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| Ticker | SPY120421P00060000 |
| From | 2012-02-01 00:00:00 |
| To | 2012-02-28 00:00:00 |
| Security Type | Option |
| Market | USA |
| Resolution | Minute |
| Status | Waiting Review |
Dear QC, Please see below the description of the problem I have. If you run the attached project and view the backtest you will notice that the Option price SPY120421P00060000 (a put option with strike price 60 on SPY) on 2012-02-24T20:50:00Z is 37.55. While SPY has been increasing in value, the put option has had a gigantic increase to its value which should not be the case. I suspect there is some issue with the data accuracy and perhaps it is rooted in a error from the data source. Could you please check and clarify if my observations are correct and I hope the data can be corrected as it would greatly help my backtesting of my strategies. Look forward to your kind assistance to resolve the issue soonest. Best regards, Hakeem
Hakeem
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