Open alienbrett opened 2 years ago
Thanks for pointing this out, this is important to change.
Can you please provide some more information about this issue, most importantly demonstration code? Here's a listing of the information that would be most helpful:
https://tda-api.readthedocs.io/en/latest/help.html#provide-adequate-information
When subscribing to futures options, it seems that tda-api is re-labelling stream messages incorrectly.
For example: 1) subscribe to receive level one futures option quotes for ticker "./OZFU22P113" (/ZFU22 is the underlyer) 2) examine API response
I see something like
Clearly "MARK" column is swapped with the underlyer, and "OPEN_PRICE" and "EXCHANGE_NAME" are labelled wrong.
It's not clear to me what the proper labelling should be, but I thought I should make this known