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Option Chain Fill Forward | Bid Price greater than Ask Price
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
- [x] I have completely filled out this template
- [x] I have confirmed that this issue exists on the current
masterbranch - [x] I have confirmed that this is not a duplicate issue by searching issues
- [x] I have provided detailed steps to reproduce the issue
The minute data file for 20240801 for the contract has those values with bid > ask