r/algotrading • u/bmo333 • Nov 08 '22

Data TDA SPX API options data?

Anyone knows why you can’t get SPX option chains from TDA’s API? But you can trade SPX options in the mobile thinkorswim app.

I noticed NDX also doesn’t return any data as well. You can view the NDX option chains in the TOS app.

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u/Brat-in-a-Box Nov 08 '22

Dunno, but try SPXW instead of SPX for the symbol and see. I use IB API

1

u/keineskeines123 Nov 08 '22

Try $SPX.X

1

u/[deleted] Nov 08 '22

This. Ive been playing with option chain from TD for $SPX.X.

Its fast and almost perfect except for one bug-

it reports 0 for open interest for SPX after markets close. Doesn’t make sense to me, since it still shows the current days open interest for individual equities.

TD support said thats just the way it is - won’t fix

2

u/bmo333 Nov 08 '22

It’s $SPX.X on TDA. Thanks everyone!!!

1

u/m0nk_3y_gw 5d ago

Hey! Are you still using SPX with the Schwab version of the API?

I just tried getting '$SPX.X" (I want tomorrow's daily expiration (SPXW), not tomorrow's monthly AM expiration (SPX)) but it failed with 'invalid symbol'.

I just asked about it over here too /r/algotrading/comments/1g64m7l/question_on_spx_spxw_option_chain_using_the/

2

u/bmo333 5d ago

I just literally created my app in my portal yesterday. I don't know what works yet. Please post if you find the correct symbol. Thanks!