Issues with ONE
- Thread starter vega4mike
- Start date
Important question [but it should be obvious...] I am joining ONE, but am hesitating due to the problem understanding the availability of historical prices... Is it possible to see actual option prices from earlier on the same day? Meaning, if I see an underlying reach 2500 at 9am, and then it drops and again touches 2500 at 2p, can I (at 2p) go back and see what option prices were for different strikes and expirations at 9am? This seems critically important and essential, but the description of "live feed" vs "historical prices" (especially the problem with seeing Friday's prices only after the market reopens on Monday morning) leaves me cold.... Thanks for any info.
gariki
Member
Somewhat frustrated with ONE problems as well. Sometimes t0 line and other lines dont show up. and today even market prices wont fill - so you cant really test your adjustments if they happen to use those strikes. ToS has no problem with prices; so not sure why ONE has problems. Tried ONE support before for the t0 line problem, but they brush off saying go to beta, uncheck vol surface etc (btw,if you uncheck vol surface the t0 line is much different than with it checked since it wont take into consideration vol expansion during down move etc and its not really tradeable using that line; specially if your backtesting was with it enabled).. and this happening with latest beta as well. oh swell..
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gariki
Member
RJM, nope. In ONE you cant go to earlier prices in the same day. Usually historic prices are not available until a day or two after the day finishes. So today i cant go to earlier in the day prices. Yesterdays prices usually show up; but i am not sure but i think even that will have issues sometimes based on the time of the day i think.
@gariki : Regarding the issue with ONE and missing strike data... {I'm just guessing and curious, but ...} I am guessing the issue only occurs for live data (not related to history), so what is your live data feed? Is the live data from TOS? And if so, does the problem persist after you kill, then restart TOS and ONE? {Wondering if issue related to the TOS to ONE live feed initialization -- if so, the above should retry} -- BTW: I do not have ONE, so take statements with grain of salt) -- I have encountered some issues with TOS live data initialization (very infrequent), and retry always resolved.
gariki
Member
Thanks garyw. Yes; its a tos feed. I tried that twice (killing and restarting tos and then ONE) and it did fix my problem for the current time, since it read one strike i was interested in. But still there are holes in strikes both above and below the strikes i am interested in. So good for now; but not really a solution.
Ah! Based on that, it does appear that ONE "does" have an opportunity for improvement in their algorithm with TOS, relating to strike availability.