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SPY070316P00100000, Minute The issue starts from Jan 3rd, 2007 09:31 AM; and continues until Jan 19th, 2007

Ticker SPY070316P00100000
From 2007-01-03 09:31:00
To 2007-01-19 00:00:00
Security Type Option
Market USA
Resolution Minute
Status Closed

Either Bid or Ask prices are zero for the following contracts and times. This could be because there was not trades as the Puts were 30% OTM and 3 months to expiration, but just reporting as I see it:

  • SPY070316P00100000: From datetime.datetime(2007, 1, 3, 9, 31) to datetime.datetime(2007, 1, 19, 9, 52)
  • SPY070316P00101000: From datetime.datetime(2007, 1, 3, 9, 41) to datetime.datetime(2007, 1, 19, 9, 59)
  • SPY070316P00099000: From datetime.datetime(2007, 1, 4, 9, 31) to datetime.datetime(2007, 1, 10, 9, 59)
  • SPY070316P00098000: From datetime.datetime(2007, 1, 10, 9, 43) to datetime.datetime(2007, 1, 10, 9, 55)
  • SPY070420P00102000: From datetime.datetime(2007, 1, 22, 9, 31) to datetime.datetime(2007, 2, 16, 9, 59)
  • SPY070420P00100000: From datetime.datetime(2007, 1, 23, 9, 31) to datetime.datetime(2007, 1, 31, 9, 59)
  • SPY070420P00101000: From datetime.datetime(2007, 1, 24, 9, 31) to datetime.datetime(2007, 2, 13, 9, 59)
  • SPY070420P00103000: From datetime.datetime(2007, 2, 15, 9, 31) to datetime.datetime(2007, 2, 16, 9, 41)
  • SPY070518P00110000: From datetime.datetime(2007, 2, 20, 9, 31) to datetime.datetime(2007, 2, 27, 9, 59)
  • SPY070720P00106000: From datetime.datetime(2007, 5, 17, 9, 31) to datetime.datetime(2007, 5, 17, 9, 59)
  • SPY070720P00107000: From datetime.datetime(2007, 5, 18, 9, 31) to datetime.datetime(2007, 5, 18, 9, 59)
  • SPY070817P00108000: From datetime.datetime(2007, 5, 21, 9, 31) to datetime.datetime(2007, 6, 6, 9, 59)
  • SPY070817P00107000: From datetime.datetime(2007, 5, 22, 9, 51) to datetime.datetime(2007, 6, 7, 9, 59)
  • SPY070817P00106000: From datetime.datetime(2007, 5, 25, 9, 31) to datetime.datetime(2007, 6, 12, 9, 59)
  • SPY070817P00105000: From datetime.datetime(2007, 6, 8, 9, 31) to datetime.datetime(2007, 6, 8, 9, 59)
  • SPY070921P00105000: From datetime.datetime(2007, 6, 13, 9, 31) to datetime.datetime(2007, 6, 13, 9, 32)
     
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Thanks Emilio for reporting this issue.

This is an issue in our closed sourced converters.

We're working on the patch now.

 

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Issue fixed with the latest reprocessing.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


JayJayD has marked this issue as closed.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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