Scraping Options Data from Google Finance using R - r

Question

I recently saw a function that will scrape Options Data from Google Finance
It works fine, but I am trying to use the function to call 20 different stocks (although some of them do not have options data) and save them as a list....
I have modified the getOptionQuote function to fit my needs:
Functions provided from the site above:
# installs RCurl and jsonlite packages. will prompt you to select mirror for download
install.packages("RCurl");library("RCurl")
install.packages("jsonlite");library("jsonlite")
# ******************************************************************
getOC2 <- function(symbol){
output = list()
url = paste('http://www.google.com/finance/option_chain?q=', symbol, '&output=json', sep = "")
x = getURL(url)
fix = fixJSON(x)
json = fromJSON(fix)
numExp = dim(json$expirations)[1]
if(length(numExp)!= 0){
for(i in 1:numExp){
# download each expirations data
y = json$expirations[i,]$y
m = json$expirations[i,]$m
d = json$expirations[i,]$d
expName = paste(y, m, d, sep = "_")
if (i > 1){
url = paste('http://www.google.com/finance/option_chain?q=', symbol, '&output=json&expy=', y, '&expm=', m, '&expd=', d, sep = "")
json = fromJSON(fixJSON(getURL(url)))
}
output[[paste(expName, "calls", sep = "_")]] = json$calls
output[[paste(expName, "puts", sep = "_")]] = json$puts
}}
assign(paste(symbol),do.call(rbind,output))
}
fixJSON <- function(json_str){
stuff = c('cid','cp','s','cs','vol','expiry','underlying_id','underlying_price',
'p','c','oi','e','b','strike','a','name','puts','calls','expirations',
'y','m','d')
for(i in 1:length(stuff)){
replacement1 = paste(',"', stuff[i], '":', sep = "")
replacement2 = paste('\\{"', stuff[i], '":', sep = "")
regex1 = paste(',', stuff[i], ':', sep = "")
regex2 = paste('\\{', stuff[i], ':', sep = "")
json_str = gsub(regex1, replacement1, json_str)
json_str = gsub(regex2, replacement2, json_str)
}
return(json_str)
}
I have basically added the if(length(numExp)!= 0){ to accomodate for stocks that do not have options chains....
Here is what I use to call the 20 stocks:
LIST <- c("AAMC", "AAU", "ACU", "ACY", "ADGE", "ADK", "AE", "AIII", "AINC",
"AIRI", "AKG", "ALN", "ALTV", "AMCO", "AMPE", "AMS", "APP", "APT",
"APTS", "ASM")
library("plyr")
# USE PARALLEL COMPUTING FOR FASTER PROCESS
registerDoParallel(detectCores())
system.time(
OC <- llply(.data=as.list(LIST), .fun=function(x) {
tmp <- try(getOC2(x))
if (!inherits(tmp, 'try-error')) tmp
}, .parallel = TRUE, .paropts=list(c(.packages=(all.available=T))))
)
# user system elapsed
# 0.008 0.001 0.097
I get no errors but OC should have a length of 20, however it only has a length on 1 and produces: list(NULL)
SESSION INFO:
R version 3.2.2 (2015-08-14)
Platform: x86_64-apple-darwin13.4.0 (64-bit)
Running under: OS X 10.10.5 (Yosemite)
locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
attached base packages:
[1] parallel stats graphics grDevices utils datasets methods base
other attached packages:
[1] stringr_1.0.0 plyr_1.8.3 doMC_1.3.3 doParallel_1.0.8 iterators_1.0.7 foreach_1.4.2 pbapply_1.1-1 jsonlite_0.9.17
[9] RCurl_1.95-4.7 bitops_1.0-6
loaded via a namespace (and not attached):
[1] Rcpp_0.12.0 lattice_0.20-33 codetools_0.2-14 zoo_1.7-12
[5] grid_3.2.2 magrittr_1.5 PerformanceAnalytics_1.4.3541 stringi_0.5-5
[9] PortfolioAnalytics_1.0.3636 xts_0.9-7 blotter_0.8.19 tools_3.2.2
[13] compiler_3.2.2 quantstrat_0.8.2