if you are going to a hardware store, it’s probably extruded. Brands like Perspex or Lucite advertise it as “cast”.
If I am not mistaken, a lot of Lexan or polycarb is extruded. Home depot carries Lexan.
Extruded is usually cheaper. Check Homedepot.com they usually list it on the website.
Inventables is cast unless listed as extruded.
Even with cast you need to get the settings right. The friction is melting the acrylic rather than creating chips. I have seen this happen on the band saw too. You cut a straight line and it seals up again before you are through the other side.
There are also special acrylic cutting bits.
I have observed this happen the most with mirror acrylic.
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Go to an acrylics supplier - they will know.
Found a local supplier of plastics that have a listing for cast acrylic. Yay!
Now how to justify buying a 2m x 1.5m sheet when I need ~10x10cm 
I think this calls for some dumpster diving…
Lexan machines much nicer than many other similar plastics. Part of the issue is getting the bit to a high enough temperature to start melting the plastic to it. The only way I have been fully successful is when I used a blast of cold air through a very thin nozzle. This clears the chips and cools the bit at the same time. Actually I don’t cut plastic on my mill anymore without the air blast.
Cheers
Shawn
Where I buy my plastic they have a section with drops and chipped sheets that they sell for much less money. Check with your supplier I expect they have the same.
Dave