SPY, Minute The issue starts from Aug 19th, 2015 09:31 AM; and continues until now by David berns

David berns INVESTOR

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Corrupted Files Missing Files Listing/Delisting Error Dividend Error

Missing Points Wrong Values Split Error Name Mapping Error

Ticker	SPY
From	2015-08-19 09:31:00
Security Type	Option
Market	USA
Resolution	Minute
Status	Resolved

This applies to many strikes...here are three examples:

2015-08-19 09:31:00 : contractId: SPY150821P00181000; currentBidPrice: 57.0; lastBidPrice: 0.01; currentAskPrice: 0.01; lastAskPrice:

0.012015-08-19 09:31:00 : contractId: SPY150821P00180000; currentBidPrice: 57.0; lastBidPrice: 0.01; currentAskPrice: 0.01; lastAskPrice:

0.012015-08-19 09:31:00 : contractId: SPY150821P00179000; currentBidPrice: 57.0; lastBidPrice: 0.01; currentAskPrice: 0.01; lastAskPrice: 0.01

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David berns

Accepted Answer

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Jared Broad

Pro ,

Additional information:

https://imgur.com/a/0516HI4

JayJayD

Pro ,

To my best understand, there is no data issue here, those contracts are OTM puts.

Those puts' expiry is three days ahead with strikes of 179, 180 and 181. SPY value for 2015-08-19 is 208.

There are even 30 trades at that price.

QuantConnect Robot

567 Pro ,

JayJayD has marked this issue as closed.

David berns INVESTOR

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