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Data Questions » Missing OHLC for an SPX option via API call Feb 12, 2021 09:01 AM (Total replies: 1)

Hi,

On doing an HDX API request like the following (and only this ticker so far, all other tickers I have checked are OK) there are missing dates. It appears as if data is maybe only returned for a day if the ticker has volume for that day?

HDX,SPXW2131X3700,10,0,H_0000000000,10,1

returns:

[
['H_0000000000', '2021-02-09', '260.30', '260.30', '260.30', '260.30', '200', '773', '],
['H_0000000000', '2021-02-05', '273.95', '273.95', '273.95', '273.95', '1', '573', '],
['H_0000000000', '2021-02-01', '324.48', '324.23', '324.48', '324.23', '2', '574', '],
['H_0000000000', '2021-01-28', '309.37', '308.78', '308.78', '309.37', '2', '574', '],
['H_0000000000', '2021-01-26', '278.80', '278.80', '278.80', '278.80', '4', '574', '],
['H_0000000000', '2021-01-20', '275.00', '273.20', '275.00', '273.20', '350', '574', '],
['H_0000000000', '2021-01-12', '291.17', '291.17', '291.17', '291.17', '5', '227', '],
['H_0000000000', '2021-01-08', '280.11', '280.11', '280.11', '280.11', '1', '232', '],
['H_0000000000', '2021-01-05', '337.49', '318.21', '337.49', '320.43', '3', '231', '],
['H_0000000000', '2021-01-04', '343.93', '343.93', '343.93', '343.93', '5', '230', ']
]

Am I doing something wrong here or it supposed to work like this?

Thx!


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