Posted By: Kaga
Options t8 format question - 09/11/19 17:52
Two of the fields in the t8 format seem denote Ask and Bid price of an option on a given day.
Considering that Ask and Bid normally have open,low,high,close values throughout a day, which of these prices is recorded in the Ask or Bid field in t8 format (e.g. in the SPY data that can be downloaded from the main page)?
Considering that Ask and Bid normally have open,low,high,close values throughout a day, which of these prices is recorded in the Ask or Bid field in t8 format (e.g. in the SPY data that can be downloaded from the main page)?
