Forum: Options
April 21st, 2023, 12:30 PM
|
|
Replies: 13
Views: 1,202
You can ask whatever you want. You are not...
You can ask whatever you want. You are not abusing anything. I am happy to help to the extent I can.
Depth = 0 means that this is the best bid or offer. Databento has another schema called MBP-10....
|
|
Forum: Options
April 21st, 2023, 10:33 AM
|
|
Replies: 13
Views: 1,202
diegs
I saw your PM.
You asked:
...
diegs
I saw your PM.
You asked:
I am assuming you are looking for the best bid/ask data at all times.
I have attached 2 files to this message:
|
|
Forum: Options
April 20th, 2023, 04:37 PM
|
|
Replies: 13
Views: 1,202
And if you are interested in learning how I did...
And if you are interested in learning how I did this then read below:
I downloaded the TBBO schema (this is the one you need based on the image you shared) data for BTC options for Dec 30th in the...
|
|
Forum: Options
April 20th, 2023, 04:29 PM
|
|
Replies: 13
Views: 1,202
I understand the difficulty you are having....
I understand the difficulty you are having. Unfortunately, market data gets complicated very quickly.
I have converted the data for Dec 30th for you. See attached.
The 2nd column (ts_event) is...
|
|
Forum: Options
April 20th, 2023, 11:24 AM
|
|
Replies: 13
Views: 1,202
|
