I have written a simple program to print the nearest expiration for Weekly options.

I had written a longer post but the community board froze when I attempted to post it.

Simply put, Weekly Option data seems to stop at the end of Sept. '18 (as of today, 11/18/18). 

There also appears to be data consistency issues with the data for Monday/Wednesday/Friday weekly expirations for days that the Weekly Options did trade on CBOE: http://www.cboe.com/framed/pdfframed?content=/aboutcboe/xcal2018.pdf&section=SEC_RESOURCES&title=2018+Cboe+Expiration+Calendar

Please see: https://www.quantconnect.com/backtest/3782/2011124/d83c8bfe37a1e00cf1896e768bf0783b-log.txt

2018-09-04 09:30:00 Current time: Tuesday, September 4, 2018, Symbol:SPY WXH94BXFW7WM|SPY R735QTJ8XC9X Last trading date: Friday, August 31, 2018
2018-09-05 09:30:00 Current time: Wednesday, September 5, 2018, Symbol:SPY WXL6WPE478JQ|SPY R735QTJ8XC9X Last trading date: Tuesday, September 4, 2018
2018-09-06 09:30:00 Current time: Thursday, September 6, 2018, Symbol:SPY WXM6CSRA9ZPI|SPY R735QTJ8XC9X Last trading date: Wednesday, September 5, 2018