I use R to download option chains, via the quantmod package. My goal is to download and export option chains in order to be used on other software.
If I download only the front month expiry, I am able to correctly export to a .txt file, using these lines:
library(quantmod)
aapl_front <- getOptionChain ('AAPL')
front <- do.call('rbind', aapl_front)
write.table (front, 'data_front.txt')
Problems appear when I download all the expiries. Here the rbind function fails to work as I think it should, and I export a table that is useless; these are the lines:
aapl_total <- getOptionChain('AAPL', NULL)
total <- do.call('rbind', aapl_total)
write.table(total, 'data_total.txt')
I guess that in the second case aapl_total is a list of lists, that contains all the expiries, and I'm not able to correctly split them.
Any suggestions?
You could loop through each expiration and rbind the calls and puts.
lapply(aapl_total, function(x) do.call(rbind, x))
Then, you'd have a list that you could do.call(rbind()).
In one step:
do.call(rbind, lapply(aapl_total, function(x) do.call(rbind, x)))