It is a bit weird, I looked at a weekly SPY option through script (using IB API)
I was listening to the last price ticks, so before market open I got no data.
the first last price tick I got was for 1.02 (then 1.0, 1.05, 1.1, 1.06, 1.12, 1.13, 1.14, 1.15, 1.17)
now the weird thing is that I went to check in yahoo what was the open price for this option...
seems like the open price is 1.16
I didn't even had a tick of 1.16 not to talk about that I had many ticks before that price.
can anyone explain to me what happened?
thanks in advance
I was listening to the last price ticks, so before market open I got no data.
the first last price tick I got was for 1.02 (then 1.0, 1.05, 1.1, 1.06, 1.12, 1.13, 1.14, 1.15, 1.17)
now the weird thing is that I went to check in yahoo what was the open price for this option...
seems like the open price is 1.16
I didn't even had a tick of 1.16 not to talk about that I had many ticks before that price.
can anyone explain to me what happened?
thanks in advance
