For market, yes. Historical data does not have spreads, so that is set to zero.
What do you mean by "do not have spreads"? Normally both bid and ask data ARE available in SC..
Last time I checked, the symbol definitions did not clarify whether they were puts or calls, not even the strike price. (That is, the fields are available in the security definition response messages, but they were left blank.) There might have been a multiplier, not sure
I read your messages on the DTC forum. Do I understand correctly that this is a problem for forming a contract list, but for a directly specified symbol - it is not?
