I'm having no luck using the contractNext() function for an options chain. The function does not seem to return any valid contracts... is this a bug or me misunderstanding its usage? I'attaching my simple test script running against SPY options data.
Output looks like this:
strike: 200.0 no next strike found no prev strike found V 2.016 on Sun 19-02-03 18:52:20 (Zorro S Subscription) Test: CheckContractNext SPY 2016..2018 [1: Tue 16-01-05 15:40] (201.38) strike: 201.0 no next strike found no prev strike found [2: Wed 16-01-06 15:40] (198.83) strike: 199.0 no next strike found no prev strike found [3: Thu 16-01-07 15:40] (194.04) strike: 195.5 no next strike found no prev strike found ...
