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Missing SPY Option Data #213

Closed heydavid525 closed 2 years ago

heydavid525 commented 2 years ago

URL https://api.polygon.io/v2/aggs/ticker/O:SPY220520C00403000/range/1/day/2022-03-20/2022-03-28?adjusted=true&sort=asc&limit=118

Result { "ticker": "O:SPY220520C00403000", "queryCount": 0, "resultsCount": 0, "adjusted": true, "status": "OK", "request_id": "f4e56309d79dda92350d608871cf9415" }

Expected Result There's no bar returned. Does it mean that there was no trades on this contract for those dates? or it's missing data? (I notice that this is a deep in the money option contract on those dates)

jrbell19 commented 2 years ago

@heydavid525, It looks like there were no trades that have taken place for this contract during this time period. If you change the timespan to "month", you can see the total volume for March was only 5 contracts.

I hope this clears things up! Please let us know if you see anything else out of the ordinary.