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Hi, I was wondering if weekly and quarterly index (SPX) options are currently supported on QuantConnect. All of the posts I found on the topic are one to two years old.
I tried looking for viable expirations within a range and my code was correctly identifying the non-weekly and non-quarterly expirations within this range but failing to identify the weekly and quarterly expirations within this range.
Specifying "IncludeWeeklys" in the filtering criteria still did not identify the weeklys.
If they are not supported, what expirations are supported for indexes? Additionally, is there any estimated time that weekly and quarterly (and whatever else is missing) expirations will be supported?
Thanks!
Nathaniel
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