KimSam NT8 GEX Calc

[Predict]

The calculation of levels looks like is wrong I compared with others.

Kimsam can you confirm that?

[Predict]

It appears that it is not possible to load options chain data daily via the Schwab API. Schwab doesn’t support that. Main question is which expires does it support?

[jetstrade]

58 minutes ago, Predict said:

It appears that it is not possible to load options chain data daily via the Schwab API. Schwab doesn’t support that. Main question is which expires does it support?

so for ES I call as I found that if I passed everything it worked out better. 
 

            resp = client.get_option_chain(

                $SPX,

                contract_type=client.Options.ContractType.ALL,  # both calls and puts

                strike_count=50,  #if I make it bigger, I get a 501 error

                include_underlying_quote=True,                   # returns underlyingPrice for spot

                strategy=client.Options.Strategy.SINGLE,        # single-leg only, no spreads

            )

 

 

[jetstrade]

Also, to add on to this, if you look at the description of the option being returned.  You can check and see if it SPXW or just SPX.  to get the weekly / daily options.

desc      = opt.get('description', '')

                                sym_field = opt.get('symbol', '')

                                is_weekly = 'SPXW' in desc or 'SPXW' in sym_field