I am seeking help with data mining SPX on Thinkorswim and Thinkorswim's OnDemand.
In spreadsheet format (preferably Google Sheets), I need someone to provide:
-Every Tuesday's Close Price since the beginning of 2003.
-The corresponding "ImpVolatility" reading for every Tuesday since the beginning of 2003.
-The least and greatest value/price for the Expected Move of the SPX based on readings taken every two hours from when the market closes on Tuesday at 1 pm PST through 5 am PST on the following day.
--OnDemand is needed for these readings.
--All of these Expected moves would be found using SPX's Option Chain for the following Tuesday.
Depending on how closely/for how long we work together, I might also ask you to organize these data sets according to the eight basic ImpVolatility Ranges I have created.
If this sounds like something you can do, then I can get a lot more specific about how I need the data organized and what exactly I'm looking for. Most of what I'm asking should be pretty simple—the most complicated part is getting accurate Expected Move values and ranges given OnDemand's irregularities.
Thank you so much
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