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My algo trades options on SPX, which involves requesting the option chain for "$SPX".
Usually that returns the chain for SPXW (the daily expiration, which stops trading at ~4:15pm) but requesting the "$SPX" option chain for this friday/tomorrow returns the chain for SPX (not SPXW) which is the monthly and it stops trading sometime in the AM.
(background comment on SPX vs. SPXW https://old.reddit.com/r/thetagang/comments/1buelyh/0dte_spx_expiration_time_4pm_or_1159pm/kxvd3t9/ )
If I use ThinkOrSwim https://trade.thinkorswim.com/trade?symbol=SPX to look at the option chain tomorrow has "October 18th 2024 AM" AND "October 18th 2024" (the PM version).
I want to get the second one in my code (the one that doesn't expire in the AM)
I tried requesting tomorrow's option chain for "SPXW" and "$SPXW", but both error with 'invalid ticker'.
I am asking the Schwab team but I'm not expecting a quick response, so I thought I'd see if anyone here had experience / suggestions for this.
SOLVED
When getting the option chain, Schwab returns an array of strike prices, and each strike price has an array of quotes - first element is for SPX, second element is for SPXW. Every other expiration of the month returns the standard single element array (of just SPXW) for each strike.
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