Options t8 format question

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)?
Posted By: jcl

Re: Options t8 format question - 09/13/19 12:15

Neither. It's the current price. If the current time is the close of the day, then it's the ask and bid at the close of the day.
© 2020 lite-C Forums