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torreyleonard / algotrader

Simple algorithmic stock and option trading for Node.js.
https://www.npmjs.com/package/algotrader
Apache License 2.0
635 stars 119 forks source link

Make missing interest and volume 0 instead of NaN #33

Closed meschbach closed 4 years ago

meschbach commented 4 years ago

The aggregates will result in NaN on a symbol instead of 0 for options missing volumes or interest. This will default the value to zero.

torreyleonard commented 4 years ago

Thank you!