Yahoo getOptionChain scraper patch following site change. #118
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As you can see from my commit, the required changes were fairly minor. Your complete rewrite of Please check with me before spending time writing code for a pull request. That way I can provide direction and hopefully prevent you from spending your time on something that won't be used. |
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No problem. Just trying to help. |
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This patch addresses bug #92
Note, this patch introduces a new dependency on the "rjson" library.
Rather than scrape the HTML, this patch grabs the raw JSON for option chains from internal Yahoo URLs associated with their new AJAX framework.
If the expiration date is set, it must be accurate --- this patch provides no assistance around fixing a non-existent opex date. Further, this patch will not return results for multiple symbols or expiry dates (I think prior versions of getOptionChain might have done this).
Tested as a patch, but not as part of a package build.
Best,
Michael