Ticker ACB
From 2020-01-16 09:42:00
To 2020-01-16 09:42:00
Security Type Option
Market USA
Resolution Minute
Status Waiting Review

Bid price higher than ask price.

class TestAlgorithm(QCAlgorithm):

def Initialize(self):
self.SetStartDate(2020, 1, 16)
self.SetEndDate(self.StartDate)

self.option = self.AddOptionContract(Symbol.CreateOption('ACB', Market.USA,
OptionStyle.American, OptionRight.Call, 2, datetime(2020, 1, 24)))

def OnData(self, data):
if self.option.BidPrice > self.option.AskPrice:
self.Quit(f'Bid ({self.option.BidPrice}) > Ask ({self.option.AskPrice}) for {self.option.Symbol.Value} at {self.Time}')