不是对您的 Python 代码的翻译，而是希望得到公正的解释。

cboe_csv_link <- "https://www.cboe.com/available_weeklys/get_csv_download/"

rr <- readLines(cboe_csv_link)
ss <- c(grep("Available Weeklys",rr),length(rr))

l <- list()

for (i in 1:(length(ss)-1)) {
    l[[i]] <- read.csv(text=rr[(ss[i]+1):(ss[i+1]-1)],header=FALSE)
}
names(l) <- rr[head(ss,-1)]

lapply(l,head)

# $`Available Weeklys - Exchange Traded Products (ETFs and ETNs)`
#     V1                                V2
# 1 AMLP           ALPS ETF TR ALERIAN MLP
# 2 ARKF         ARK ETF TR FINTECH INNOVA
# 3 ARKG        ARK ETF TR GENOMIC REV ETF
# 4 ARKK         ARK ETF TR INNOVATION ETF
# 5 ASHR       DBX ETF TR XTRACK HRVST CSI
# 6 BRZU DIREXION SHS ETF TR BRZ BL 2X SHS
# 
# $`Available Weeklys - Equity`
#     V1                              V2
# 1   AA                  ALCOA CORP COM
# 2  AAL    AMERICAN AIRLS GROUP INC COM
# 3 AAOI APPLIED OPTOELECTRONICS INC COM
# 4 AAPL                   APPLE INC COM
# 5 ABBV                  ABBVIE INC COM
# 6  ABC      AMERISOURCEBERGEN CORP COM

这是解决您的问题的一种可能方法：

library(magrittr)

tickers = readLines("https://www.cboe.com/available_weeklys/get_csv_download/") %>%  
  gsub(pattern='"',replacement="") %>% 
  subset(nzchar(.) & !grepl("Available Weekly|\\d+/\\d+/\\d+",.)) %>% 
  sub(pattern="([A-Z]+).+",replacement="\\1")

 #  [1] "AMLP"  "ARKF"  "ARKG"  "ARKK"  "ASHR"  "BRZU"  "DIA"   "DUST"  "EEM"  
 # [10] "EFA"   "EMB"   "ERX"   "EWH"   "EWJ"   "EWU"   "EWW"   "EWY"   "EWZ"  
 # [19] "FAS"   "FAZ"   "FEZ"   "FXE"   "FXI"   "FXY"   "GDX"   "GDXJ"  "GLD"  
 # [28] "HYG"   "IAU"   "IBB"   "ICLN"  "IEF"   "INDA"  "ITB"   "IVV"   "IWF"  
 # [37] "IWM"   "IYR"   "JDST"  "JETS"  "JNK"   "JNUG"  "KRE"   "KWEB"  "LABD"
 # ...

这里的方法略有不同。首先，我们将数据下载到一个文件中，比如 weeklysmf.csv。

> url <- "https://www.cboe.com/available_weeklys/get_csv_download/"
> download.file(url,"weeklysmf.csv",quiet=TRUE)
>

然后我们使用这样一个事实：您感兴趣的所有行正好有两个字段，用逗号分隔。使用此 awk 调用过滤所有具有两个字段的行，使用 , 作为字段分隔符：

$ awk -F,'NF==2 {print $0}' weeklysmf.csv |head        
"AMLP","ALPS ETF TR ALERIAN MLP"            
"ARKF","ARK ETF TR FINTECH INNOVA"        
"ARKG","ARK ETF TR GENOMIC REV ETF"     
"ARKK","ARK ETF TR INNOVATION ETF"
"ASHR","DBX ETF TR XTRACK HRVST CSI"
"BRZU","DIREXION SHS ETF TR BRZ BL 2X SHS"         
"DIA","SPDR DOW JONES INDL AVERAGE ET UT SER 1"
"DUST","DIREXION SHS ETF TR DAILY GOLD MINER"
"EEM","ISHARES TR MSCI EMG MKT ETF"         
"EFA","ISHARES TR MSCI EAFE ETF"            
$

我们可以将它与 R 中的许多 csv 阅读器一起使用，这些阅读器可以从命令中读取（因为 R 提供了一个连接接口，其中 pipe() 是一个选项，file() 和 url() ）。我喜欢 data.table 所以这变成了

> dat <- data.table::fread(cmd="awk -F,'NF==2 {print $0}' weeklysmf.csv")
> dat
     AMLP            ALPS ETF TR ALERIAN MLP
  1: ARKF          ARK ETF TR FINTECH INNOVA
  2: ARKG         ARK ETF TR GENOMIC REV ETF
  3: ARKK          ARK ETF TR INNOVATION ETF
  4: ASHR        DBX ETF TR XTRACK HRVST CSI
  5: BRZU  DIREXION SHS ETF TR BRZ BL 2X SHS
 ---                                        
611:   YY          JOYY INC ADS REPSTG COM A
612:    Z      ZILLOW GROUP INC CL C CAP STK
613:   ZM ZOOM VIDEO COMMUNICATIONS INC CL A
614: ZNGA                     ZYNGA INC CL A
615:   ZS                    ZSCALER INC COM
> 

（如果您愿意，fread 也可以返回 data.frame，有一个选项）。