reading options data from Google Finance

[gliptak]

In pandas-dev/pandas#5404 we discussed a possible use of PhantomJS for this parsing. Would this extra dependency be acceptable under the pandas-datareader umbrella? Thanks

[davidastephens]

We could make it an optional dependency for downloading google finance options data. I use PhantomJS for other webscraping that I do, although its somewhat harder to install (no pip / distutils installation).

Is there any reason why we'd want to do this instead of just using Yahoo?

[gliptak]

The benefit is having another data source.

I just found out that Google offers a direct JSON download as
http://www.google.com/finance/option_chain?q=AAPL&expd=31&expm=12&expy=2015&output=json

(http://stackoverflow.com/questions/9649052/finance-historical-options-data-with-strikes-etc-on-google-finance-api)

[gliptak]

In addition, PhantomJS removed Python support, so now http://jeanphix.me/Ghost.py/ is the recommended engine ...

[davidastephens]

JSON download looks good - that should be an easy add.

[gliptak]

#183

[gliptak]

#37