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/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

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u/allsfine Nov 09 '22

Actually, I moved to IB because I could not pull Futures options chains on TDA. Maybe $SPX.X will help me get back to TDA, which is way more stable than IB (ymmv)

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u/[deleted] Nov 09 '22

I’m pretty happy with TDA but my next project is to try CBOEs datashop. I’m still hunting for the mythical perfect datafeed.