mcdallas / wallstreet

Real time stock and option data.
MIT License
1.33k stars 201 forks source link

'bid' and 'ask' are often 0, in an inconsistent pattern #25

Open gusl opened 4 years ago

gusl commented 4 years ago

call = Call('SPY', d=18, m=12, y=2020) print(call.strikes[30:40])

call.set_strike(211) print(call.ask) call.set_strike(212) print(call.ask) call.set_strike(213) print(call.ask)

Output:

(205, 207, 208, 209, 210, 211, 212, 213, 214, 215) 0.0 79.43 0.0

This seems to happens mostly at night, when the market is closed.

andyslater commented 4 years ago

same for me too

windrider09 commented 4 years ago

That happens to me way after market hours.