Gamestudio Links
Zorro Links
Newest Posts
What are you working on?
by txesmi. 12/06/19 17:51
Python Bridge - Structs
by AndrewAMD. 12/05/19 19:14
Sierra Chart Plugin
by wzschultz. 12/05/19 01:31
Simulate complex commission costs [Test]
by AndrewAMD. 12/04/19 22:05
StrategyFolder
by MatPed. 12/04/19 21:14
Error Message 010: invalid stops
by jcl. 12/04/19 16:47
AUM Magazine
Latest Screens
The Space Between
Pogostuck: Rage With Your Friends
Worst Case Z
AckCon'18 - Lotter vs the World 2 - Preview Release
Who's Online Now
5 registered members (AndrewAMD, 3run, Dooley, Dalla, 1 invisible), 626 guests, and 0 spiders.
Key: Admin, Global Mod, Mod
Newest Members
PabloMF, deepscreener, wzschultz, Alit, cmor
18341 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Options t8 format question #478137
09/11/19 17:52
09/11/19 17:52
Joined: Dec 2018
Posts: 18
K
Kaga Offline OP
Newbie
Kaga  Offline OP
Newbie
K

Joined: Dec 2018
Posts: 18
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)?

Last edited by Kaga; 09/11/19 17:56.
Re: Options t8 format question [Re: Kaga] #478145
09/13/19 12:15
09/13/19 12:15
Joined: Jul 2000
Posts: 27,065
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,065
Frankfurt
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.


Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1