Yes, I mentioned that I can use TradingClass to separate monthly and weekly options. The problem is that it is supposed to be generic method that I could use to form a contract for any security type, SPX index option, QQQ stock option, ES futures option. In this case, it is not clear what I should provide in the TradingClass property.?
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If there is a strict rule that defines how TradingClass needs to be set, e.g. symbol name + expiration type = SPXW, then I could use TradingClass instead of LocalSymbol but I haven't seen any docs describing how to set TradingClass depending on SecType. LocalSymbol does define specific format for all type of options, it is more generic, so I decided to go with it.?
