Merge pull request #5602 from dstephens99/master

ENH: Added method to pandas.data.Options to download all option data for...

Author: jreback

doc/source/release.rst

@@ -55,6 +55,10 @@ performance improvements along with a large number of bug fixes.
 
 Highlights include:
 
+Experimental Features
+~~~~~~~~~~~~~~~~~~~~~
+- ``pandas.io.data.Options`` has a get_all_data method and now consistently returns a multi-indexed ''DataFrame'' (:issue:`5602`)
+
 See the :ref:`v0.14.1 Whatsnew <whatsnew_0141>` overview or the issue tracker on GitHub for an extensive list
 of all API changes, enhancements and bugs that have been fixed in 0.14.1.
 

doc/source/remote_data.rst

@@ -52,6 +52,43 @@ Yahoo! Finance
     f=web.DataReader("F", 'yahoo', start, end)
     f.ix['2010-01-04']
 
+.. _remote_data.yahoo_Options:
+
+Yahoo! Finance Options
+----------------------
+***Experimental***
+
+The Options class allows the download of options data from Yahoo! Finance.
+
+The ''get_all_data'' method downloads and caches option data for all expiry months
+and provides a formatted ''DataFrame'' with a hierarchical index, so its easy to get
+to the specific option you want.
+
+.. ipython:: python
+
+      from pandas.io.data import Options
+      aapl = Options('aapl', 'yahoo')
+      data = aapl.get_all_data()
+      data.head()
+
+      #Show the $600 strike puts at all expiry dates:
+      data.loc[(600, slice(None), 'put'),:].head()
+
+      #Show the volume traded of $600 strike puts at all expiry dates:
+      data.loc[(600, slice(None), 'put'),'Vol'].head()
+
+If you don't want to download all the data, more specific requests can be made.
+
+.. ipython:: python
+
+      import datetime
+      expiry = datetime.date(2016, 1, 1)
+      data = aapl.get_call_data(expiry=expiry)
+      data.head()
+
+Note that if you call ''get_all_data'' first, this second call will happen much faster, as the data is cached.
+
+
 .. _remote_data.google:
 
 Google Finance

doc/source/v0.14.1.txt

@@ -148,7 +148,23 @@ Performance
 Experimental
 ~~~~~~~~~~~~
 
-There are no experimental changes in 0.14.1
+``pandas.io.data.Options`` has a get_all_data method and now consistently returns a multi-indexed ''DataFrame'' (PR `#5602`)
+    See :ref:`the docs<remote_data.yahoo_Options>` ***Experimental***
+
+      .. ipython:: python
+
+      from pandas.io.data import Options
+      aapl = Options('aapl', 'yahoo')
+      data = aapl.get_all_data()
+      data.head()
+
+      .. ipython:: python
+
+      from pandas.io.data import Options
+      aapl = Options('aapl', 'yahoo')
+      data = aapl.get_all_data()
+      data.head()
+
 
 .. _whatsnew_0141.bug_fixes: