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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: 27,219
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,219
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.


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