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Adjusted option prices become stale too when stocks split. #401

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jimwhite opened this issue Mar 17, 2024 · 0 comments
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Adjusted option prices become stale too when stocks split. #401

jimwhite opened this issue Mar 17, 2024 · 0 comments

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@jimwhite
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Pricing data for options, as with stocks, become stale (i.e. invalid) when they are adjusted for splits (a typical case for backtesting and the default for data services such as Polygon) when a stock splits since the data was retrieved. That is a problem in the caching done by tools/polygon-helper which was fixed for stocks (#390) but remains for options.

https://polygon.io/docs/options/get_v2_aggs_ticker__optionsticker__range__multiplier___timespan___from___to

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