A typo and an attempt at a quality of life change

1. I found a typo in the getOptionChain.R file:

 # set cleaned up colnames to current output colnames
    cnames <- c(contractsymbol = "ContractID",
                contractsize = "ConractSize",
                currency = "Currency",

On line 22 the renamed contract size column is missing a "t".

2. I tried and failed to speed up the time it takes to download whole options chains when you use the Exp=NULL argument. My attempt was to add an omit = c() argument to getOptionChain() that would let you specify a list of columns you don't need when you grab the option chain:

getOptionChain.yahoo <- function(Symbols, Exp, ..., session=NULL)
{

  omit <- list(...)$omit   # defined the omit argument here
  
  NewToOld <- function(x, tz = NULL, omit = NULL) {
    if(is.null(x) || length(x) < 1)
      return(NULL)
      
      
# ...

    # convert trade time to exchange timezone
    d$LastTradeTime <- .POSIXct(d$LastTradeTime, tz=tz)
    
    # Omit specified columns if 'omit' is provided
    if(!is.null(omit)) {
      d <- d[ , !(names(d) %in% omit), drop=FALSE]
    }
    
    return(d)
  }
  
  if (is.null(session)) {
    session <- .yahooSession()
  }
  if (!session$can.crumb) {
    stop("Unable to obtain yahoo crumb. If this is being called from a GDPR country, Yahoo requires GDPR consent, which cannot be scripted")
  }
  
# ...

 if(is.null(Exp)) {
      # Return all expiries if Exp = NULL
      out <- lapply(all.expiries, function(e) {
        getOptionChain.yahoo(Symbols, e, .expiry.known=TRUE, session=session, omit=omit) # added omit here
      })
      # Expiry format was "%b %Y", but that's not unique with weeklies. Change
      # format to "%b.%d.%Y" ("%Y-%m-%d wouldn't be good, since names should
      # start with a letter or dot--naming things is hard).
      return(setNames(out, format(all.expiries.posix, "%b.%d.%Y")))
    } else {
      # Ensure data exist for user-provided expiry date(s)
      if(inherits(Exp, "Date"))
        valid.expiries <- as.Date(all.expiries.posix) %in% Exp
      else if(inherits(Exp, "POSIXt"))
        valid.expiries <- all.expiries.posix %in% Exp
      else if(is.character(Exp)) {
        expiry.range <- range(unlist(lapply(Exp, .parseISO8601, tz="UTC")))
        valid.expiries <- all.expiries.posix >= expiry.range[1] &
          all.expiries.posix <= expiry.range[2]
      }
      if(all(!valid.expiries))
        stop("Provided expiry date(s) not found. Available dates are: ",
             paste(as.Date(all.expiries.posix), collapse=", "))
      
      expiry.subset <- all.expiries[valid.expiries]
      if(length(expiry.subset) == 1)
        return(getOptionChain.yahoo(Symbols, expiry.subset, .expiry.known=TRUE, session=session, omit=omit)) # added omit
      else {
        out <- lapply(expiry.subset, function(e) {
          getOptionChain.yahoo(Symbols, e, .expiry.known=TRUE, session=session, omit=omit) # added omit 
        })
        # See comment above regarding the output names
        return(setNames(out, format(all.expiries.posix[valid.expiries], "%b.%d.%Y")))
      }
    }
  }
  

This didn't reduce the time it took to retrieve the data, and I am guessing it's because yahoo sends all the columns and my argument only removes them after the fact. Is there a way to request only a subset of the data from yahoo?

Start with getOptionChain.R and the getOptionChain.yahoo entry point; inspect how Yahoo's options-chain response is requested and parsed, and determine whether Yahoo supports requesting only selected columns. Correct the ContractSize typo, then establish whether the omission request can reduce retrieval time or should be documented as post-download filtering.