I am not sure, but it appears that obtaining options data from yahoo is broken as it results into following error at the end.
Code Sample, a copy-pastable example if possible
from pandas.io.data import Options aapl = Options('aapl', 'yahoo') data = aapl.get_all_data()
Expected Output
AAPL options data for near-term expiry dates
output of pd.show_versions()
pandas: 0.18.1+204.gd7c028d pandas_datareader: 0.2.1
output of self._get_expiry_dates()
pandas/io/data.py in _get_expiry_dates_and_links(self) 1191 1192 if len(expiry_dates) == 0: 1193 raise RemoteDataError('Data not available') 1194 1195 expiry_links = dict(zip(expiry_dates, links))
RemoteDataError: Data not available
Comment From: jorisvandenbossche
@rajanshah the io.data
module is deprecated in pandas and moved to pandas-datareader
. Can you report the issue over there? (https://github.com/pydata/pandas-datareader/issues) Thanks!
Comment From: jorisvandenbossche
Although it seems the issue is already reported there: https://github.com/pydata/pandas-datareader/issues/212