] LC_CTYPE=English_United States.1252   
[3] LC_MONETARY=English_United States.1252
[4] LC_NUMERIC=C                          
[5] LC_TIME=English_United States.1252    

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] remotes_2.4.2.1   jsonlite_1.6      quantmod_0.4.24   TTR_0.23-4       
[5] xts_0.11-2        zoo_1.8-5         BERTModule_2.0.14

loaded via a namespace (and not attached):
 [1] Rcpp_1.0.1       lattice_0.20-35  codetools_0.2-15 lubridate_1.7.4 
 [5] grid_3.5.0       magrittr_1.5     stringi_1.4.3    curl_3.3        
 [9] tools_3.5.0      stringr_1.4.0    compiler_3.5.0  
joshuaulrich commented 5 months ago

I fixed this yesterday in #407. Please install the latest development version of quantmod: remotes::install_github("joshuaulrich/quantmod").

mif2000 commented 5 months ago

Thanks much


From: Joshua Ulrich @.> Sent: Tuesday, January 30, 2024 2:52 PM To: joshuaulrich/quantmod @.> Cc: mif2000 @.>; Author @.> Subject: Re: [joshuaulrich/quantmod] getOptionChain stopped working (Issue #408)

I fixed this yesterday in #407https://github.com/joshuaulrich/quantmod/issues/407. Please install the latest development version of quantmod: remotes::install_github("joshuaulrich/quantmod").

— Reply to this email directly, view it on GitHubhttps://github.com/joshuaulrich/quantmod/issues/408#issuecomment-1917780344, or unsubscribehttps://github.com/notifications/unsubscribe-auth/AZAUQKAOLIS4C5ECIALSAO3YRFFPVAVCNFSM6AAAAABCR2Z64GVHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMYTSMJXG44DAMZUGQ. You are receiving this because you authored the thread.Message ID: @.***>