Hi, due to the nature of options (many strikes, leading to large periods of time without trades for individual strikes even if the underlying is high volume), I'm curious how your forward fill data works.

Specifically, I'm interested in the "lastPrice" for the option contract. Do you do any correction for that price if it's forward filled based on the underlying movement or is that something that should be done by an algo? 

It doens't look like the timestamp for the last trade is directly available in the object, is that something you might be considering adding? As we're in minute resolution, it's something that could be saved internally but that would be a little cumbersome. Additionally, a little more accuracy might be obtainable with a refined timestamp in order to get the underlying price if there happens to be high movement during that minute.

Secondly, it doesn't look like there's been any recent progress on Combo Orders for IB? 

Looking at AlgoSeek's data, it looks like you could reverse engineer some spreads (they have pretty precise time tables, so it's fairly obvious when a spread is traded).

Are you considering any ways to access that data? Also a question that might be more suited for AlgoSeek directly, do you have quote data for spreads? (while often times this can be constructed from the legs, when other people are trading the spread you're looking at there can be large differences). I'd be curious to know if the spread quote data could be used to fill orders in backtesting (If I had a limit order open that matched a bid on a spread but not the individual legs - would it fill?)