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Option Chain Fill Forward | Bid Price greater than Ask Price #8479

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4 tasks done

AlexCatarino opened this issue Dec 23, 2024 · 0 comments

Open

4 tasks done

Option Chain Fill Forward | Bid Price greater than Ask Price #8479

AlexCatarino opened this issue Dec 23, 2024 · 0 comments

Member

AlexCatarino commented Dec 23, 2024 •

edited

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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

https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_37ed760594ac61bf106124f963004dad.html

Checklist

I have completely filled out this template
I have confirmed that this issue exists on the current master branch
I have confirmed that this is not a duplicate issue by searching issues
I have provided detailed steps to reproduce the issue

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