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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Historical futures options daily data: what is the meaning of OHLC fields with traded volume = 0?
Author Topic: Historical futures options daily data: what is the meaning of OHLC fields with traded volume = 0? (2 messages, Page 1 of 1)

shkim
-Interested User-
Posts: 4
Joined: Jan 27, 2017
Posted: Feb 4, 2019 10:39 AM          Msg. 1 of 2
Hi,

I am interested in futures options data (eg options on QCL) and noticed that very often a futures option will have no tick data on a given day but a daily data row with zero volume but a filled value in open, high, low, close (identical).

What is the meaning of this value?

Is that the closing bid-ask-mid price? Would be grateful for a hint.

Cheers,
Seong-Han

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
Posted: Feb 19, 2019 06:53 AM          Msg. 2 of 2
If you can give me a recent example, I should be able to verify but I think this would be a case where the exchange sent a settlement for the contract but no trades occurred.
 

 

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