QuantConnect / QuantConnect/Lean
Option Chain Fill Forward | Bid Price greater than Ask Price
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@jhonabreul is already working on this.
Since Jan 15, 2025.
data-integrity
- Dominant language
- C#
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Description
Expected Behavior
The bid is greater than the ask (unless data is fill-forwarded).
Actual Behavior
In some cases, the bid is greater than the ask.
Potential Solution
N/A
Reproducing the Problem
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
- I have provided detailed steps to reproduce the issue
Contributor guide
First steps
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- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Assessment
This issue has not been assessed yet.