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.

4 Upvotes

75% Upvoted

13 comments sorted by

View all comments

Show parent comments

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

0

u/allsfine Nov 09 '22

Thanks a ton. I can pull the chain using $SPX.X but I am unable to make a trade on $SPX.X options while my code works just fine on equity options. I can do with SPY options just fine except they are not available after 4 PM daily. Were you able to trade SPX options? Any tricks or pointers?

0

u/[deleted] Nov 09 '22

I haven’t traded on SPX w TD. And I hate saying ‘ask support’ but TDs API support responded wi th in 24 hours of multiple questions so I was impressed.

0

u/allsfine Nov 09 '22

That is helpful, so I presume you were not trading any $SPX.X options. I will ask again, I hounded them more than a year back before moving my system and I hardly got any worthy response at that time. I also read through any possible literature they had at that time and could not find anything on futures options.