I’m using the premium data feed and for whatever reason the latest_quote endpoint sometimes doesn’t return any ask or bid price which makes my bot struggle big times since I’m calculating the current spread.
Imho since this API provides NBBO quotes, each response should at least contain both an ask and bid price and a pretty tight spread. But why it doesn’t?:
100 $ spread??
Timestamp: 2022-01-06 11:26:08.099497-05:00 Bid Price of ADBE: 522.74 Ask Price of ADBE: 620
No ask price
Timestamp: 2022-01-06 11:26:08.099497-05:00 Bid Price of NKE: 155 Ask Price of NKE: 0
Neither ask or bid price:
Timestamp: 2022-01-06 11:34:48.515307-05:00 Bid Price of COST: 0 Ask Price of COST: 0